PanAgora Global Diversified Risk Portfolio

Fund Profile

Fund profile

Fund manager

Brighthouse Funds Trust I

Total assets

$234.65 mm

Liabilities

$939.42 k

Net assets

$233.71 mm

Number of holdings

1.12 k

Top 200 of 1122 Holdings

As of Mar 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	24.89 mm	25.00 mm principal	10.65	Short-term investment vehicle	Long	USA
United Kingdom Inflation-Linked Gilt	24.39 mm	11.37 mm principal	10.43	Debt	Long	UK
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	18.38 mm	18.38 mm principal	7.86	Repurchase agreement	Long	USA
French Republic Government Bond OAT	13.73 mm	8.73 mm principal	5.87	Debt	Long	France
United States Treasury Bill	12.97 mm	13.00 mm principal	5.55	Short-term investment vehicle	Long	USA
Deutsche Bundesrepublik Inflation Linked Bond	11.15 mm	8.15 mm principal	4.77	Debt	Long	Germany
Italy Buoni Poliennali Del Tesoro	6.23 mm	4.78 mm principal	2.67	Debt	Long	Italy
iShares iBoxx $ Investment Grade Corporate Bond ETF	5.85 mm	48.39 k shares	2.50	Common equity	Long	USA
United States Treasury Inflation Indexed Bonds	5.58 mm	3.96 mm principal	2.39	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	4.96 mm	3.51 mm principal	2.12	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	4.52 mm	3.42 mm principal	1.93	Debt	Long	USA
BlackRock Liquidity Funds T-Fund	4.15 mm	4.15 mm shares	1.77	Short-term investment vehicle	Long	USA
United States Treasury Inflation Indexed Bonds	3.52 mm	3.30 mm principal	1.51	Debt	Long	USA
BlackRock Liquidity Funds T-Fund	3.00 mm	3.00 mm shares	1.28	Short-term investment vehicle	Long	USA
United States Treasury Inflation Indexed Bonds	2.52 mm	2.44 mm principal	1.08	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	2.49 mm	2.37 mm principal	1.06	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	2.45 mm	2.24 mm principal	1.05	Debt	Long	USA
Italy Buoni Poliennali Del Tesoro	2.17 mm	1.76 mm principal	0.93	Debt	Long	Italy
United States Treasury Inflation Indexed Bonds	1.88 mm	1.78 mm principal	0.80	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	1.73 mm	1.64 mm principal	0.74	Debt	Long	USA
UBS Select Treasury Institutional Fund	1.66 mm	1.66 mm shares	0.71	Short-term investment vehicle	Long	USA
United States Treasury Inflation Indexed Bonds	965.14 k	920.77 k principal	0.41	Debt	Long	USA
S+P500 EMINI FUT JUN22	649.95 k	46.00 contracts	0.28	Equity derivative	N/A	USA
LME NICKEL FUTURE JUN22	582.02 k	11.00 contracts	0.25	Commodity derivative	N/A	UK
NATURAL GAS FUTR JUN22	541.97 k	58.00 contracts	0.23	Commodity derivative	N/A	USA
Idemitsu Kosan Co Ltd	515.25 k	18.68 k shares	0.22	Common equity	Long	Japan
Swisscom AG	514.53 k	857.00 shares	0.22	Common equity	Long	Switzerland
MSCI EMGMKT JUN22	478.97 k	206.00 contracts	0.20	Equity derivative	N/A	USA
ENEOS Holdings Inc	460.04 k	122.40 k shares	0.20	Common equity	Long	Japan
CLP Holdings Ltd	453.14 k	46.50 k shares	0.19	Common equity	Long	Hong Kong
Inpex Corp	384.73 k	32.40 k shares	0.16	Common equity	Long	Japan
E-MINI RUSS 2000 JUN22	382.44 k	129.00 contracts	0.16	Equity derivative	N/A	USA
Tokyo Gas Co Ltd	370.03 k	20.20 k shares	0.16	Common equity	Long	Japan
Singapore Telecommunications Ltd	343.57 k	176.90 k shares	0.15	Common equity	Long	Singapore
Kansai Electric Power Co Inc/The	317.01 k	33.60 k shares	0.14	Common equity	Long	Japan
LME ZINC FUTURE JUN22	315.26 k	23.00 contracts	0.13	Commodity derivative	N/A	UK
Hong Kong & China Gas Co Ltd	311.20 k	257.27 k shares	0.13	Common equity	Long	Hong Kong
Power Assets Holdings Ltd	306.15 k	47.00 k shares	0.13	Common equity	Long	Hong Kong
Lundin Energy AB	278.36 k	6.57 k shares	0.12	Common equity	Long	Sweden
TotalEnergies SE	267.55 k	5.27 k shares	0.11	Common equity	Long	France
SILVER FUTURE MAY22	257.04 k	21.00 contracts	0.11	Commodity derivative	N/A	USA
Osaka Gas Co Ltd	252.37 k	14.70 k shares	0.11	Common equity	Long	Japan
CK Infrastructure Holdings Ltd	248.69 k	37.17 k shares	0.11	Common equity	Long	Bermuda
PNW Pinnacle West Capital Corporation	226.41 k	2.90 k shares	0.10	Common equity	Long	USA
Chubu Electric Power Co Inc	225.86 k	21.80 k shares	0.10	Common equity	Long	Japan
DUK Duke Energy Corporation	220.19 k	1.97 k shares	0.09	Common equity	Long	USA
Telia Co AB	216.42 k	54.04 k shares	0.09	Common equity	Long	Sweden
SRE Sempra	216.03 k	1.29 k shares	0.09	Common equity	Long	USA
T AT&T Inc.	214.70 k	9.09 k shares	0.09	Common equity	Long	USA
XEL Xcel Energy Inc.	209.44 k	2.90 k shares	0.09	Common equity	Long	USA
SE Sea Limited	207.12 k	1.73 k shares	0.09	Common equity	Long	Cayman Islands
NEE NextEra Energy, Inc.	206.52 k	2.44 k shares	0.09	Common equity	Long	USA
Tele2 AB	205.17 k	13.59 k shares	0.09	Common equity	Long	Sweden
Etablissements Franz Colruyt NV	204.35 k	4.93 k shares	0.09	Common equity	Long	Belgium
ES Eversource Energy	200.10 k	2.27 k shares	0.09	Common equity	Long	USA
PPL PPL Corporation	198.12 k	6.94 k shares	0.08	Common equity	Long	USA
LME PRI ALUM FUTR JUN22	188.52 k	31.00 contracts	0.08	Commodity derivative	N/A	UK
EIX Edison International	185.06 k	2.64 k shares	0.08	Common equity	Long	USA
ETR Entergy Corporation	178.86 k	1.53 k shares	0.08	Common equity	Long	USA
BlackRock Liquidity Funds T-Fund	178.83 k	178.83 k shares	0.08	Short-term investment vehicle	Long	USA
AEP American Electric Power Company, Inc.	178.79 k	1.79 k shares	0.08	Common equity	Long	USA
VZ Verizon Communications Inc.	173.35 k	3.40 k shares	0.07	Common equity	Long	USA
LUMN Lumen Technologies, Inc.	173.17 k	15.37 k shares	0.07	Common equity	Long	USA
SO The Southern Company	172.50 k	2.38 k shares	0.07	Common equity	Long	USA
TMUS T-Mobile US, Inc.	168.40 k	1.31 k shares	0.07	Common equity	Long	USA
Tokyo Electric Power Co Holdings Inc	166.30 k	50.30 k shares	0.07	Common equity	Long	Japan
AES The AES Corporation	166.22 k	6.46 k shares	0.07	Common equity	Long	USA
GIS General Mills, Inc.	165.85 k	2.45 k shares	0.07	Common equity	Long	USA
Public Service Electric & Gas Co	161.00 k	2.30 k shares	0.07	Common equity	Long	USA
LOW SU GASOIL G JUN22	160.78 k	15.00 contracts	0.07	Commodity derivative	N/A	UK
EVRG Evergy, Inc.	157.73 k	2.31 k shares	0.07	Common equity	Long	USA
CTVA Corteva, Inc.	152.38 k	2.65 k shares	0.07	Common equity	Long	USA
K Kellogg Company	151.36 k	2.35 k shares	0.06	Common equity	Long	USA
HK Electric Investments & HK Electric Investments Ltd	151.31 k	155.00 k shares	0.06	Common equity	Long	XX
HRL Hormel Foods Corporation	148.90 k	2.89 k shares	0.06	Common equity	Long	USA
KHC The Kraft Heinz Company	148.74 k	3.78 k shares	0.06	Common equity	Long	USA
AEE Ameren Corporation	147.95 k	1.58 k shares	0.06	Common equity	Long	USA
CPB Campbell Soup Company	142.49 k	3.20 k shares	0.06	Common equity	Long	USA
CEG Constellation Energy Corporation	141.75 k	2.52 k shares	0.06	Common equity	Long	USA
Koninklijke KPN NV	140.21 k	40.37 k shares	0.06	Common equity	Long	Netherlands
CMCSA Comcast Corporation	138.82 k	2.97 k shares	0.06	Common equity	Long	USA
Newmont Corp	135.38 k	1.70 k shares	0.06	Common equity	Long	USA
CAG Conagra Brands, Inc.	134.98 k	4.02 k shares	0.06	Common equity	Long	USA
Cleveland Electric Illuminating Co	134.00 k	2.92 k shares	0.06	Common equity	Long	USA
CVX Chevron Corporation	133.85 k	822.00 shares	0.06	Common equity	Long	USA
Consolidated Edison Co Of New York Inc	133.50 k	1.41 k shares	0.06	Common equity	Long	USA
D Dominion Energy, Inc.	133.23 k	1.57 k shares	0.06	Common equity	Long	USA
Dollarama Inc	128.68 k	2.27 k shares	0.06	Common equity	Long	Canada
Chr Hansen Holding A/S	128.23 k	1.75 k shares	0.05	Common equity	Long	Denmark
CNP CenterPoint Energy, Inc.	128.08 k	4.18 k shares	0.05	Common equity	Long	USA
META Meta Platforms, Inc.	127.86 k	575.00 shares	0.05	Common equity	Long	USA
KO The Coca-Cola Company	127.10 k	2.05 k shares	0.05	Common equity	Long	USA
MKC McCormick & Company, Incorporated	125.65 k	1.26 k shares	0.05	Common equity	Long	USA
Electricite de France SA	124.94 k	13.26 k shares	0.05	Common equity	Long	France
PEP PepsiCo, Inc.	124.03 k	741.00 shares	0.05	Common equity	Long	USA
EA Electronic Arts Inc.	122.71 k	970.00 shares	0.05	Common equity	Long	USA
Canadian Tire Corp Ltd	122.60 k	812.00 shares	0.05	Common equity	Long	Canada
WMT Walmart Inc.	120.48 k	809.00 shares	0.05	Common equity	Long	USA
WMB The Williams Companies, Inc.	120.28 k	3.60 k shares	0.05	Common equity	Long	USA
Kerry Group PLC	118.77 k	1.06 k shares	0.05	Common equity	Long	Ireland
CMS-PB Consumers Energy Company	118.06 k	1.69 k shares	0.05	Common equity	Long	USA
Teva Pharmaceutical Industries Ltd	117.66 k	12.53 k shares	0.05	Common equity	Long	Israel
Amcor PLC	117.54 k	10.37 k shares	0.05	Common equity	Long	Jersey
Veolia Environnement SA	116.85 k	3.66 k shares	0.05	Common equity	Long	France
QSR Restaurant Brands International Inc.	113.75 k	1.95 k shares	0.05	Common equity	Long	Canada
FMC FMC Corporation	113.41 k	862.00 shares	0.05	Common equity	Long	USA
BlackRock Liquidity Funds T-Fund	111.89 k	111.89 k shares	0.05	Short-term investment vehicle	Long	USA
LNT Alliant Energy Corporation	111.15 k	1.78 k shares	0.05	Common equity	Long	USA
TRI Thomson Reuters Corporation	110.63 k	1.02 k shares	0.05	Common equity	Long	Canada
KML Kinder Morgan Canada Ltd	109.83 k	5.81 k shares	0.05	Common equity	Long	USA
Novartis AG	108.93 k	1.24 k shares	0.05	Common equity	Long	Switzerland
Koninklijke Ahold Delhaize NV	108.88 k	3.39 k shares	0.05	Common equity	Long	Netherlands
Metro Inc/CN	108.45 k	1.88 k shares	0.05	Common equity	Long	Canada
WEC WEC Energy Group, Inc.	107.69 k	1.08 k shares	0.05	Common equity	Long	USA
COST Costco Wholesale Corporation	107.68 k	187.00 shares	0.05	Common equity	Long	USA
MTCH Match Group, Inc.	107.44 k	988.00 shares	0.05	Common equity	Long	USA
KR The Kroger Co.	106.65 k	1.86 k shares	0.05	Common equity	Long	USA
CHD Church & Dwight Co., Inc.	106.63 k	1.07 k shares	0.05	Common equity	Long	USA
OKE ONEOK, Inc.	106.51 k	1.51 k shares	0.05	Common equity	Long	USA
NRG NRG Energy, Inc.	106.49 k	2.78 k shares	0.05	Common equity	Long	USA
CTRA Coterra Energy Inc.	106.37 k	3.94 k shares	0.05	Common equity	Long	USA
MO Altria Group, Inc.	106.07 k	2.03 k shares	0.05	Common equity	Long	USA
OXY Occidental Petroleum Corporation	105.20 k	1.85 k shares	0.05	Common equity	Long	USA
CF CF Industries Holdings, Inc.	105.02 k	1.02 k shares	0.04	Common equity	Long	USA
NI NiSource Inc.	104.97 k	3.30 k shares	0.04	Common equity	Long	USA
CLX The Clorox Company	104.55 k	752.00 shares	0.04	Common equity	Long	USA
PXD Pioneer Natural Resources Co.	104.01 k	416.00 shares	0.04	Common equity	Long	USA
PURCHASED USD / SOLD GBP Barclays Bank PLC	103.96 k	1.00 contracts	0.04	DFE	N/A	USA
ATVI Activision Blizzard, Inc.	103.50 k	1.29 k shares	0.04	Common equity	Long	USA
KMB Kimberly-Clark Corporation	103.33 k	839.00 shares	0.04	Common equity	Long	USA
MOS The Mosaic Company	103.08 k	1.55 k shares	0.04	Common equity	Long	USA
MEIJI Holdings Co Ltd	103.04 k	1.90 k shares	0.04	Common equity	Long	Japan
TWTR Twitter, Inc.	102.99 k	2.66 k shares	0.04	Common equity	Long	USA
COTTON NO.2 FUTR JUL22	102.06 k	14.00 contracts	0.04	Commodity derivative	N/A	USA
COPPER FUTURE MAY22	101.99 k	15.00 contracts	0.04	Commodity derivative	N/A	USA
NY HARB ULSD FUT JUN22	101.88 k	9.00 contracts	0.04	Commodity derivative	N/A	USA
XOM Exxon Mobil Corporation	100.92 k	1.22 k shares	0.04	Common equity	Long	USA
BF-B Brown-Forman Corporation	100.60 k	1.50 k shares	0.04	Common equity	Long	USA
RWE AG	100.32 k	2.30 k shares	0.04	Common equity	Long	Germany
TFCF Twenty-First Century Fox Inc	99.90 k	4.44 k shares	0.04	Common equity	Long	USA
HES Hess Corporation	99.44 k	929.00 shares	0.04	Common equity	Long	USA
BHI BAKER HUGHES a GE Co LLC	99.33 k	2.73 k shares	0.04	Common equity	Long	USA
PKG Packaging Corporation of America	99.29 k	636.00 shares	0.04	Common equity	Long	USA
Check Point Software Technologies Ltd	98.58 k	713.00 shares	0.04	Common equity	Long	Israel
Engie SA	98.56 k	7.52 k shares	0.04	Common equity	Long	France
Coloplast A/S	98.14 k	648.00 shares	0.04	Common equity	Long	Denmark
COP ConocoPhillips	97.80 k	978.00 shares	0.04	Common equity	Long	USA
BALL Ball Corporation	97.47 k	1.08 k shares	0.04	Common equity	Long	USA
Embracer Group AB	97.13 k	11.59 k shares	0.04	Common equity	Long	Sweden
Medtronic PLC	96.97 k	874.00 shares	0.04	Common equity	Long	Ireland
TSN Tyson Foods, Inc.	96.35 k	1.08 k shares	0.04	Common equity	Long	USA
TTWO Take-Two Interactive Software, Inc.	96.09 k	625.00 shares	0.04	Common equity	Long	USA
MPC Marathon Petroleum Corporation	95.76 k	1.12 k shares	0.04	Common equity	Long	USA
VLO Valero Energy Corporation	95.55 k	941.00 shares	0.04	Common equity	Long	USA
ITW Illinois Tool Works Inc.	95.49 k	456.00 shares	0.04	Common equity	Long	USA
SYY Sysco Corporation	94.71 k	1.16 k shares	0.04	Common equity	Long	USA
AWK American Water Works Company, Inc.	94.68 k	572.00 shares	0.04	Common equity	Long	USA
WBA Walgreens Boots Alliance, Inc.	94.64 k	2.11 k shares	0.04	Common equity	Long	USA
TAP Molson Coors Beverage Company	94.48 k	1.77 k shares	0.04	Common equity	Long	USA
DISH DISH Network CORP	93.94 k	2.97 k shares	0.04	Common equity	Long	USA
ATO Atmos Energy Corporation	92.13 k	771.00 shares	0.04	Common equity	Long	USA
KDDI Corp	91.97 k	2.80 k shares	0.04	Common equity	Long	Japan
MMM 3M Company	91.71 k	616.00 shares	0.04	Common equity	Long	USA
SHW The Sherwin-Williams Company	91.61 k	367.00 shares	0.04	Common equity	Long	USA
LW Lamb Weston Holdings, Inc.	91.30 k	1.52 k shares	0.04	Common equity	Long	USA
FOX Fox Corporation	90.85 k	2.50 k shares	0.04	Common equity	Long	USA
IP International Paper Company	90.73 k	1.97 k shares	0.04	Common equity	Long	USA
MNST Monster Beverage Corporation	89.73 k	1.12 k shares	0.04	Common equity	Long	USA
CHTR Charter Communications, Inc.	89.47 k	164.00 shares	0.04	Common equity	Long	USA
Woolworths Group Ltd	89.02 k	3.21 k shares	0.04	Common equity	Long	Australia
PG The Procter & Gamble Company	88.93 k	582.00 shares	0.04	Common equity	Long	USA
STZ Constellation Brands, Inc.	88.67 k	385.00 shares	0.04	Common equity	Long	USA
TOPIX INDX FUTR JUN22	88.15 k	6.00 contracts	0.04	Equity derivative	N/A	Japan
NUE Nucor Corporation	88.15 k	593.00 shares	0.04	Common equity	Long	USA
Ajinomoto Co Inc	88.03 k	3.10 k shares	0.04	Common equity	Long	Japan
LYV Live Nation Entertainment, Inc.	87.99 k	748.00 shares	0.04	Common equity	Long	USA
National Grid PLC	87.55 k	5.70 k shares	0.04	Common equity	Long	UK
PM Philip Morris International Inc.	87.46 k	931.00 shares	0.04	Common equity	Long	USA
SJM The J. M. Smucker Company	87.34 k	645.00 shares	0.04	Common equity	Long	USA
Loblaw Cos Ltd	87.22 k	972.00 shares	0.04	Common equity	Long	Canada
PRU Prudential Financial, Inc.	87.21 k	738.00 shares	0.04	Common equity	Long	USA
Empire Co Ltd	87.11 k	2.46 k shares	0.04	Common equity	Long	Canada
AstraZeneca PLC	86.60 k	653.00 shares	0.04	Common equity	Long	UK
APD Air Products and Chemicals, Inc.	86.47 k	346.00 shares	0.04	Common equity	Long	USA
DTE DTE Energy Company	86.47 k	654.00 shares	0.04	Common equity	Long	USA
A Agilent Technologies, Inc.	86.01 k	650.00 shares	0.04	Common equity	Long	USA
WRKCo Inc.	85.78 k	1.82 k shares	0.04	Common equity	Long	USA
FUJIFILM Holdings Corp	85.65 k	1.40 k shares	0.04	Common equity	Long	Japan
PSX Phillips 66	85.61 k	991.00 shares	0.04	Common equity	Long	USA
Proximus SADP	85.58 k	4.60 k shares	0.04	Common equity	Long	Belgium
EL The Estée Lauder Companies Inc.	85.51 k	314.00 shares	0.04	Common equity	Long	USA
Walt Disney Co	85.45 k	623.00 shares	0.04	Common equity	Long	USA
ADM Archer-Daniels-Midland Company	85.39 k	946.00 shares	0.04	Common equity	Long	USA
DOW Dow Inc.	84.68 k	1.33 k shares	0.04	Common equity	Long	USA
Kyocera Corp	84.31 k	1.50 k shares	0.04	Common equity	Long	Japan
FCX Freeport-McMoRan Inc.	84.26 k	1.69 k shares	0.04	Common equity	Long	USA
SoftBank Corp	84.15 k	7.20 k shares	0.04	Common equity	Long	Japan
Lawson Inc	84.08 k	2.20 k shares	0.04	Common equity	Long	Japan
IFF International Flavors & Fragrances Inc.	84.05 k	640.00 shares	0.04	Common equity	Long	USA
Telefonica Deutschland Holding AG	83.83 k	30.69 k shares	0.04	Common equity	Long	Germany