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      <invstOrSec>
        <name>NBC Global Finance Limited</name>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
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        <securityLending>
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      <invstOrSec>
        <name>New Jersey Resources Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Stifel Financial Corp</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NetScout Systems Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avis Budget Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Navient Corp</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>Navient Corp</title>
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          <isin value="US63938C1080"/>
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        <balance>89698.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1733862.34000000</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>Amedisys Inc</name>
        <lei>5299001RBS9GK9STN379</lei>
        <title>Amedisys Inc</title>
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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>STORE Capital Corp</name>
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        <title>STORE Capital Corp</title>
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          <isin value="US8621211007"/>
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        <balance>121643.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4197899.93000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cabot Corp</name>
        <lei>K05C0SER542GQ6VLRO68</lei>
        <title>Cabot Corp</title>
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        <balance>28298.00000000</balance>
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        <curCd>USD</curCd>
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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>BofA Securities, Inc.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal Identifier" value="200831034_SLCOLLCASH"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5000000.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BofA Securities, Inc."/>
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              <invstCat>EQT</invstCat>
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      <invstOrSec>
        <name>Hain Celestial Group Inc/The</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>Hain Celestial Group Inc/The</title>
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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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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>HSBC Bank PLC</title>
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        <curCd>USD</curCd>
        <valUSD>2100000.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
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        <name>Lancaster Colony Corp</name>
        <lei>529900X4O13HED1ZAS58</lei>
        <title>Lancaster Colony Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <title>S+P MID 400 EMINI SEP21 XCME 20210917</title>
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        <valUSD>-304320.00000000</valUSD>
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      <invstOrSec>
        <name>Evercore Inc</name>
        <lei>529900P6KLPT95DW3W58</lei>
        <title>Evercore Inc</title>
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        <name>Amkor Technology Inc</name>
        <lei>529900VHLRTKPWZJBM84</lei>
        <title>Amkor Technology Inc</title>
        <cusip>031652100</cusip>
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        <name>Jones Lang LaSalle Inc</name>
        <lei>6SYKCME112RT8TQUO411</lei>
        <title>Jones Lang LaSalle Inc</title>
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        <name>Mercury General Corp</name>
        <lei>5493001Q9EXPCEL4W527</lei>
        <title>Mercury General Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Toro Co/The</name>
        <lei>YJKE4YIT6BWQHVEW0D14</lei>
        <title>Toro Co/The</title>
        <cusip>891092108</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>EnerSys</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>EnerSys</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Trex Co Inc</name>
        <lei>N/A</lei>
        <title>Trex Co Inc</title>
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      <invstOrSec>
        <name>Highwoods Properties Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>International Bancshares Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SL Green Realty Corp</name>
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      <invstOrSec>
        <name>Avient Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Goodyear Tire &amp; Rubber Co/The</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Synaptics Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>National Instruments Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Repligen Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Valvoline Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>National Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Royal Gold Inc</name>
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        <name>Yelp Inc</name>
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      <invstOrSec>
        <name>Ashland Global Holdings Inc</name>
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        <name>Southwest Gas Holdings Inc</name>
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        <name>ManpowerGroup Inc</name>
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        <name>Hill-Rom Holdings Inc</name>
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        <name>CMC Materials Inc</name>
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        <name>United States Steel Corp</name>
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        <name>Semtech Corp</name>
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        <title>Semtech Corp</title>
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        <name>Interactive Brokers Group Inc</name>
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        <name>Reinsurance Group of America Inc</name>
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        <name>Cinemark Holdings Inc</name>
        <lei>549300LL2QMPTYIE0K55</lei>
        <title>Cinemark Holdings Inc</title>
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        <name>JetBlue Airways Corp</name>
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        <title>JetBlue Airways Corp</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Terex Corp</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Weingarten Realty Investors</name>
        <lei>549300JMKTJNB8GWHU88</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Jack in the Box Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>nVent Electric PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Colfax Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Citigroup Global Markets Inc.</name>
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        <name>LiveRamp Holdings Inc</name>
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        <name>Primerica Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>CDK Global Inc</name>
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        <name>Nektar Therapeutics</name>
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        <name>Sprouts Farmers Market Inc</name>
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        <name>Donaldson Co Inc</name>
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        <name>Deutsche Bank Aktiengesellschaft</name>
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        <name>Ollie's Bargain Outlet Holdings Inc</name>
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        <name>Owens Corning</name>
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        <name>KBR Inc</name>
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        <name>H&amp;R Block Inc</name>
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        <name>First American Financial Corp</name>
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        <name>BancorpSouth Bank</name>
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        <name>Olin Corp</name>
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        <name>Belden Inc</name>
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        <title>Belden Inc</title>
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        <name>New York Community Bancorp Inc</name>
        <lei>529900HVXOTLY61GL030</lei>
        <title>New York Community Bancorp Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Polaris Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Affiliated Managers Group Inc</name>
        <lei>2JE75BUE3T1BLCYYGK54</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Associated Banc-Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cirrus Logic Inc</name>
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        <name>Capri Holdings Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Alliance Data Systems Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD, LDN</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Herman Miller Inc</name>
        <lei>U98HXD3PNK7HYU2MU887</lei>
        <title>Herman Miller Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Coty Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Prosperity Bancshares Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BofA Securities, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lithia Motors Inc</name>
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        <name>Helen of Troy Ltd</name>
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        <name>BARCLAYS NEW YORK</name>
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        <name>First Horizon Corp</name>
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        <name>Barclays Bank PLC</name>
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        <name>Alleghany Corp</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>Alleghany Corp</title>
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        <name>Tootsie Roll Industries Inc</name>
        <lei>529900SBKOV9XX4M4Q35</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>MIZUHO BANK LIMITED NEW YORK</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Casey's General Stores Inc</name>
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        <name>Tetra Tech Inc</name>
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        <name>Churchill Downs Inc</name>
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        <name>Manhattan Associates Inc</name>
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        <name>Energizer Holdings Inc</name>
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        <name>Lincoln Electric Holdings Inc</name>
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        <name>TripAdvisor Inc</name>
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        <name>Iridium Communications Inc</name>
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        <name>Brink's Co/The</name>
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        <name>Vontier Corp</name>
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        <name>American Eagle Outfitters Inc</name>
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        <name>MasTec Inc</name>
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        <name>Rayonier Inc</name>
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        <name>Toll Brothers Inc</name>
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        <name>Woodward Inc</name>
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        <name>Chemours Co/The</name>
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        <name>United Therapeutics Corp</name>
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        <name>Darling Ingredients Inc</name>
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        <name>Sunrun Inc</name>
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        <name>Ryder System Inc</name>
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        <name>Sailpoint Technologies Holdings Inc</name>
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      <invstOrSec>
        <name>ChampionX Corp</name>
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      <invstOrSec>
        <name>Physicians Realty Trust</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Targa Resources Corp</name>
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      <invstOrSec>
        <name>Insperity Inc</name>
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      <invstOrSec>
        <name>Ingredion Inc</name>
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      <invstOrSec>
        <name>Penumbra Inc</name>
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        <name>Syneos Health Inc</name>
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      <invstOrSec>
        <name>Kohl's Corp</name>
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        <name>Regal Beloit Corp</name>
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        <name>Service Corp International/US</name>
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        <name>Axon Enterprise Inc</name>
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        <name>LANDESBANK BADEN-WURTTEMBERG LDN</name>
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        <name>UMB Financial Corp</name>
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        <name>Cree Inc</name>
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        <name>Crane Co</name>
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        <name>AECOM</name>
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        <name>Wingstop Inc</name>
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        <name>Williams-Sonoma Inc</name>
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        <name>NorthWestern Corp</name>
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        <name>Wendy's Co/The</name>
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        <name>STAAR Surgical Co</name>
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        <name>Spire Inc</name>
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        <name>Teradata Corp</name>
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        <name>Six Flags Entertainment Corp</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Hubbell Inc</name>
        <lei>54930088VDQ6840Y6597</lei>
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        <balance>27141.00000000</balance>
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        <curCd>USD</curCd>
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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>Black Hills Corp</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>Black Hills Corp</title>
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          <isin value="US0921131092"/>
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        <balance>31415.00000000</balance>
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        <curCd>USD</curCd>
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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>JBG SMITH Properties</name>
        <lei>N/A</lei>
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          <isin value="US46590V1008"/>
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        <balance>55193.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fluor Corp</name>
        <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
        <title>Fluor Corp</title>
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          <isin value="US3434121022"/>
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        <curCd>USD</curCd>
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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>Kennametal Inc</name>
        <lei>549300GZDSG25XUV0Y08</lei>
        <title>Kennametal Inc</title>
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          <isin value="US4891701009"/>
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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>Ceridian HCM Holding Inc</name>
        <lei>549300T64GVCHFJ8L449</lei>
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          <isin value="US15677J1088"/>
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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>Integra LifeSciences Holdings Corp</name>
        <lei>WB7IJCYY8YFTENS4O147</lei>
        <title>Integra LifeSciences Holdings Corp</title>
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          <isin value="US4579852082"/>
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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>Lamar Advertising Co</name>
        <lei>529900Y8WW4MKVPTB543</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>World Wrestling Entertainment Inc</name>
        <lei>549300WZVLSCS3L4L698</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brixmor Property Group Inc</name>
        <lei>5299007UXW6Y0W2EGZ95</lei>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EMCOR Group Inc</name>
        <lei>529900X0SQJB2J7YDU43</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>John Wiley &amp; Sons Inc</name>
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        <title>John Wiley &amp; Sons Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Greif Inc</name>
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        <title>Greif Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Dick's Sporting Goods Inc</name>
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        <name>Pilgrim's Pride Corp</name>
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        <name>Societe Generale</name>
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        <name>LivaNova PLC</name>
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        <name>Universal Display Corp</name>
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        <name>Corporate Office Properties Trust</name>
        <lei>YY1J47X6LF9TYY8JY420</lei>
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        <name>Adtalem Global Education Inc</name>
        <lei>549300Z467EZLMODV621</lei>
        <title>Adtalem Global Education Inc</title>
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        <name>American Campus Communities Inc</name>
        <lei>529900MR3ZXRO3W6UX26</lei>
        <title>American Campus Communities Inc</title>
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        <name>Marriott Vacations Worldwide Corp</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>Marriott Vacations Worldwide Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Simpson Manufacturing Co Inc</name>
        <lei>529900EJUNNL15LZ8056</lei>
        <title>Simpson Manufacturing Co Inc</title>
        <cusip>829073105</cusip>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ASGN Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>R1 RCM Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Flowserve Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Eagle Materials Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Steel Dynamics Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Grocery Outlet Holding Corp</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Selective Insurance Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Brunswick Corp/DE</name>
        <lei>YM4O38W15AX4YLLQKU27</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>American Financial Group Inc/OH</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EPR Properties</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Douglas Emmett Inc</name>
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        <name>Stericycle Inc</name>
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      <invstOrSec>
        <name>Societe Generale</name>
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        <name>CyrusOne Inc</name>
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        <name>Post Holdings Inc</name>
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        <name>Carlisle Cos Inc</name>
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        <name>GATX Corp</name>
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        <name>RLI Corp</name>
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        <name>NewMarket Corp</name>
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        <name>Kirby Corp</name>
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        <name>Vishay Intertechnology Inc</name>
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        <name>Globus Medical Inc</name>
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        <title>Globus Medical Inc</title>
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        <curCd>USD</curCd>
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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>Texas Roadhouse Inc</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
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          <isin value="US8826811098"/>
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        <balance>32758.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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>Skechers USA Inc</name>
        <lei>529900D2R54KZPA4XR56</lei>
        <title>Skechers USA Inc</title>
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          <isin value="US8305661055"/>
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        <balance>67042.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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>Life Storage Inc</name>
        <lei>W9EE01AFDDF9DQCQZC68</lei>
        <title>Life Storage Inc</title>
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          <isin value="US53223X1072"/>
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        <balance>38403.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Janus Henderson Group PLC</name>
        <lei>2138009WPYMWJN3RVF44</lei>
        <title>Janus Henderson Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="JE00BYPZJM29"/>
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        <balance>85258.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sabra Health Care REIT Inc</name>
        <lei>549300E3BC7GU7TAZ621</lei>
        <title>Sabra Health Care REIT Inc</title>
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          <isin value="US78573L1061"/>
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        <balance>107895.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Callaway Golf Co</name>
        <lei>5493005UB0KFRKBPCU72</lei>
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          <isin value="US1311931042"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pebblebrook Hotel Trust</name>
        <lei>5493004Q1NNH6JXCSI52</lei>
        <title>Pebblebrook Hotel Trust</title>
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          <isin value="US70509V1008"/>
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        <balance>65650.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cracker Barrel Old Country Store Inc</name>
        <lei>8P4PHQIUWPIECBFBW745</lei>
        <title>Cracker Barrel Old Country Store Inc</title>
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          <isin value="US22410J1060"/>
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        <balance>11855.00000000</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>OGE Energy Corp</name>
        <lei>CE5OG6JPOZMDSA0LAQ19</lei>
        <title>OGE Energy Corp</title>
        <cusip>670837103</cusip>
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          <isin value="US6708371033"/>
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        <balance>100022.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Compass Minerals International Inc</name>
        <lei>2549008X9G8XP7YJGC47</lei>
        <title>Compass Minerals International Inc</title>
        <cusip>20451N101</cusip>
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          <isin value="US20451N1019"/>
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        <balance>16989.00000000</balance>
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        <curCd>USD</curCd>
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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>Dycom Industries Inc</name>
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        <title>Dycom Industries Inc</title>
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        <balance>15379.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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>Essent Group Ltd</name>
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        <title>Essent Group Ltd</title>
        <cusip>000000000</cusip>
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        <balance>56389.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>First Industrial Realty Trust Inc</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>MSA Safety Inc</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Home BancShares Inc/AR</name>
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        <name>Hudson Pacific Properties Inc</name>
        <lei>N/A</lei>
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        <name>SolarEdge Technologies Inc</name>
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        <name>HollyFrontier Corp</name>
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        <name>INVESCO GOVT AND AGCY LEX</name>
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        <name>PRA Health Sciences Inc</name>
        <lei>549300R1HR1VWWHIAK47</lei>
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        <name>Spirit Realty Capital Inc</name>
        <lei>549300LTU6LVPZSHMJ25</lei>
        <title>Spirit Realty Capital Inc</title>
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        <name>Medpace Holdings Inc</name>
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        <title>Medpace Holdings Inc</title>
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        <name>Knight-Swift Transportation Holdings Inc</name>
        <lei>N/A</lei>
        <title>Knight-Swift Transportation Holdings Inc</title>
        <cusip>499049104</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>Crocs Inc</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>Crocs Inc</title>
        <cusip>227046109</cusip>
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        <name>FED HOME LN DISCOUNT NT</name>
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        <cusip>313385JC1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Camden Property Trust</name>
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      <invstOrSec>
        <name>Sanderson Farms Inc</name>
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        <name>Silgan Holdings Inc</name>
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      <invstOrSec>
        <name>Nu Skin Enterprises Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Grand Canyon Education Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Mattel Inc</name>
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      <invstOrSec>
        <name>AptarGroup Inc</name>
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      <invstOrSec>
        <name>AutoNation Inc</name>
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      <invstOrSec>
        <name>East West Bancorp Inc</name>
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      <invstOrSec>
        <name>Pinnacle Financial Partners Inc</name>
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      <invstOrSec>
        <name>Equitrans Midstream Corp</name>
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        <name>Xerox Holdings Corp</name>
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        <name>Lumentum Holdings Inc</name>
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        <name>j2 Global Inc</name>
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        <name>PNM Resources Inc</name>
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        <name>Murphy Oil Corp</name>
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        <name>Macerich Co/The</name>
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        <name>Cognex Corp</name>
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        <name>Paylocity Holding Corp</name>
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        <name>II-VI Inc</name>
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        <name>Littelfuse Inc</name>
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        <name>Werner Enterprises Inc</name>
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        <name>Antero Midstream Corp</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cimarex Energy Co</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
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          <isin value="US1717981013"/>
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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>SLM Corp</name>
        <lei>N/A</lei>
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          <isin value="US78442P1066"/>
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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>Patterson Cos Inc</name>
        <lei>YM48Q2087CUE26GWEK09</lei>
        <title>Patterson Cos Inc</title>
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          <isin value="US7033951036"/>
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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>Envista Holdings Corp</name>
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          <isin value="US29415F1049"/>
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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>Ciena Corp</name>
        <lei>W0CZ7N0GH8UIGXDM1H41</lei>
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          <isin value="US1717793095"/>
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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>Cable One Inc</name>
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          <isin value="US12685J1051"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Acuity Brands Inc</name>
        <lei>N/A</lei>
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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>IAA Inc</name>
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        <title>IAA Inc</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Essential Utilities Inc</name>
        <lei>549300ILTEOF3E3QY357</lei>
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          <isin value="US29670G1022"/>
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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>Curtiss-Wright Corp</name>
        <lei>TEL51ETZWP7D0ZM4X325</lei>
        <title>Curtiss-Wright Corp</title>
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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>FactSet Research Systems Inc</name>
        <lei>549300ZSJE7NBK6K9P30</lei>
        <title>FactSet Research Systems Inc</title>
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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>PotlatchDeltic Corp</name>
        <lei>54930084YA8UJOTXDM59</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cathay General Bancorp</name>
        <lei>549300K1SLJ8C97H5L68</lei>
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      <invstOrSec>
        <name>Watsco Inc</name>
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        <name>Urban Edge Properties</name>
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        <name>Trinity Industries Inc</name>
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        <name>Middleby Corp/The</name>
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        <name>Foot Locker Inc</name>
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        <name>Louisiana-Pacific Corp</name>
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        <name>YETI Holdings Inc</name>
        <lei>549300DSQICIGNT5GO63</lei>
        <title>YETI Holdings Inc</title>
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        <name>Nordstrom Inc</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>Nordstrom Inc</title>
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        <name>Taylor Morrison Home Corp</name>
        <lei>5299009UDLLGLKOOJE30</lei>
        <title>Taylor Morrison Home Corp</title>
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        <name>Graham Holdings Co</name>
        <lei>529900BOSCEEEMAFQJ29</lei>
        <title>Graham Holdings Co</title>
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        <name>Bio-Techne Corp</name>
        <lei>54930073RLKQ51TILZ35</lei>
        <title>Bio-Techne Corp</title>
        <cusip>09073M104</cusip>
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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>ITT Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Jazz Pharmaceuticals PLC</name>
        <lei>635400GAUMJCLEZRRV50</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avnet Inc</name>
        <lei>XJI53DCPL7QABOWK4Z75</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>First Solar Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chemed Corp</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ONE Gas Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Molina Healthcare Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Cullen/Frost Bankers Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Umpqua Holdings Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Carter's Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Columbia Sportswear Co</name>
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        <name>National Storage Affiliates Trust</name>
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        <name>Brown &amp; Brown Inc</name>
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        <name>Washington Federal Inc</name>
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        <name>Hancock Whitney Corp</name>
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        <name>Healthcare Realty Trust Inc</name>
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        <name>Flowers Foods Inc</name>
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        <name>WEX Inc</name>
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        <name>Landstar System Inc</name>
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        <name>Progyny Inc</name>
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        <name>Boyd Gaming Corp</name>
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        <name>OCBC NEW YORK</name>
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        <name>Kilroy Realty Corp</name>
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        <name>Federated Hermes Inc</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>United States Treasury</name>
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      <invstOrSec>
        <name>Travel + Leisure Co</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
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        <name>Sterling Bancorp/DE</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MKS Instruments Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Concentrix Corp</name>
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      <invstOrSec>
        <name>LHC Group Inc</name>
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      <invstOrSec>
        <name>Aspen Technology Inc</name>
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        <name>ACI Worldwide Inc</name>
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        <name>Science Applications International Corp</name>
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        <name>Acadia Healthcare Co Inc</name>
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        <name>MDU Resources Group Inc</name>
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        <name>Sabre Corp</name>
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        <name>Envestnet Inc</name>
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        <name>Texas Capital Bancshares Inc</name>
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        <name>PROG Holdings Inc</name>
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        <name>NATL BANK CANADA</name>
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        <name>RH</name>
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        <name>Fulton Financial Corp</name>
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        <name>Brooks Automation Inc</name>
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      <invstOrSec>
        <name>Gentex Corp</name>
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      <invstOrSec>
        <name>Emergent BioSolutions Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ALLETE Inc</name>
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      <invstOrSec>
        <name>Neurocrine Biosciences Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UGI Corp</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Exelixis Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Webster Financial Corp</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sonoco Products Co</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HealthEquity Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Five Below Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Masimo Corp</name>
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        <name>Silicon Laboratories Inc</name>
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        <name>XPO Logistics Inc</name>
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        <name>MSC Industrial Direct Co Inc</name>
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        <name>Kinsale Capital Group Inc</name>
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        <name>CACI International Inc</name>
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        <name>National Retail Properties Inc</name>
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        <name>Commercial Metals Co</name>
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        <name>RPM International Inc</name>
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        <name>Choice Hotels International Inc</name>
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        <name>EastGroup Properties Inc</name>
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        <name>Minerals Technologies Inc</name>
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        <name>Haemonetics Corp</name>
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        <name>TEGNA Inc</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA Inc</title>
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      <invstOrSec>
        <name>Commerce Bancshares Inc/MO</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Strategic Education Inc</name>
        <lei>0PYXF82EO1UCNGL5I740</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Apartment Income REIT Corp</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lennox International Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Builders FirstSource Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Jefferies Financial Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ICU Medical Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Medical Properties Trust Inc</name>
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        <name>Healthcare Services Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Deutsche Bank Aktiengesellschaft</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Signature Bank/New York NY</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PS Business Parks Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>New York Times Co/The</name>
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        <name>RABOBANK NEW YORK</name>
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        <name>CoreSite Realty Corp</name>
        <lei>549300H0YYORITFM2B74</lei>
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        <name>Univar Solutions Inc</name>
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        <name>Murphy USA Inc</name>
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        <name>CommVault Systems Inc</name>
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        <name>Clean Harbors Inc</name>
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        <name>Boston Beer Co Inc/The</name>
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        <name>SVENSKA NY</name>
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        <name>Glacier Bancorp Inc</name>
        <lei>549300SMJAUKZB5D7V74</lei>
        <title>Glacier Bancorp Inc</title>
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      <invstOrSec>
        <name>Harley-Davidson Inc</name>
        <lei>ZDNAWZWXIKMWI51R2A08</lei>
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      <invstOrSec>
        <name>Visteon Corp</name>
        <lei>549300MOVLYHRW4GGW78</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Hexcel Corp</name>
        <lei>S6Q7LW43WUBUHXY2QP69</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Urban Outfitters Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Deckers Outdoor Corp</name>
        <lei>5493008LG4W3I6K8J118</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Encompass Health Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Fin Square Govt Fd</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Rexford Industrial Realty Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CNX Resources Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Wyndham Hotels &amp; Resorts Inc</name>
        <lei>549300FE3MQ4RVXXC673</lei>
        <title>Wyndham Hotels &amp; Resorts Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Adient PLC</name>
        <lei>5493002QLDY8O75RTR78</lei>
        <title>Adient PLC</title>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Thor Industries Inc</name>
        <lei>254900XZO1228PDSG060</lei>
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        <name>Valmont Industries Inc</name>
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        <name>Mercury Systems Inc</name>
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        <name>DZ BANK AG NEW YORK</name>
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        <name>Bank of Hawaii Corp</name>
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        <name>Valley National Bancorp</name>
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        <name>Cousins Properties Inc</name>
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        <name>Lattice Semiconductor Corp</name>
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        <name>Oshkosh Corp</name>
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        <name>Coherent Inc</name>
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        <title>Coherent Inc</title>
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        <name>TreeHouse Foods Inc</name>
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        <name>Scientific Games Corp</name>
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        <title>Scientific Games Corp</title>
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        <name>World Fuel Services Corp</name>
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        <title>World Fuel Services Corp</title>
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      <invstOrSec>
        <name>CIT Group Inc</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>WW International Inc</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FNB Corp/PA</name>
        <lei>PCYSKIGYNYFDTBLVZU83</lei>
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          <isin value="US3025201019"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dana Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TopBuild Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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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>Blackbaud Inc</name>
        <lei>54930056X3HKFMNG3754</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fair Isaac Corp</name>
        <lei>RI6HET5SJUEY30V1PS26</lei>
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          <isin value="US3032501047"/>
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        <fairValLevel>1</fairValLevel>
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        <name>NBC Global Finance Limited</name>
        <lei>549300KWU8YQOYSK5Y64</lei>
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          <other otherDesc="Internal Identifier" value="200506241_SLCOLLCASH"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Graco Inc</name>
        <lei>4T5VJ4S81BRT6Q7GGT78</lei>
        <title>Graco Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Reliance Steel &amp; Aluminum Co</name>
        <lei>549300E287ZOFT3C5Z56</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Old Republic International Corp</name>
        <lei>549300IV6O2YY2A1KH37</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Park Hotels &amp; Resorts Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>FTI Consulting Inc</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI Consulting Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>KB Home</name>
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        <title>KB Home</title>
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        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>PacWest Bancorp</name>
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        <name>Genpact Ltd</name>
        <lei>529900OSEC6Q0L4L5B35</lei>
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        <name>Ingevity Corp</name>
        <lei>5493009UTFC4B5IMGF87</lei>
        <title>Ingevity Corp</title>
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        <name>Hanover Insurance Group Inc/The</name>
        <lei>JJYR6MFKFF6CF8DBZ078</lei>
        <title>Hanover Insurance Group Inc/The</title>
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        <fairValLevel>1</fairValLevel>
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        <name>RenaissanceRe Holdings Ltd</name>
        <lei>EK6GB9U3U58PDI411C94</lei>
        <title>RenaissanceRe Holdings Ltd</title>
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        <balance>24803.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>National Fuel Gas Co</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Co</title>
        <cusip>636180101</cusip>
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        <balance>45557.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2380353.25000000</valUSD>
        <pctVal>0.198281692636</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="605124.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arrow Electronics Inc</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>Arrow Electronics Inc</title>
        <cusip>042735100</cusip>
        <identifiers>
          <isin value="US0427351004"/>
        </identifiers>
        <balance>37060.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4218539.80000000</valUSD>
        <pctVal>0.351401293903</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>SEI Investments Co</name>
        <lei>5LJTIFADGZ6XH1RVOC11</lei>
        <title>SEI Investments Co</title>
        <cusip>784117103</cusip>
        <identifiers>
          <isin value="US7841171033"/>
        </identifiers>
        <balance>59227.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3670297.19000000</valUSD>
        <pctVal>0.305733083655</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>Timken Co/The</name>
        <lei>B0I35MLPFXZSE70ASS73</lei>
        <title>Timken Co/The</title>
        <cusip>887389104</cusip>
        <identifiers>
          <isin value="US8873891043"/>
        </identifiers>
        <balance>34170.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2753760.30000000</valUSD>
        <pctVal>0.229386228030</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>Mitsubishi UFJ Trust &amp; Bank Co</name>
        <lei>N/A</lei>
        <title>Mitsubishi UFJ Trust &amp; Bank Co</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="210507236_SLCOLLCASH"/>
        </identifiers>
        <balance>999840.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999840.00000000</valUSD>
        <pctVal>0.083285944036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="999840.00000000" isCashCollateral="Y"/>
          <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>2021-07-15</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>
