NPORT-P
false
0001126087
XXXXXXXX
S000011105
C000030660
C000030661
Brighthouse Funds Trust I
811-10183
0001126087
549300LQX1AREJYGF247
Brighthouse Investment Advisers, LLC
125 High Street, Suite 732
Boston
02111
980-949-4301
Brighthouse Small Cap Value Portfolio
S000011105
54930054OC3Q44IGVC35
2022-12-31
2022-03-31
N
1354217735.27
216757789.76
1137459945.51
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
65644621.37000000
UST
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
75400.00000000
NS
USD
9812556.00000000
0.862672662781
Long
EC
CORP
US
N
1
N
N
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp
899896104
260634.00000000
NS
USD
5069331.30000000
0.445671192204
Long
EC
CORP
US
N
1
N
N
Parsons Corp
549300ZXH0VRBSEPX752
Parsons Corp
70202L102
121515.00000000
NS
USD
4702630.50000000
0.413432624028
Long
EC
CORP
US
N
1
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
23100.00000000
NS
USD
4353888.00000000
0.382772863096
Long
EC
CORP
US
N
1
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
86152.00000000
NS
USD
2964490.32000000
0.260623710900
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
109100.00000000
NS
USD
2884604.00000000
0.253600490407
Long
EC
US
N
1
N
N
Primoris Services Corp
549300UF3OLBJ8D5K349
Primoris Services Corp
74164F103
111200.00000000
NS
USD
2648784.00000000
0.232868331799
Long
EC
CORP
US
N
1
N
N
N
NBC Global Finance Limited
549300KWU8YQOYSK5Y64
NBC Global Finance Limited
000000000
8200000.00000000
PA
USD
8200000.00000000
0.720904505900
Long
RA
CORP
US
N
2
Repurchase
Y
0.44000000
2022-04-01
85585.69000000
USD
9014890.14000000
USD
EQT
83203.14000000
USD
90197.64000000
USD
UST
N
N
Apollo Investment Corp
5493005P14I7WFB3FW47
Apollo Investment Corp
03761U502
185536.00000000
NS
USD
2452785.92000000
0.215637124602
Long
EC
CORP
US
N
1
N
N
First Interstate BancSystem Inc
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055Y201
181387.00000000
NS
USD
6669599.99000000
0.586359107969
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550105
284500.00000000
NS
USD
4574760.00000000
0.402190865538
Long
EC
CORP
US
N
1
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies Inc
87305R109
332376.00000000
NS
USD
4925812.32000000
0.433053694720
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries Inc
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries Inc
419870100
125318.00000000
NS
USD
5302204.58000000
0.466144289381
Long
EC
CORP
US
N
1
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp
92552R406
123833.00000000
NS
USD
4413408.12000000
0.388005585376
Long
EC
CORP
US
N
1
N
N
NATIONAL AUSTRALIA BANK LONDON
N/A
NATIONAL AUSTRALIA BANK LONDON
000000000
1999280.00000000
PA
USD
1999280.00000000
0.175767068360
Long
STIV
CORP
US
N
2
2022-04-25
Fixed
0.00000000
N
N
N
N
N
HB Fuller Co
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
359694106
70800.00000000
NS
USD
4677756.00000000
0.411245777793
Long
EC
CORP
US
N
1
N
N
N
NBC Global Finance Limited
549300KWU8YQOYSK5Y64
NBC Global Finance Limited
000000000
2900000.00000000
PA
USD
2900000.00000000
0.254954032574
Long
RA
CORP
US
N
2
Repurchase
Y
0.49000000
2022-04-07
30268.10000000
USD
3188192.93000000
USD
EQT
29425.50000000
USD
31899.15000000
USD
UST
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630102
173850.00000000
NS
USD
11804415.00000000
1.037787312563
Long
EC
CORP
US
N
1
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
NetScout Systems Inc
64115T104
96590.00000000
NS
USD
3098607.20000000
0.272414621036
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
49000.00000000
NS
USD
3882270.00000000
0.341310480015
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
4200000.00000000
PA
USD
4200000.00000000
0.369243771315
Long
RA
CORP
US
N
2
Repurchase
Y
0.42000000
2022-04-07
59892.44000000
USD
4667416.85000000
USD
EQT
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
000000000
1800000.00000000
PA
USD
1800000.00000000
0.158247330563
Long
RA
CORP
US
N
2
Repurchase
Y
0.60000000
2022-05-05
36594.73000000
USD
789284.73000000
USD
EQT
1109379.00000000
USD
1104117.82000000
USD
UST
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Barclays Capital Inc.
000000000
17086813.98000000
PA
USD
17086813.98000000
1.502190388984
Long
RA
CORP
US
N
2
Repurchase
Y
0.24000000
2022-04-01
29835546.01000000
USD
17428550.25000000
USD
UST
N
N
Janus International Group Inc
N/A
Janus International Group Inc
47103N106
258041.00000000
NS
USD
2322369.00000000
0.204171497129
Long
EC
CORP
US
N
1
N
N
Delta Apparel Inc
549300YCES15WEDS8Z04
Delta Apparel Inc
247368103
61202.00000000
NS
USD
1823207.58000000
0.160287629221
Long
EC
CORP
US
N
1
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group Inc
067806109
96200.00000000
NS
USD
3866278.00000000
0.339904540398
Long
EC
CORP
US
N
1
N
N
N
CIBC NY
N/A
CIBC NY
000000000
3001905.45000000
PA
USD
3001905.45000000
0.263913068926
Long
STIV
CORP
US
N
2
2023-03-03
Floating
0.77000000
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527205
123002.00000000
NS
USD
5016021.56000000
0.440984456621
Long
EC
CORP
US
N
1
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
89963.00000000
NS
USD
7332884.13000000
0.644671854947
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M107
101816.00000000
NS
USD
4503321.68000000
0.395910352516
Long
EC
CORP
US
N
1
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc.
000000000
1800000.00000000
PA
USD
1800000.00000000
0.158247330563
Long
RA
CORP
US
N
2
Repurchase
Y
0.30000000
2022-04-01
1131422.40000000
USD
1203681.94000000
USD
UST
644872.50000000
USD
632318.62000000
USD
CDS
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp
02208R106
122800.00000000
NS
USD
4780604.00000000
0.420287678600
Long
EC
CORP
US
N
1
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
379681.00000000
NS
USD
18224688.00000000
1.602226792419
Long
EC
CORP
US
N
1
N
N
Prestige Consumer Healthcare Inc
N/A
Prestige Consumer Healthcare Inc
74112D101
77227.00000000
NS
USD
4088397.38000000
0.359432206482
Long
EC
CORP
US
N
1
N
N
New York Mortgage Trust Inc
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604501
942283.00000000
NS
USD
3439332.95000000
0.302369587920
Long
EC
US
N
1
N
N
NORDEA BANK ABP, NEW YORK BRANCH
N/A
NORDEA BANK ABP, NEW YORK BRANCH
000000000
1999996.00000000
PA
USD
1999996.00000000
0.175830015632
Long
STIV
CORP
US
N
2
2022-08-30
Floating
0.72000000
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
1700000.00000000
PA
USD
1700000.00000000
0.149455812198
Long
RA
CORP
US
N
2
Repurchase
Y
0.38000000
2022-04-01
22038.45000000
USD
1889045.07000000
USD
EQT
N
N
Mayville Engineering Co Inc
N/A
Mayville Engineering Co Inc
578605107
91693.00000000
NS
USD
859163.41000000
0.075533508972
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp Inc
628778102
14300.00000000
NS
USD
516659.00000000
0.045422170867
Long
EC
CORP
US
N
1
N
N
N
Diversey Holdings Ltd
N/A
Diversey Holdings Ltd
000000000
194674.00000000
NS
USD
1473682.18000000
0.129559039491
Long
EC
CORP
KY
N
1
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
34400.00000000
NS
USD
3385304.00000000
0.297619622859
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
55700.00000000
NS
USD
4360753.00000000
0.383376400831
Long
EC
CORP
US
N
1
N
N
N
Ecovyst Inc
N/A
Ecovyst Inc
27923Q109
328325.00000000
NS
USD
3795437.00000000
0.333676540873
Long
EC
CORP
US
N
1
N
N
Ennis Inc
N/A
Ennis Inc
293389102
137619.00000000
NS
USD
2541822.93000000
0.223464829687
Long
EC
CORP
US
N
1
N
N
NATIXIS NY
N/A
NATIXIS NY
000000000
999154.00000000
PA
USD
999154.00000000
0.087840807401
Long
STIV
CORP
US
N
2
2022-06-09
Fixed
0.33000000
N
N
N
N
N
Jack in the Box Inc
5493002OJW26P0SUUP68
Jack in the Box Inc
466367109
82734.00000000
NS
USD
7728182.94000000
0.679424622423
Long
EC
CORP
US
N
1
N
N
Natus Medical Inc
549300ZW3JLSJGT2D838
Natus Medical Inc
639050103
116038.00000000
NS
USD
3049478.64000000
0.268095474661
Long
EC
CORP
US
N
1
N
N
Custom Truck One Source Inc
N/A
Custom Truck One Source Inc
23204X103
490378.00000000
NS
USD
4114271.42000000
0.361706927460
Long
EC
CORP
US
N
1
N
N
Nomad Foods Ltd
5493000ZZ1837DS2SI43
Nomad Foods Ltd
000000000
341771.00000000
NS
USD
7717189.18000000
0.678458103994
Long
EC
CORP
VG
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
36500.00000000
NS
USD
4315395.00000000
0.379388743931
Long
EC
CORP
US
N
1
N
N
New Mountain Finance Corp
549300L1MPTT1H7SES77
New Mountain Finance Corp
647551100
255654.00000000
NS
USD
3540807.90000000
0.311290776785
Long
EC
CORP
US
N
1
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
96560.00000000
NS
USD
5284728.80000000
0.464607902973
Long
EC
CORP
US
N
1
N
N
API Group Corp
213800NZT1VX6PZ7BT53
API Group Corp
00187Y100
359049.00000000
NS
USD
7550800.47000000
0.663830009997
Long
EC
CORP
US
N
1
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
31100.00000000
NS
USD
2882348.00000000
0.253402153752
Long
EC
CORP
US
N
1
N
N
N
Arconic Corp
549300B4YFWH3U74B152
Arconic Corp
03966V107
154100.00000000
NS
USD
3948042.00000000
0.347092837473
Long
EC
CORP
US
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
077454106
108909.00000000
NS
USD
6033558.60000000
0.530441412360
Long
EC
CORP
US
N
1
N
N
Cantor Fitzgerald & Co.
5493004J7H4GCPG6OB62
Cantor Fitzgerald & Co.
000000000
8000000.00000000
PA
USD
8000000.00000000
0.703321469171
Long
RA
CORP
US
N
2
Repurchase
Y
0.29000000
2022-04-01
32.00000000
USD
30.50000000
USD
UST
5599.96000000
USD
4.56000000
USD
ABS
484415.34000000
USD
186387.38000000
USD
ACMO
18617.52000000
USD
14107.49000000
USD
ADAS
13247788.14000000
USD
7959470.04000000
USD
AMBS
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
182524.00000000
NS
USD
4154246.24000000
0.365221321102
Long
EC
CORP
US
N
1
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
54800.00000000
NS
USD
4646492.00000000
0.408497197491
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL CHICAGO
N/A
BANK OF MONTREAL CHICAGO
000000000
5995596.00000000
PA
USD
5995596.00000000
0.527103923409
Long
STIV
CORP
US
N
2
2022-06-02
Fixed
0.30000000
N
N
N
N
N
OCBC NEW YORK
N/A
OCBC NEW YORK
000000000
3000597.99000000
PA
USD
3000597.99000000
0.263798123340
Long
STIV
CORP
US
N
2
2022-09-26
Floating
0.72000000
N
N
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
34120.00000000
NS
USD
2367245.60000000
0.208116831660
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd
N/A
Helen of Troy Ltd
000000000
54270.00000000
NS
USD
10628236.80000000
0.934383390110
Long
EC
CORP
BM
N
1
N
N
Select Medical Holdings Corp
N/A
Select Medical Holdings Corp
81619Q105
122600.00000000
NS
USD
2941174.00000000
0.258573852346
Long
EC
CORP
US
N
1
N
N
N
Franklin Electric Co Inc
RR6AURIKMXUE4Q24G284
Franklin Electric Co Inc
353514102
171654.00000000
NS
USD
14254148.16000000
1.253156053210
Long
EC
CORP
US
N
1
N
N
N
Franchise Group Inc
549300MWCHSL8BSOMV77
Franchise Group Inc
35180X105
89058.00000000
NS
USD
3689672.94000000
0.324378274115
Long
EC
CORP
US
N
1
N
N
Nordic American Tankers Ltd
213800W4T8AMPKIPIU94
Nordic American Tankers Ltd
000000000
405564.00000000
NS
USD
863851.32000000
0.075945647441
Long
EC
CORP
BM
N
1
N
N
Tootsie Roll Industries Inc
529900SBKOV9XX4M4Q35
Tootsie Roll Industries Inc
890516107
76420.85000000
NS
USD
2671672.92000000
0.234880615405
Long
EC
CORP
US
N
1
N
N
DEN NORSKE BANK OSLO
N/A
DEN NORSKE BANK OSLO
000000000
3001197.00000000
PA
USD
3001197.00000000
0.263850785414
Long
STIV
CORP
US
N
2
2022-09-07
Floating
0.83000000
N
N
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162W100
35300.00000000
NS
USD
3643313.00000000
0.320302531476
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X302
83648.00000000
NS
USD
3734883.20000000
0.328352942426
Long
EC
CORP
US
N
1
N
N
Hostess Brands Inc
N/A
Hostess Brands Inc
44109J106
129961.00000000
NS
USD
2851344.34000000
0.250676461290
Long
EC
CORP
US
N
1
N
N
N
CIBC NY
N/A
CIBC NY
000000000
2995545.57000000
PA
USD
2995545.57000000
0.263353938907
Long
STIV
CORP
US
N
2
2023-02-03
Floating
0.52000000
N
N
N
N
N
SPX Corp
P761FCI0CPOG24I8JE10
SPX Corp
784635104
18765.00000000
NS
USD
927178.65000000
0.081513081287
Long
EC
CORP
US
N
1
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp Inc
43940T109
102640.00000000
NS
USD
1650451.20000000
0.145099720347
Long
EC
CORP
US
N
1
N
N
N
NN Inc
549300SU3TUM6VH84645
NN Inc
629337106
105689.00000000
NS
USD
304384.32000000
0.026760003391
Long
EC
CORP
US
N
1
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
18600.00000000
NS
USD
2287056.00000000
0.201066948249
Long
EC
CORP
US
N
1
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus Inc
577933104
56286.00000000
NS
USD
4218635.70000000
0.370882132302
Long
EC
CORP
US
N
1
N
N
WESTPAC BKG CORP, NEW YORK
N/A
WESTPAC BKG CORP, NEW YORK
000000000
2990619.00000000
PA
USD
2990619.00000000
0.262920818601
Long
STIV
CORP
US
N
2
2023-02-17
Floating
0.50000000
N
N
N
N
N
JELD-WEN Holding Inc
529900AXX7CT9GZSCS30
JELD-WEN Holding Inc
47580P103
73618.00000000
NS
USD
1492973.04000000
0.131254998990
Long
EC
CORP
US
N
1
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C501
146500.00000000
NS
USD
7178500.00000000
0.631099145806
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
74014.00000000
NS
USD
1857011.26000000
0.163259485956
Long
EC
CORP
US
N
1
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NuVasive Inc
670704105
52100.00000000
NS
USD
2954070.00000000
0.259707606554
Long
EC
CORP
US
N
1
N
N
N
Premier Inc
N/A
Premier Inc
74051N102
65081.00000000
NS
USD
2316232.79000000
0.203632031100
Long
EC
CORP
US
N
1
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
Kemper Corp
488401100
54000.00000000
NS
USD
3053160.00000000
0.268419122102
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
1300000.00000000
PA
USD
1300000.00000000
0.114289738740
Long
RA
CORP
US
N
2
Repurchase
Y
0.36000000
2022-04-01
16853.03000000
USD
1444563.75000000
USD
EQT
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
25900.00000000
NS
USD
4346797.00000000
0.382149456528
Long
EC
CORP
US
N
1
N
N
Dril-Quip Inc
5299007REICYIJNMW197
Dril-Quip Inc
262037104
52500.00000000
NS
USD
1960875.00000000
0.172390685732
Long
EC
CORP
US
N
1
N
N
Holley Inc
N/A
Holley Inc
43538H103
576458.00000000
NS
USD
8018530.78000000
0.704950606098
Long
EC
CORP
US
N
1
N
N
Kadant Inc
549300K06LNJYBMPYP15
Kadant Inc
48282T104
30781.00000000
NS
USD
5977362.39000000
0.525500912238
Long
EC
CORP
US
N
1
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
22757551.27000000
PA
USD
22757551.27000000
2.000734299245
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-04-01
20190200.00000000
USD
23212867.19000000
USD
UST
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
209700.00000000
NS
USD
4833585.00000000
0.424945512945
Long
EC
CORP
US
N
1
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
First Hawaiian Inc
32051X108
107770.00000000
NS
USD
3005705.30000000
0.264247133436
Long
EC
CORP
US
N
1
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481101
819470.00000000
NS
USD
12685395.60000000
1.115238883801
Long
EC
CORP
US
N
1
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
139175.00000000
NS
USD
12122142.50000000
1.065720384076
Long
EC
CORP
US
N
1
N
N
NATL BANK CANADA
N/A
NATL BANK CANADA
000000000
5000000.00000000
PA
USD
5000000.00000000
0.439575918232
Long
STIV
CORP
US
N
2
2022-04-07
Floating
0.37000000
N
N
N
N
N
CREDIT AGRICOLE SA LONDON
N/A
CREDIT AGRICOLE SA LONDON
000000000
4999400.00000000
PA
USD
4999400.00000000
0.439523169122
Long
STIV
CORP
US
N
2
2022-05-24
Fixed
0.59000000
N
N
N
N
N
Babcock & Wilcox Enterprises Inc
5493006H661OZN2C0T54
Babcock & Wilcox Enterprises Inc
05614L209
303570.00000000
NS
USD
2477131.20000000
0.217777444364
Long
EC
CORP
US
N
1
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
124300.00000000
NS
USD
10294526.00000000
0.905045143843
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp
840441109
65979.00000000
NS
USD
5383226.61000000
0.473267356028
Long
EC
CORP
US
N
1
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750103
26606.00000000
NS
USD
3958440.68000000
0.348007039335
Long
EC
CORP
US
N
1
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
55750.00000000
NS
USD
3669465.00000000
0.322601689359
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
136999.00000000
NS
USD
13310822.84000000
1.170223434464
Long
EC
CORP
US
N
1
N
N
Renewable Energy Group Inc
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972A301
54292.00000000
NS
USD
3292809.80000000
0.289487978279
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
221663.00000000
NS
USD
5047266.51000000
0.443731362139
Long
EC
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
1900000.00000000
PA
USD
1900000.00000000
0.167038848928
Long
RA
CORP
US
N
2
Repurchase
Y
0.36000000
2022-04-01
24631.26000000
USD
2111285.52000000
USD
EQT
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
000000000
30143.00000000
NS
USD
7871844.45000000
0.692054650458
Long
EC
CORP
BM
N
1
N
N
Harsco Corp
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864107
174945.00000000
NS
USD
2141326.80000000
0.188255138869
Long
EC
CORP
US
N
1
N
N
JYSKE BK A/S
N/A
JYSKE BK A/S
000000000
3000000.00000000
PA
USD
3000000.00000000
0.263745550939
Long
STIV
CORP
US
N
2
2022-04-11
Fixed
0.75000000
N
N
N
N
N
Schweitzer-Mauduit International Inc
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541106
141578.00000000
NS
USD
3893395.00000000
0.342288536433
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
344000.00000000
NS
USD
4864160.00000000
0.427633519685
Long
EC
US
N
1
N
N
N
SOCIETE GENERALE PARIS
N/A
SOCIETE GENERALE PARIS
000000000
1997982.00000000
PA
USD
1997982.00000000
0.175652954452
Long
STIV
CORP
US
N
2
2022-08-18
Floating
0.46000000
N
N
N
N
N
Avanos Medical Inc
549300YCXWOM7NEWMQ58
Avanos Medical Inc
05350V106
86100.00000000
NS
USD
2884350.00000000
0.253578159950
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
8900.00000000
NS
USD
2169998.00000000
0.190775772682
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc.
000000000
5000000.00000000
PA
USD
5000000.00000000
0.439575918232
Long
RA
CORP
US
N
2
Repurchase
Y
0.62000000
2022-05-05
67691.47000000
USD
3441674.28000000
USD
EQT
1932949.60000000
USD
1908630.38000000
USD
UST
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
67800.00000000
NS
USD
5221956.00000000
0.459089220733
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate Finance Inc
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762U105
218393.00000000
NS
USD
3042214.49000000
0.267456845580
Long
EC
US
N
1
N
N
N
STANDARD CHARTERED NY
N/A
STANDARD CHARTERED NY
000000000
2997549.99000000
PA
USD
2997549.99000000
0.263530157860
Long
STIV
CORP
US
N
2
2022-08-25
Floating
0.46000000
N
N
N
N
N
Integra LifeSciences Holdings Corp
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985208
78800.00000000
NS
USD
5063688.00000000
0.445175060448
Long
EC
CORP
US
N
1
N
N
N
GlassBridge Enterprises Inc
549300GQRYQQ0IW6S632
GlassBridge Enterprises Inc
377185202
572.00000000
NS
USD
3718.00000000
0.000326868652
Long
EC
CORP
US
N
1
N
N
Denny's Corp
54930037V56XOULXM917
Denny's Corp
24869P104
557776.00000000
NS
USD
7981774.56000000
0.701719176267
Long
EC
CORP
US
N
1
N
N
Zurn Water Solutions Corp
549300AM3633XDFU1Q85
Zurn Water Solutions Corp
98983L108
119500.00000000
NS
USD
4230300.00000000
0.371907601379
Long
EC
CORP
US
N
1
N
N
N
Westwood Holdings Group Inc
N/A
Westwood Holdings Group Inc
961765104
67917.00000000
NS
USD
1040488.44000000
0.091474732284
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA HOUSTON
N/A
BANK OF NOVA SCOTIA HOUSTON
000000000
1000000.00000000
PA
USD
1000000.00000000
0.087915183646
Long
STIV
CORP
US
N
2
2022-07-07
Floating
0.40000000
N
N
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
177400.00000000
NS
USD
6654274.00000000
0.585011720743
Long
EC
CORP
US
N
1
N
N
BNP PARIBAS, NY
N/A
BNP PARIBAS, NY
000000000
1997184.00000000
PA
USD
1997184.00000000
0.175582798135
Long
STIV
CORP
US
N
2
2022-11-17
Floating
0.49000000
N
N
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
42622.00000000
NS
USD
4647502.88000000
0.408586069192
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp/NY
549300W3HQB0HO1F3G69
Columbus McKinnon Corp/NY
199333105
100037.00000000
NS
USD
4241568.80000000
0.372898300001
Long
EC
CORP
US
N
1
N
N
OCBC LONDON
N/A
OCBC LONDON
000000000
1199796.00000000
PA
USD
1199796.00000000
0.105480285678
Long
STIV
CORP
US
N
2
2022-04-14
Fixed
0.00000000
N
N
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
114394.00000000
NS
USD
14683613.84000000
1.290912607337
Long
EC
CORP
US
N
1
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300107
91190.00000000
NS
USD
8148738.40000000
0.716397832922
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA HOUSTON
N/A
BANK OF NOVA SCOTIA HOUSTON
000000000
4995920.00000000
PA
USD
4995920.00000000
0.439217224283
Long
STIV
CORP
US
N
2
2022-06-07
Fixed
0.32000000
N
N
N
N
N
E2open Parent Holdings Inc
N/A
E2open Parent Holdings Inc
29788T103
177877.00000000
NS
USD
1567096.37000000
0.137771565160
Long
EC
CORP
US
N
1
N
N
Pershing Square Tontine Holdings Ltd
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
240596.00000000
NS
USD
4785454.44000000
0.420714105924
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
38924.00000000
NS
USD
1177061.76000000
0.103481600793
Long
EC
CORP
US
N
1
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
88017.00000000
NS
USD
3382493.31000000
0.297372520531
Long
EC
CORP
IE
N
1
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
NETGEAR Inc
64111Q104
52552.00000000
NS
USD
1296983.36000000
0.114024530280
Long
EC
CORP
US
N
1
N
N
Washington Real Estate Investment Trust
549300DI34BGS8LVKW95
Washington Real Estate Investment Trust
939653101
148487.00000000
NS
USD
3786418.50000000
0.332883677789
Long
EC
US
N
1
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
24212.00000000
NS
USD
7853888.56000000
0.690476055091
Long
EC
CORP
US
N
1
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp
497266106
57500.00000000
NS
USD
4150925.00000000
0.364929333677
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
71900.00000000
NS
USD
1409240.00000000
0.123893593401
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse Inc
882681109
38000.00000000
NS
USD
3181740.00000000
0.279723256415
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
40450.00000000
NS
USD
5680393.50000000
0.499392837736
Long
EC
US
N
1
N
N
N
National Western Life Group Inc
549300HPXNVHFT1BJ192
National Western Life Group Inc
638517102
8735.00000000
NS
USD
1837844.00000000
0.161574392773
Long
EC
CORP
US
N
1
N
N
RABOBANK LONDON
N/A
RABOBANK LONDON
000000000
5000000.00000000
PA
USD
5000000.00000000
0.439575918232
Long
STIV
CORP
US
N
2
2022-09-19
Floating
0.84000000
N
N
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes Inc
254543101
40700.00000000
NS
USD
3540493.00000000
0.311263092293
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store Inc
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store Inc
22410J106
30400.00000000
NS
USD
3609392.00000000
0.317320360532
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International Inc
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
55041.00000000
NS
USD
3456024.39000000
0.303837018933
Long
EC
CORP
US
N
1
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
96100.00000000
NS
USD
3960281.00000000
0.348168831406
Long
EC
CORP
BM
N
1
N
N
N
Douglas Dynamics Inc
529900CDFLKNQ0QT6580
Douglas Dynamics Inc
25960R105
183944.00000000
NS
USD
6362622.96000000
0.559371166001
Long
EC
CORP
US
N
1
N
N
National Health Investors Inc
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633D104
76100.00000000
NS
USD
4490661.00000000
0.394797286508
Long
EC
US
N
1
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155Q100
145307.00000000
NS
USD
1906427.84000000
0.167603953662
Long
EC
CORP
US
N
1
N
N
Ortho Clinical Diagnostics Holdings PLC
N/A
Ortho Clinical Diagnostics Holdings PLC
000000000
40120.00000000
NS
USD
748639.20000000
0.065816752752
Long
EC
CORP
GB
N
1
N
N
N
Synchronoss Technologies Inc
5493007Z5J8Z2TA76376
Synchronoss Technologies Inc
87157B103
439304.00000000
NS
USD
759995.92000000
0.066815180877
Long
EC
CORP
US
N
1
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
136200.00000000
NS
USD
6267924.00000000
0.551045689542
Long
EC
US
N
1
N
N
N
Griffon Corp
5493000C2SGNC7ZN3242
Griffon Corp
398433102
188923.00000000
NS
USD
3784127.69000000
0.332682280807
Long
EC
CORP
US
N
1
N
N
N
Innospec Inc
213800SQBACNY5IWJO68
Innospec Inc
45768S105
179137.00000000
NS
USD
16579129.35000000
1.457557201503
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
5800000.00000000
PA
USD
5800000.00000000
0.509908065149
Long
RA
CORP
US
N
2
Repurchase
Y
0.41000000
2022-04-01
82708.52000000
USD
6445480.36000000
USD
EQT
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
180157.00000000
NS
USD
10919315.77000000
0.959973651213
Long
EC
CORP
US
N
1
N
N
N
Northern Oil and Gas Inc
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531307
73061.00000000
NS
USD
2059589.59000000
0.181069197041
Long
EC
CORP
US
N
1
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
241835.00000000
NS
USD
11180032.05000000
0.982894570849
Long
EC
CORP
US
N
1
N
N
Two Harbors Investment Corp
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187B408
1195398.00000000
NS
USD
6610550.94000000
0.581167799894
Long
EC
US
N
1
N
N
Helix Energy Solutions Group Inc
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330P107
310600.00000000
NS
USD
1484668.00000000
0.130524859874
Long
EC
CORP
US
N
1
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527106
92740.00000000
NS
USD
4076850.40000000
0.358417051615
Long
EC
CORP
US
N
1
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
187800.00000000
NS
USD
14839956.00000000
1.304657457045
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
29308.00000000
NS
USD
591142.36000000
0.051970389140
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
149400.00000000
NS
USD
6034266.00000000
0.530503603561
Long
EC
CORP
US
N
1
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
000000000
15000000.00000000
PA
USD
15000000.00000000
1.318727754696
Long
RA
CORP
US
N
2
Repurchase
Y
0.45000000
2022-04-07
172837.91000000
USD
15640435.71000000
USD
EQT
965910.85000000
USD
946544.74000000
USD
UST
N
N
Werner Enterprises Inc
549300P6XRGOCHHJST37
Werner Enterprises Inc
950755108
224917.00000000
NS
USD
9221597.00000000
0.810718393768
Long
EC
CORP
US
N
1
N
N
N
Forum Energy Technologies Inc
549300SF93HLCR1REE27
Forum Energy Technologies Inc
34984V209
18776.00000000
NS
USD
429970.40000000
0.037800926678
Long
EC
CORP
US
N
1
N
N
Primo Water Corp
5493005TMUI9D3MY9I37
Primo Water Corp
74167P108
315867.00000000
NS
USD
4501104.75000000
0.395715450708
Long
EC
CORP
CA
N
1
N
N
N
Hillenbrand Inc
U246OE781574J2BUD366
Hillenbrand Inc
431571108
38048.00000000
NS
USD
1680580.16000000
0.147748513398
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties Inc
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082100
261800.00000000
NS
USD
2607528.00000000
0.229241302983
Long
EC
US
N
1
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
000000000
376637.00000000
NS
USD
6986616.35000000
0.614229659477
Long
EC
CORP
SG
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
234264.00000000
NS
USD
1815546.00000000
0.159614060008
Long
EC
CORP
GB
N
1
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
140405.00000000
NS
USD
4544909.85000000
0.399566584119
Long
EC
CORP
US
N
1
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
103349.00000000
NS
USD
6711484.06000000
0.590041353675
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
1750.00000000
NS
USD
2562420.00000000
0.225275624879
Long
EC
CORP
US
N
1
N
N
CREDIT SUISSE NY
N/A
CREDIT SUISSE NY
000000000
5000920.00000000
PA
USD
5000920.00000000
0.439656800201
Long
STIV
CORP
US
N
2
2022-06-03
Fixed
0.83000000
N
N
N
N
N
Spectrum Brands Holdings Inc
549300JM0MJETDD30O20
Spectrum Brands Holdings Inc
84790A105
239729.00000000
NS
USD
21268756.88000000
1.869846667037
Long
EC
CORP
US
N
1
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
165300.00000000
NS
USD
10268436.00000000
0.902751436701
Long
EC
CORP
US
N
1
N
N
GOLDMAN SACHS BANK USA
N/A
GOLDMAN SACHS BANK USA
000000000
6991082.00000000
PA
USD
6991082.00000000
0.614622257917
Long
STIV
CORP
US
N
2
2022-09-02
Floating
0.47000000
N
N
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
221100.00000000
NS
USD
3044547.00000000
0.267661908625
Long
EC
US
N
1
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215209
209428.00000000
NS
USD
6720544.52000000
0.590837905679
Long
EC
CORP
US
N
1
N
N
Sandy Spring Bancorp Inc
N/A
Sandy Spring Bancorp Inc
800363103
65100.00000000
NS
USD
2924292.00000000
0.257089668215
Long
EC
CORP
US
N
1
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT Inc
45073V108
105600.00000000
NS
USD
7942176.00000000
0.698237861592
Long
EC
CORP
US
N
1
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
247750.00000000
NS
USD
7043532.50000000
0.619233453257
Long
EC
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
000000000
9000000.00000000
PA
USD
9000000.00000000
0.791236652818
Long
RA
CORP
US
N
2
Repurchase
Y
0.32000000
2022-04-07
9474942.00000000
USD
9185120.09000000
USD
UST
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
432350.00000000
NS
USD
8154121.00000000
0.716871045190
Long
EC
CORP
US
N
1
N
N
N
Doma Holdings Inc
N/A
Doma Holdings Inc
25703A104
88446.00000000
NS
USD
191927.82000000
0.016873369542
Long
EC
CORP
US
N
1
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
46535.00000000
NS
USD
3590640.60000000
0.315671827757
Long
EC
CORP
US
N
1
N
N
N
National Bank Financial Inc.
254900XZG349Z8CSZB72
National Bank Financial Inc.
000000000
28200000.00000000
PA
USD
28200000.00000000
2.479208178830
Long
RA
CORP
US
N
2
Repurchase
Y
0.32000000
2022-04-01
27571636.32000000
USD
28780042.39000000
USD
UST
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
314084.00000000
NS
USD
16379480.60000000
1.440005044982
Long
EC
CORP
US
N
1
N
N
N
Hillman Solutions Corp
N/A
Hillman Solutions Corp
431636109
49615.00000000
NS
USD
589426.20000000
0.051819512619
Long
EC
CORP
US
N
1
N
N
Alto Ingredients Inc
549300TI77MKE21DLE34
Alto Ingredients Inc
021513106
175803.00000000
NS
USD
1198976.46000000
0.105408235668
Long
EC
CORP
US
N
1
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
317000.00000000
NS
USD
17171890.00000000
1.509669862906
Long
EC
CORP
US
N
1
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676206
217300.00000000
NS
USD
8672443.00000000
0.762439419008
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
Renasant Corp
75970E107
114795.00000000
NS
USD
3839892.75000000
0.337584876298
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp Inc
N/A
S&T Bancorp Inc
783859101
65984.00000000
NS
USD
1951806.72000000
0.171593446231
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
167399.00000000
NS
USD
9898302.87000000
0.870211114604
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
666513.00000000
NS
USD
15763032.45000000
1.385809892666
Long
EC
CORP
US
N
1
N
N
Alamo Group Inc
54930080C93RVZRSDV26
Alamo Group Inc
011311107
29418.00000000
NS
USD
4230014.22000000
0.371882476978
Long
EC
CORP
US
N
1
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
37597.00000000
NS
USD
6262156.32000000
0.550538622895
Long
EC
CORP
US
N
1
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings Inc
24665A103
116400.00000000
NS
USD
2470008.00000000
0.217151206928
Long
EC
CORP
US
N
1
N
N
N
J & J Snack Foods Corp
N/A
J & J Snack Foods Corp
466032109
133464.00000000
NS
USD
20700266.40000000
1.819867722086
Long
EC
CORP
US
N
1
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732102
177398.00000000
NS
USD
7809059.96000000
0.686534940489
Long
EC
CORP
US
N
1
N
N
Bowlero Corp
N/A
Bowlero Corp
10258P102
38296.00000000
NS
USD
407852.40000000
0.035856418646
Long
EC
CORP
US
N
1
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
91584.00000000
NS
USD
3680760.96000000
0.323594775757
Long
EC
CORP
US
N
1
N
N
DZ BANK AG NEW YORK
N/A
DZ BANK AG NEW YORK
000000000
2000000.00000000
PA
USD
2000000.00000000
0.175830367292
Long
STIV
CORP
US
N
2
2022-04-01
Fixed
0.30000000
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
67200.00000000
NS
USD
1933344.00000000
0.169970292811
Long
EC
CORP
US
N
1
N
N
N
DallasNews Corp
N/A
DallasNews Corp
235050101
46771.00000000
NS
USD
325526.16000000
0.028618692138
Long
EC
CORP
US
N
1
N
N
N
SKANDI NY
N/A
SKANDI NY
000000000
5000000.00000000
PA
USD
5000000.00000000
0.439575918232
Long
STIV
CORP
US
N
2
2022-04-01
Fixed
0.30000000
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
341400.00000000
NS
USD
5359980.00000000
0.471223626041
Long
EC
US
N
1
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
101694.00000000
NS
USD
6811464.12000000
0.598831119011
Long
EC
CORP
US
N
1
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ Inc
124805102
176127.00000000
NS
USD
7392050.19000000
0.649873449977
Long
EC
CORP
US
N
1
N
N
Dine Brands Global Inc
529900HKM8OWSHLKJY75
Dine Brands Global Inc
254423106
104261.00000000
NS
USD
8127144.95000000
0.714499440800
Long
EC
CORP
US
N
1
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
262302.00000000
NS
USD
14720388.24000000
1.294145635466
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
11000.00000000
NS
USD
3313860.00000000
0.291338610478
Long
EC
CORP
US
N
1
N
N
N
Berry Corp
N/A
Berry Corp
08579X101
205732.00000000
NS
USD
2123154.24000000
0.186657494919
Long
EC
CORP
US
N
1
N
N
Quanex Building Products Corp
5493000TL30VL5WOAW87
Quanex Building Products Corp
747619104
276375.00000000
NS
USD
5801111.25000000
0.510005760897
Long
EC
CORP
US
N
1
N
N
BARCLAYS NEW YORK
N/A
BARCLAYS NEW YORK
000000000
4999815.00000000
PA
USD
4999815.00000000
0.439559653923
Long
STIV
CORP
US
N
2
2022-04-07
Fixed
0.18000000
N
N
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
22800.00000000
NS
USD
3232128.00000000
0.284153126688
Long
EC
CORP
US
N
1
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
128903.00000000
NS
USD
7471217.88000000
0.656833491982
Long
EC
CORP
US
N
1
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies Inc
603158106
22942.00000000
NS
USD
1517613.30000000
0.133421251973
Long
EC
CORP
US
N
1
N
N
UniFirst Corp/MA
5493003XBTNWBC8UK019
UniFirst Corp/MA
904708104
27000.00000000
NS
USD
4975560.00000000
0.437427271143
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
Summit Materials Inc
86614U100
94000.00000000
NS
USD
2919640.00000000
0.256680686781
Long
EC
CORP
US
N
1
N
N
SUMITOMO BK NY
N/A
SUMITOMO BK NY
000000000
1999860.00000000
PA
USD
1999860.00000000
0.175818059167
Long
STIV
CORP
US
N
2
2022-09-06
Floating
0.72000000
N
N
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holdings Corp
45826H109
57500.00000000
NS
USD
4632775.00000000
0.407291264917
Long
EC
CORP
US
N
1
N
N
N
Neenah Inc
8SR38IKUT3O1F1I6VH65
Neenah Inc
640079109
152579.00000000
NS
USD
6051283.14000000
0.531999668549
Long
EC
CORP
US
N
1
N
N
Healthcare Services Group Inc
529900GVZ1D2FBYMS719
Healthcare Services Group Inc
421906108
168716.00000000
NS
USD
3133056.12000000
0.275443204164
Long
EC
CORP
US
N
1
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
990425.00000000
NS
USD
7101347.25000000
0.624316247621
Long
EC
CORP
US
N
1
N
N
CIC NY
N/A
CIC NY
000000000
2994465.00000000
PA
USD
2994465.00000000
0.263258940397
Long
STIV
CORP
US
N
2
2022-11-08
Floating
0.48000000
N
N
N
N
N
ROYAL BANK OF CANADA
N/A
ROYAL BANK OF CANADA
000000000
5985972.00000000
PA
USD
5985972.00000000
0.526257827682
Long
STIV
CORP
US
N
2
2023-01-11
Floating
0.52000000
N
N
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518108
133000.00000000
NS
USD
4595150.00000000
0.403983456133
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corp
591774104
5188.00000000
NS
USD
527982.76000000
0.046417701307
Long
EC
CORP
US
N
1
N
N
N
Matthews International Corp
549300ZVC5O0ATML6U61
Matthews International Corp
577128101
30608.00000000
NS
USD
990474.88000000
0.087077780972
Long
EC
CORP
US
N
1
N
N
Tower Semiconductor Ltd
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd
000000000
174400.00000000
NS
USD
8440960.00000000
0.742088548552
Long
EC
CORP
IL
N
1
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
000000000
1200000.00000000
PA
USD
1200000.00000000
0.105498220375
Long
RA
CORP
US
N
2
Repurchase
Y
0.60000000
2022-04-18
21714.87000000
USD
633922.48000000
USD
EQT
697321.20000000
USD
636181.00000000
USD
UST
N
N
Goldman Sachs Fin Square Govt Fd
N/A
Goldman Sachs Fin Square Govt Fd
000000000
5000000.00000000
NS
USD
5000000.00000000
0.439575918232
Long
STIV
RF
US
N
1
N
N
Wolverine World Wide Inc
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097103
146988.00000000
NS
USD
3316049.28000000
0.291531081431
Long
EC
CORP
US
N
1
N
N
Liberty Oilfield Services Inc
N/A
Liberty Oilfield Services Inc
53115L104
136895.00000000
NS
USD
2028783.90000000
0.178360909147
Long
EC
CORP
US
N
1
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
423100.00000000
NS
USD
8766632.00000000
0.770720062240
Long
EC
CORP
US
N
1
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
000000000
107900.00000000
NS
USD
4399083.00000000
0.386746189821
Long
EC
CORP
IE
N
1
N
N
SUMITOMO BK NY
N/A
SUMITOMO BK NY
000000000
3999096.00000000
PA
USD
3999096.00000000
0.351581259259
Long
STIV
CORP
US
N
2
2022-04-26
Fixed
0.20000000
N
N
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
98781.00000000
NS
USD
5028940.71000000
0.442120246066
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
62400.00000000
NS
USD
2512224.00000000
0.220862634321
Long
EC
CORP
US
N
1
N
N
Utz Brands Inc
N/A
Utz Brands Inc
918090101
150615.00000000
NS
USD
2226089.70000000
0.195707084788
Long
EC
CORP
US
N
1
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035Q102
43106.00000000
NS
USD
1580697.02000000
0.138967268802
Long
EC
CORP
US
N
1
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd
556269108
137861.00000000
NS
USD
5326949.04000000
0.468319703126
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
565200.00000000
NS
USD
7358904.00000000
0.646959396596
Long
EC
CORP
US
N
1
N
N
Varex Imaging Corp
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214X106
162596.00000000
NS
USD
3461668.84000000
0.304333251791
Long
EC
CORP
US
N
1
N
N
Myers Industries Inc
549300I2H9XMVTCW4Q51
Myers Industries Inc
628464109
168662.00000000
NS
USD
3643099.20000000
0.320283735210
Long
EC
CORP
US
N
1
N
N
ProAssurance Corp
54930015E5J57R675E89
ProAssurance Corp
74267C106
125675.00000000
NS
USD
3378144.00000000
0.296990150144
Long
EC
CORP
US
N
1
N
N
N
Atkore Inc
52990002TI38AM4RPV48
Atkore Inc
047649108
166661.00000000
NS
USD
16406108.84000000
1.442346071592
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
392571.00000000
NS
USD
3140568.00000000
0.276103612474
Long
EC
CORP
US
N
1
N
N
N
H&E Equipment Services Inc
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030108
68600.00000000
NS
USD
2985472.00000000
0.262468319151
Long
EC
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520101
675900.00000000
NS
USD
8414955.00000000
0.739802314201
Long
EC
CORP
US
N
1
N
N
N
Bank of NT Butterfield & Son Ltd/The
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
000000000
92800.00000000
NS
USD
3329664.00000000
0.292728022040
Long
EC
CORP
BM
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
106800.00000000
NS
USD
3458184.00000000
0.304026881443
Long
EC
CORP
US
N
1
N
N
N
HILLMAN GROUP PIPE
N/A
HILLMAN GROUP PIPE
000000000
502200.00000000
NS
USD
5966136.00000000
0.524513942099
Long
EC
CORP
US
N
1
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
81165.00000000
NS
USD
1777513.50000000
0.156270425786
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
113005.00000000
NS
USD
16896507.60000000
1.485459568637
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp
N/A
CVB Financial Corp
126600105
188630.00000000
NS
USD
4378102.30000000
0.384901667727
Long
EC
CORP
US
N
1
N
N
CSW Industrials Inc
549300SYOEO3RVQ7FB83
CSW Industrials Inc
126402106
85883.00000000
NS
USD
10098981.97000000
0.887853854534
Long
EC
CORP
US
N
1
N
N
2022-04-29
Brighthouse Funds Trust I
Alan Otis
Alan Otis
Treasurer
XXXX