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        <name>Wyndham Hotels &amp; Resorts Inc</name>
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        <name>NBC GLOBAL FINANCE LIMITED</name>
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        <name>Polaris Inc</name>
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        <name>Tootsie Roll Industries Inc</name>
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        <name>Scientific Games Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BARCLAYS NEW YORK</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Boston Beer Co Inc/The</name>
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        <name>Kemper Corp</name>
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        <name>RenaissanceRe Holdings Ltd</name>
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        <name>SOCIETE GENERALE</name>
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        <name>InterDigital Inc</name>
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        <name>Lennox International Inc</name>
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        <name>LogMeIn Inc</name>
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        <name>Weingarten Realty Investors</name>
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        <name>World Fuel Services Corp</name>
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        <name>Dycom Industries Inc</name>
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        <name>Knight-Swift Transportation Holdings Inc</name>
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        <name>ManpowerGroup Inc</name>
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        <name>Univar Solutions Inc</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>Globus Medical Inc</name>
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        <name>Edgewell Personal Care Co</name>
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        <name>Foot Locker Inc</name>
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        <name>Scotts Miracle-Gro Co/The</name>
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        <name>Signature Bank/New York NY</name>
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        <name>Ryder System Inc</name>
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        <name>Interactive Brokers Group Inc</name>
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        <name>Avis Budget Group Inc</name>
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        <name>MIZUHO BANK LIMITED NEW YORK</name>
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      <invstOrSec>
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        <name>AptarGroup Inc</name>
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        <name>Tenet Healthcare Corp</name>
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        <name>Stericycle Inc</name>
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        <name>IDACORP Inc</name>
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        <name>Royal Gold Inc</name>
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        <name>Sterling Bancorp/DE</name>
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        <name>Hawaiian Electric Industries Inc</name>
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        <name>SOCIETE GENERALE</name>
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        <name>United States Treasury</name>
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        <name>JetBlue Airways Corp</name>
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        <name>United Therapeutics Corp</name>
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        <name>Owens Corning</name>
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        <name>Chemours Co/The</name>
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        <name>MDU Resources Group Inc</name>
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        <name>GEO Group Inc/The</name>
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        <name>Nu Skin Enterprises Inc</name>
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        <title>Nu Skin Enterprises Inc</title>
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        <name>Science Applications International Corp</name>
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      <invstOrSec>
        <name>Amedisys Inc</name>
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        <name>Cognex Corp</name>
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        <name>WELLS FARGO BANK SAN FRANCISCO N.A.</name>
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        <name>CIBC NY</name>
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        <name>Bio-Techne Corp</name>
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        <name>ACI Worldwide Inc</name>
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        <name>DREYFUS TREASURY &amp; AGENCY LEX</name>
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        <name>Carter's Inc</name>
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        <name>Alliance Data Systems Corp</name>
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        <name>Visteon Corp</name>
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        <name>Essential Utilities Inc</name>
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        <name>MasTec Inc</name>
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        <name>Exelixis Inc</name>
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        <name>Sanderson Farms Inc</name>
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        <name>TreeHouse Foods Inc</name>
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        <name>CITIGROUP GLOBAL MARKETS LTD</name>
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        <name>Trustmark Corp</name>
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        <name>Masimo Corp</name>
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        <name>RLI Corp</name>
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        <name>Quidel Corp</name>
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        <name>Ceridian HCM Holding Inc</name>
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        <name>Integra LifeSciences Holdings Corp</name>
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        <name>Trinity Industries Inc</name>
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        <name>Hubbell Inc</name>
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        <name>TFDXX LEX BLACKROCK FED FUND</name>
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        <name>Tech Data Corp</name>
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        <name>Prosperity Bancshares Inc</name>
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        <name>Umpqua Holdings Corp</name>
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        <name>DEUTSCHE BANK SECURITIES INC.</name>
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        <name>Primerica Inc</name>
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        <name>CDK Global Inc</name>
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        <name>Jones Lang LaSalle Inc</name>
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        <name>ChampionX Corp</name>
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        <name>MSC Industrial Direct Co Inc</name>
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        <name>Legg Mason Inc</name>
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        <name>Omega Healthcare Investors Inc</name>
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        <name>New Jersey Resources Corp</name>
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        <name>Sprouts Farmers Market Inc</name>
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        <name>FIDELITY INST GOVT LEX</name>
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      <invstOrSec>
        <name>First Industrial Realty Trust Inc</name>
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        <name>KB Home</name>
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        <name>Adtalem Global Education Inc</name>
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        <name>FTI Consulting Inc</name>
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        <name>Vishay Intertechnology Inc</name>
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        <name>Urban Outfitters Inc</name>
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        <name>Dick's Sporting Goods Inc</name>
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        <name>Haemonetics Corp</name>
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        <name>Allegheny Technologies Inc</name>
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        <name>Corporate Office Properties Trust</name>
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        <name>Cirrus Logic Inc</name>
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        <name>Churchill Downs Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BANK AG, LONDON BRANCH</name>
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        <name>Post Holdings Inc</name>
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        <name>Graco Inc</name>
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      <invstOrSec>
        <name>BANCO DEL ESTADO DE CHILE NY</name>
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        <name>SUMITOMO BK NY</name>
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        <name>Nordson Corp</name>
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        <name>RABOBANK LONDON</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Associated Banc-Corp</name>
        <lei>549300N3CIN473IW5094</lei>
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        <name>Navient Corp</name>
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        <name>MS GOVT US LEX</name>
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        <name>Brixmor Property Group Inc</name>
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        <name>STORE Capital Corp</name>
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        <name>Eldorado Resorts Inc</name>
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        <name>NATIONAL AUSTRALIA BANK LONDON</name>
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        <name>Herman Miller Inc</name>
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        <name>Fulton Financial Corp</name>
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        <name>JBG SMITH Properties</name>
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        <name>Fair Isaac Corp</name>
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        <name>RH</name>
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        <name>AGCO Corp</name>
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        <title>AGCO Corp</title>
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      <invstOrSec>
        <name>INVESCO GOVT AND AGCY LEX</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="181001037_SLCOLLCASH"/>
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        <curCd>USD</curCd>
        <valUSD>5000000.00000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="5000000.00000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>Arrowhead Pharmaceuticals Inc</name>
        <lei>549300O3CSB8T7OZ3D66</lei>
        <title>Arrowhead Pharmaceuticals Inc</title>
        <cusip>04280A100</cusip>
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          <isin value="US04280A1007"/>
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        <balance>60438.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lumentum Holdings Inc</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings Inc</title>
        <cusip>55024U109</cusip>
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          <isin value="US55024U1097"/>
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        <balance>44480.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Five Below Inc</name>
        <lei>529900AAXP5Z6BGI7418</lei>
        <title>Five Below Inc</title>
        <cusip>33829M101</cusip>
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          <isin value="US33829M1018"/>
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        <balance>33098.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Casey's General Stores Inc</name>
        <lei>549300CAFWSI86V66Q65</lei>
        <title>Casey's General Stores Inc</title>
        <cusip>147528103</cusip>
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          <isin value="US1475281036"/>
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        <balance>21850.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3267012.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="2917940.96000000"/>
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      <invstOrSec>
        <name>Aaron's Inc</name>
        <lei>529900IVEJ72I7MQ3Z14</lei>
        <title>Aaron's Inc</title>
        <cusip>002535300</cusip>
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          <isin value="US0025353006"/>
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        <balance>40124.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1821629.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NorthWestern Corp</name>
        <lei>3BPWMBHR1R9SHUN7J795</lei>
        <title>NorthWestern Corp</title>
        <cusip>668074305</cusip>
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          <isin value="US6680743050"/>
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        <balance>29986.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Essent Group Ltd</name>
        <lei>254900QUO860OUT6ZF83</lei>
        <title>Essent Group Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="BMG3198U1027"/>
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        <balance>65693.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2382685.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Graham Holdings Co</name>
        <lei>529900BOSCEEEMAFQJ29</lei>
        <title>Graham Holdings Co</title>
        <cusip>384637104</cusip>
        <identifiers>
          <isin value="US3846371041"/>
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        <balance>2538.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>869696.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Spirit Realty Capital Inc</name>
        <lei>549300LTU6LVPZSHMJ25</lei>
        <title>Spirit Realty Capital Inc</title>
        <cusip>84860W300</cusip>
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          <isin value="US84860W3007"/>
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        <balance>61131.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2131026.66000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PBF Energy Inc</name>
        <lei>2549003PBEDCSZMZIY02</lei>
        <title>PBF Energy Inc</title>
        <cusip>69318G106</cusip>
        <identifiers>
          <isin value="US69318G1067"/>
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        <balance>60566.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>620195.84000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brighthouse Financial Inc</name>
        <lei>5493003T8SZSHOGGAW52</lei>
        <title>Brighthouse Financial Inc</title>
        <cusip>10922N103</cusip>
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          <isin value="US10922N1037"/>
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        <balance>55729.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1550380.78000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crane Co</name>
        <lei>549300X1RO9ID7AUCA83</lei>
        <title>Crane Co</title>
        <cusip>224399105</cusip>
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          <isin value="US2243991054"/>
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        <balance>29266.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1740156.36000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kilroy Realty Corp</name>
        <lei>549300CXXI18B214UN80</lei>
        <title>Kilroy Realty Corp</title>
        <cusip>49427F108</cusip>
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          <isin value="US49427F1084"/>
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        <balance>62869.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CoreSite Realty Corp</name>
        <lei>549300H0YYORITFM2B74</lei>
        <title>CoreSite Realty Corp</title>
        <cusip>21870Q105</cusip>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Highwoods Properties Inc</name>
        <lei>ZIIGTYKL9T0X3HLTDX53</lei>
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        <cusip>431284108</cusip>
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        <name>American Eagle Outfitters Inc</name>
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      <invstOrSec>
        <name>NBC GLOBAL FINANCE LIMITED</name>
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      <invstOrSec>
        <name>Strategic Education Inc</name>
        <lei>0PYXF82EO1UCNGL5I740</lei>
        <title>Strategic Education Inc</title>
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      <invstOrSec>
        <name>NCR Corp</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Black Hills Corp</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>Black Hills Corp</title>
        <cusip>092113109</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Jefferies Financial Group Inc</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>Jefferies Financial Group Inc</title>
        <cusip>47233W109</cusip>
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        <balance>134102.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Worthington Industries Inc</name>
        <lei>1WRCIANKYOIK6KYE5E82</lei>
        <title>Worthington Industries Inc</title>
        <cusip>981811102</cusip>
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        <balance>21771.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>812058.30000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Carlisle Cos Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CyrusOne Inc</name>
        <lei>5493006S177ZK2ZNBU43</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AVANOS MEDICAL INC</name>
        <lei>549300YCXWOM7NEWMQ58</lei>
        <title>Avanos Medical Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chemed Corp</name>
        <lei>54930020031IDJT2IM79</lei>
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          <isin value="US16359R1032"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CommVault Systems Inc</name>
        <lei>65T5VRP62VXG39YFML83</lei>
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          <isin value="US2041661024"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Janus Henderson Group PLC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AGRIC BK OF CHINA LTD - NY BRANCH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Yelp Inc</name>
        <lei>5299007OU2DOSXPQBO35</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LendingTree Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lear Corp</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>Lear Corp</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Patterson Cos Inc</name>
        <lei>YM48Q2087CUE26GWEK09</lei>
        <title>Patterson Cos Inc</title>
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          <isin value="US7033951036"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Old Republic International Corp</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SLM Corp</name>
        <lei>4K8SLPBF5DXXGPW03H93</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>OGE Energy Corp</name>
        <lei>CE5OG6JPOZMDSA0LAQ19</lei>
        <title>OGE Energy Corp</title>
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        <name>SYNNEX Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DEUTSCHE BANK AG, LONDON BRANCH</name>
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      <invstOrSec>
        <name>AutoNation Inc</name>
        <lei>N/A</lei>
        <title>AutoNation Inc</title>
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        <name>Boyd Gaming Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CREDIT SUISSE NY</name>
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        <name>First Solar Inc</name>
        <lei>549300NPYMLM4NHTOF27</lei>
        <title>First Solar Inc</title>
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        <name>Minerals Technologies Inc</name>
        <lei>549300D3I1QU67GP6403</lei>
        <title>Minerals Technologies Inc</title>
        <cusip>603158106</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>MKS Instruments Inc</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKS Instruments Inc</title>
        <cusip>55306N104</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Axon Enterprise Inc</name>
        <lei>549300QP2IEEGFE16681</lei>
        <title>Axon Enterprise Inc</title>
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        <name>Six Flags Entertainment Corp</name>
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        <name>Pilgrim's Pride Corp</name>
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        <name>Choice Hotels International Inc</name>
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        <name>LiveRamp Holdings Inc</name>
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        <name>Rayonier Inc</name>
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        <name>BANK OF NOVA SCOTIA HOUSTON</name>
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        <name>Universal Display Corp</name>
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        <name>ICU Medical Inc</name>
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        <name>Antero Midstream Corp</name>
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        <name>NuVasive Inc</name>
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        <name>National Instruments Corp</name>
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        <name>American Campus Communities Inc</name>
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        <name>Bank OZK</name>
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        <name>Etsy Inc</name>
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        <name>Mitsubishi UFJ Trust &amp; Bank Co</name>
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        <name>Ashland Global Holdings Inc</name>
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        <name>II-VI Inc</name>
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        <name>LivaNova PLC</name>
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        <name>Cree Inc</name>
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        <name>EQT Corp</name>
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        <name>Avnet Inc</name>
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        <title>Avnet Inc</title>
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      <invstOrSec>
        <name>Belden Inc</name>
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      <invstOrSec>
        <name>Charles River Laboratories International Inc</name>
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      <invstOrSec>
        <name>Kennametal Inc</name>
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        <name>Sensient Technologies Corp</name>
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      <invstOrSec>
        <name>nVent Electric PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PolyOne Corp</name>
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      <invstOrSec>
        <name>NewMarket Corp</name>
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        <name>Hanover Insurance Group Inc/The</name>
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        <name>Fluor Corp</name>
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        <name>LHC Group Inc</name>
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        <name>UNION BANK OF SWITZERLAND</name>
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        <name>Ingredion Inc</name>
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        <name>MSA Safety Inc</name>
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        <name>SUMITOMO MITSUI TRUST BANK LTD, LDN</name>
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        <name>Park Hotels &amp; Resorts Inc</name>
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        <name>Trex Co Inc</name>
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        <name>Manhattan Associates Inc</name>
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        <name>GATX Corp</name>
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        <name>Greif Inc</name>
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        <name>PTC Inc</name>
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        <name>Marriott Vacations Worldwide Corp</name>
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        <name>Murphy USA Inc</name>
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        <name>Hexcel Corp</name>
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        <name>XPO Logistics Inc</name>
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        <name>Littelfuse Inc</name>
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        <name>Oshkosh Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Caesars Entertainment Corp</name>
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        <name>Jack in the Box Inc</name>
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        <name>Generac Holdings Inc</name>
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        <name>Goodyear Tire &amp; Rubber Co/The</name>
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        <name>Hudson Pacific Properties Inc</name>
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        <name>Jabil Inc</name>
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        <name>Coherent Inc</name>
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        <title>Coherent Inc</title>
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        <name>Medical Properties Trust Inc</name>
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        <name>CACI International Inc</name>
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        <name>CoreLogic Inc/United States</name>
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        <name>ONE Gas Inc</name>
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        <name>Cimarex Energy Co</name>
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        <name>ITT Inc</name>
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        <name>Dana Inc</name>
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        <name>CIT Group Inc</name>
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        <name>National Westminster Bank PLC</name>
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        <name>Healthcare Services Group Inc</name>
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        <name>Darling Ingredients Inc</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>Lamar Advertising Co</name>
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        <name>FactSet Research Systems Inc</name>
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        <name>Evercore Inc</name>
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        <name>Valley National Bancorp</name>
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        <name>Pebblebrook Hotel Trust</name>
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        <name>EMCOR Group Inc</name>
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        <name>Mercury General Corp</name>
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        <name>Affiliated Managers Group Inc</name>
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        <name>Silicon Laboratories Inc</name>
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        <name>Reliance Steel &amp; Aluminum Co</name>
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        <name>Acadia Healthcare Co Inc</name>
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        <name>EPR Properties</name>
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        <name>Cantel Medical Corp</name>
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        <name>CITIGROUP GLOBAL MARKETS INC</name>
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        <name>CHINA CONSTRUCTION BANK CORP NY</name>
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        <name>Cracker Barrel Old Country Store Inc</name>
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        <name>PacWest Bancorp</name>
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        <name>Flowers Foods Inc</name>
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        <name>Commercial Metals Co</name>
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        <name>Synaptics Inc</name>
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        <name>National Retail Properties Inc</name>
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        <name>World Wrestling Entertainment Inc</name>
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        <name>New York Times Co/The</name>
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        <name>ViaSat Inc</name>
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        <name>Terex Corp</name>
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        <name>Silgan Holdings Inc</name>
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        <name>Trimble Inc</name>
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        <name>Service Properties Trust</name>
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        <name>Enphase Energy Inc</name>
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        <name>Cousins Properties Inc</name>
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        <name>National Fuel Gas Co</name>
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        <name>Arrow Electronics Inc</name>
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        <name>DNB NOR BANK ASA NEW YORK</name>
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        <name>Skechers USA Inc</name>
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        <name>PS Business Parks Inc</name>
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        <name>Timken Co/The</name>
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        <name>Life Storage Inc</name>
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        <name>ROYAL BANK OF CANADA NY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CNO Financial Group Inc</name>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>KAR Auction Services Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>FNB Corp/PA</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Toll Brothers Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Adient PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Douglas Emmett Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hancock Whitney Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UGI Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Hain Celestial Group Inc/The</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Delphi Technologies PLC</name>
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        <name>International Bancshares Corp</name>
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        <name>Mercury Systems Inc</name>
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        <name>Middleby Corp/The</name>
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        <name>GrubHub Inc</name>
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        <name>Spire Inc</name>
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        <name>Telephone and Data Systems Inc</name>
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        <name>Teradata Corp</name>
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        <name>Home BancShares Inc/AR</name>
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        <name>Murphy Oil Corp</name>
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      <invstOrSec>
        <name>Texas Roadhouse Inc</name>
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        <name>Mattel Inc</name>
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        <name>Ollie's Bargain Outlet Holdings Inc</name>
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        <name>Carpenter Technology Corp</name>
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        <name>Tempur Sealy International Inc</name>
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        <name>United Bankshares Inc/WV</name>
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        <name>TripAdvisor Inc</name>
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        <name>SolarEdge Technologies Inc</name>
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        <name>United States Steel Corp</name>
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        <name>Service Corp International/US</name>
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        <name>Molina Healthcare Inc</name>
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        <name>Deckers Outdoor Corp</name>
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        <name>Regal Beloit Corp</name>
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        <name>RPM International Inc</name>
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        <name>Eagle Materials Inc</name>
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        <name>DBS BANK LIMITED, SINGAPORE</name>
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        <name>Reinsurance Group of America Inc</name>
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        <name>Landstar System Inc</name>
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        <name>CREDIT AGRICOLE CIB, NY</name>
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        <name>Washington Federal Inc</name>
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      <invstOrSec>
        <name>PotlatchDeltic Corp</name>
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      <invstOrSec>
        <name>PNM Resources Inc</name>
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        <name>First Financial Bankshares Inc</name>
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        <name>BJ's Wholesale Club Holdings Inc</name>
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        <name>Genworth Financial Inc</name>
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        <name>Taubman Centers Inc</name>
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        <name>Monolithic Power Systems Inc</name>
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        <name>Grand Canyon Education Inc</name>
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        <name>Penumbra Inc</name>
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        <name>Catalent Inc</name>
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        <name>Hill-Rom Holdings Inc</name>
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        <name>TORONTO DOMINION LONDON</name>
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        <name>Thor Industries Inc</name>
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        <name>BancorpSouth Bank</name>
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        <name>Selective Insurance Group Inc</name>
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        <name>NetScout Systems Inc</name>
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        <name>John Wiley &amp; Sons Inc</name>
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        <name>Wyndham Destinations Inc</name>
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        <name>Woodward Inc</name>
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        <name>Wintrust Financial Corp</name>
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        <name>Brown &amp; Brown Inc</name>
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      <invstOrSec>
        <name>Taylor Morrison Home Corp</name>
        <lei>5299009UDLLGLKOOJE30</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Prestige Consumer Healthcare Inc</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lancaster Colony Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TopBuild Corp</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Papa John's International Inc</name>
        <lei>HZYLD3DK5XOX0WBVNB56</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lincoln Electric Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Harley-Davidson Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Wendy's Co/The</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Urban Edge Properties</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sally Beauty Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Williams-Sonoma Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Tetra Tech Inc</name>
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        <title>Tetra Tech Inc</title>
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        <name>Transocean Ltd</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Helen of Troy Ltd</name>
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        <name>Alleghany Corp</name>
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        <name>ASGN Inc</name>
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        <name>Qualys Inc</name>
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        <name>Steel Dynamics Inc</name>
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        <name>Ligand Pharmaceuticals Inc</name>
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        <name>Brink's Co/The</name>
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        <name>CoreCivic Inc</name>
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        <name>Sonoco Products Co</name>
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        <name>Grocery Outlet Holding Corp</name>
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      <invstOrSec>
        <name>Sabre Corp</name>
        <lei>529900VKCYZW8GZ4WW58</lei>
        <title>Sabre Corp</title>
        <cusip>78573M104</cusip>
        <identifiers>
          <isin value="US78573M1045"/>
        </identifiers>
        <balance>163620.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1318777.20000000</valUSD>
        <pctVal>0.138011579891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equitrans Midstream Corp</name>
        <lei>549300RH0NLJNZ5SXU64</lei>
        <title>Equitrans Midstream Corp</title>
        <cusip>294600101</cusip>
        <identifiers>
          <isin value="US2946001011"/>
        </identifiers>
        <balance>241357.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2005676.67000000</valUSD>
        <pctVal>0.209896414631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="40853.52000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Domtar Corp</name>
        <lei>XYSIJOU3HNVROZWNA008</lei>
        <title>Domtar Corp</title>
        <cusip>257559203</cusip>
        <identifiers>
          <isin value="US2575592033"/>
        </identifiers>
        <balance>32775.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>691880.25000000</valUSD>
        <pctVal>0.072406079205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstCash Inc</name>
        <lei>549300V2X3UU7K0DG350</lei>
        <title>FirstCash Inc</title>
        <cusip>33767D105</cusip>
        <identifiers>
          <isin value="US33767D1054"/>
        </identifiers>
        <balance>24609.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1660615.32000000</valUSD>
        <pctVal>0.173785339862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EnerSys</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>EnerSys</title>
        <cusip>29275Y102</cusip>
        <identifiers>
          <isin value="US29275Y1029"/>
        </identifiers>
        <balance>25210.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1623019.80000000</valUSD>
        <pctVal>0.169850924623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1446941.52000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HNI Corp</name>
        <lei>549300SKRADLC4O5HV93</lei>
        <title>HNI Corp</title>
        <cusip>404251100</cusip>
        <identifiers>
          <isin value="US4042511000"/>
        </identifiers>
        <balance>25326.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>774215.82000000</valUSD>
        <pctVal>0.081022593122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNX Resources Corp</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX Resources Corp</title>
        <cusip>12653C108</cusip>
        <identifiers>
          <isin value="US12653C1080"/>
        </identifiers>
        <balance>111085.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>960885.25000000</valUSD>
        <pctVal>0.100557767791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="917864.14000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF MONTREAL CHICAGO</name>
        <lei>N/A</lei>
        <title>BANK OF MONTREAL CHICAGO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="190806033_SLCOLLCASH"/>
        </identifiers>
        <balance>7000861.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7000861.00000000</valUSD>
        <pctVal>0.732648310274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="7000861.00000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toro Co/The</name>
        <lei>YJKE4YIT6BWQHVEW0D14</lei>
        <title>Toro Co/The</title>
        <cusip>891092108</cusip>
        <identifiers>
          <isin value="US8910921084"/>
        </identifiers>
        <balance>63645.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4222209.30000000</valUSD>
        <pctVal>0.441859152648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="167871.60000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPDR S&amp;P MidCap 400 ETF Trust</name>
        <lei>5493003TT35P3SIWJJ72</lei>
        <title>SPDR S&amp;P MidCap 400 ETF Trust</title>
        <cusip>78467Y107</cusip>
        <identifiers>
          <isin value="US78467Y1073"/>
        </identifiers>
        <balance>63100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20475319.00000000</valUSD>
        <pctVal>2.142766135147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="4849485.50000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbia Sportswear Co</name>
        <lei>549300OTMCIEUXAH5Z60</lei>
        <title>Columbia Sportswear Co</title>
        <cusip>198516106</cusip>
        <identifiers>
          <isin value="US1985161066"/>
        </identifiers>
        <balance>16884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1360512.72000000</valUSD>
        <pctVal>0.142379250982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1152539.52000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Louisiana-Pacific Corp</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>Louisiana-Pacific Corp</title>
        <cusip>546347105</cusip>
        <identifiers>
          <isin value="US5463471053"/>
        </identifiers>
        <balance>66633.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1709136.45000000</valUSD>
        <pctVal>0.178863132994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORDEA BANK ABP, NEW YORK BRANCH</name>
        <lei>N/A</lei>
        <title>NORDEA BANK ABP, NEW YORK BRANCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="200520001_SLCOLLCASH"/>
        </identifiers>
        <balance>4000564.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4000564.00000000</valUSD>
        <pctVal>0.418663712184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.48000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="4000564.00000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mack-Cali Realty Corp</name>
        <lei>N/A</lei>
        <title>Mack-Cali Realty Corp</title>
        <cusip>554489104</cusip>
        <identifiers>
          <isin value="US5544891048"/>
        </identifiers>
        <balance>53801.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>822617.29000000</valUSD>
        <pctVal>0.086087863695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sabra Health Care REIT Inc</name>
        <lei>549300E3BC7GU7TAZ621</lei>
        <title>Sabra Health Care REIT Inc</title>
        <cusip>78573L106</cusip>
        <identifiers>
          <isin value="US78573L1061"/>
        </identifiers>
        <balance>122071.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1761484.53000000</valUSD>
        <pctVal>0.184341420930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796SZ3</cusip>
        <identifiers>
          <isin value="US912796SZ37"/>
        </identifiers>
        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224941.94000000</valUSD>
        <pctVal>0.128191609935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-16</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LHT LONDON</name>
        <lei>N/A</lei>
        <title>LHT LONDON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="200515240_SLCOLLCASH"/>
        </identifiers>
        <balance>2998890.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2998890.00000000</valUSD>
        <pctVal>0.313837353890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="2998890.00000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Acuity Brands Inc</name>
        <lei>N/A</lei>
        <title>Acuity Brands Inc</title>
        <cusip>00508Y102</cusip>
        <identifiers>
          <isin value="US00508Y1029"/>
        </identifiers>
        <balance>23541.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2253815.34000000</valUSD>
        <pctVal>0.235864417322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-15</ncom:dateSigned>
      <ncom:nameOfApplicant>Brighthouse Funds Trust II</ncom:nameOfApplicant>
      <ncom:signature>Alan Otis</ncom:signature>
      <ncom:signerName>Alan Otis</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
