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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NBC Global Finance Limited</name>
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        <assetCat>RA</assetCat>
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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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              <counterpartyInfo lei="549300KWU8YQOYSK5Y64" name="NBC Global Finance Limited"/>
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              <invstCat>EQT</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="2000000.00000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>New Jersey Resources Corp</name>
        <lei>549300QKBSQBIX4DQ583</lei>
        <title>New Jersey Resources Corp</title>
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          <isin value="US6460251068"/>
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        <balance>44905.00000000</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>Stifel Financial Corp</name>
        <lei>549300E5F07FE5GHJX84</lei>
        <title>Stifel Financial Corp</title>
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          <isin value="US8606301021"/>
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        <balance>49533.00000000</balance>
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        <curCd>USD</curCd>
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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>Avis Budget Group Inc</name>
        <lei>529900E95812SYWMCE44</lei>
        <title>Avis Budget Group Inc</title>
        <cusip>053774105</cusip>
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          <isin value="US0537741052"/>
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        <balance>13458.00000000</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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          <loanByFundCondition isLoanByFund="Y" loanVal="1932156.06000000"/>
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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>51642.00000000</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>Amedisys Inc</name>
        <lei>5299001RBS9GK9STN379</lei>
        <title>Amedisys Inc</title>
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          <isin value="US0234361089"/>
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        <balance>15140.00000000</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>STORE Capital Corp</name>
        <lei>5493004EA6C9IHDZ7N66</lei>
        <title>STORE Capital Corp</title>
        <cusip>862121100</cusip>
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          <isin value="US8621211007"/>
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        <balance>124003.00000000</balance>
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        <curCd>USD</curCd>
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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>Cabot Corp</name>
        <lei>K05C0SER542GQ6VLRO68</lei>
        <title>Cabot Corp</title>
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          <isin value="US1270551013"/>
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        <balance>26272.00000000</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>
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          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="297146.64000000"/>
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      <invstOrSec>
        <name>Societe Generale</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="220224043_SLCOLLCASH"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2500000.00000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="O2RNE8IBXP4R0TD8PU41" name="Societe Generale"/>
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              <invstCat>EQT</invstCat>
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          <cashCollateralCondition cashCollateralVal="2500000.00000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>Hain Celestial Group Inc/The</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>Hain Celestial Group Inc/The</title>
        <cusip>405217100</cusip>
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          <isin value="US4052171000"/>
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        <balance>41904.00000000</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>R1 RCM Inc</name>
        <lei>N/A</lei>
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        <cusip>77634L105</cusip>
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          <isin value="US77634L1052"/>
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        <curCd>USD</curCd>
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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>Lancaster Colony Corp</name>
        <lei>529900X4O13HED1ZAS58</lei>
        <title>Lancaster Colony 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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      <invstOrSec>
        <name>CIBC NY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Evercore Inc</name>
        <lei>529900P6KLPT95DW3W58</lei>
        <title>Evercore Inc</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Amkor Technology Inc</name>
        <lei>529900VHLRTKPWZJBM84</lei>
        <title>Amkor Technology Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Jones Lang LaSalle Inc</name>
        <lei>6SYKCME112RT8TQUO411</lei>
        <title>Jones Lang LaSalle Inc</title>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Toro Co/The</name>
        <lei>YJKE4YIT6BWQHVEW0D14</lei>
        <title>Toro Co/The</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EnerSys</name>
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        <title>EnerSys</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Trex Co Inc</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Highwoods Properties Inc</name>
        <lei>ZIIGTYKL9T0X3HLTDX53</lei>
        <title>Highwoods Properties Inc</title>
        <cusip>431284108</cusip>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>International Bancshares Corp</name>
        <lei>549300Y16R531AU8TX77</lei>
        <title>International Bancshares 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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      <invstOrSec>
        <name>Old National Bancorp/IN</name>
        <lei>549300MMK90CL5KMVX16</lei>
        <title>Old National Bancorp/IN</title>
        <cusip>680033107</cusip>
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        <balance>136680.00000000</balance>
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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>Omnicell Inc</name>
        <lei>5493008RH0GTKHHPZI77</lei>
        <title>Omnicell Inc</title>
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          <isin value="US68213N1090"/>
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        <balance>20668.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <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>Avient Corp</name>
        <lei>SM8L9RZYIB34LNTWO040</lei>
        <title>Avient Corp</title>
        <cusip>05368V106</cusip>
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          <isin value="US05368V1061"/>
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        <balance>39890.00000000</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>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goodyear Tire &amp; Rubber Co/The</name>
        <lei>5493002BI0S2ZQUY3437</lei>
        <title>Goodyear Tire &amp; Rubber Co/The</title>
        <cusip>382550101</cusip>
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          <isin value="US3825501014"/>
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        <balance>131972.00000000</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>Synaptics Inc</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
        <title>Synaptics Inc</title>
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          <isin value="US87157D1090"/>
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        <balance>18489.00000000</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>National Instruments Corp</name>
        <lei>549300TP4OOPCYWDUP86</lei>
        <title>National Instruments Corp</title>
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          <isin value="US6365181022"/>
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        <balance>61746.00000000</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>COMMONWEALTH BANK AUS, NEW YORK</name>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-17</maturityDt>
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        <securityLending>
          <cashCollateralCondition cashCollateralVal="1000212.00000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>Repligen Corp</name>
        <lei>54930006QJ0T5AUO1E71</lei>
        <title>Repligen Corp</title>
        <cusip>759916109</cusip>
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          <isin value="US7599161095"/>
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        <balance>24083.00000000</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>Coca-Cola Consolidated Inc</name>
        <lei>57VG5X0E00X0QJU7CQ58</lei>
        <title>Coca-Cola Consolidated Inc</title>
        <cusip>191098102</cusip>
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          <isin value="US1910981026"/>
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        <balance>2148.00000000</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>Valvoline Inc</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>Valvoline Inc</title>
        <cusip>92047W101</cusip>
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          <isin value="US92047W1018"/>
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        <balance>82607.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2093261.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIC NY</name>
        <lei>N/A</lei>
        <title>CIC NY</title>
        <cusip>000000000</cusip>
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        <balance>3000351.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3000351.00000000</valUSD>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-25</maturityDt>
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          <cashCollateralCondition cashCollateralVal="3000351.00000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>Royal Gold Inc</name>
        <lei>5493001NGRU6SFL04184</lei>
        <title>Royal Gold Inc</title>
        <cusip>780287108</cusip>
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          <isin value="US7802871084"/>
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        <balance>30631.00000000</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>FirstCash Holdings Inc</name>
        <lei>N/A</lei>
        <title>FirstCash Holdings Inc</title>
        <cusip>33768G107</cusip>
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          <isin value="US33768G1076"/>
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        <balance>17779.00000000</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>Ashland Inc</name>
        <lei>529900E4L9R04SB8HB11</lei>
        <title>Ashland Inc</title>
        <cusip>044186104</cusip>
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          <isin value="US0441861046"/>
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        <balance>23243.00000000</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>Southwest Gas Holdings Inc</name>
        <lei>N/A</lei>
        <title>Southwest Gas Holdings Inc</title>
        <cusip>844895102</cusip>
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          <isin value="US8448951025"/>
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        <balance>28768.00000000</balance>
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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>ManpowerGroup Inc</name>
        <lei>ERO1WSFOSR0JJ6CRQ987</lei>
        <title>ManpowerGroup Inc</title>
        <cusip>56418H100</cusip>
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          <isin value="US56418H1005"/>
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        <balance>24146.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Steel Corp</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>United States Steel Corp</title>
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        <balance>110703.00000000</balance>
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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>Semtech Corp</name>
        <lei>549300J7WUY317SW6O61</lei>
        <title>Semtech Corp</title>
        <cusip>816850101</cusip>
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        <balance>29622.00000000</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>Interactive Brokers Group Inc</name>
        <lei>5493004DT6DCDUZNDM53</lei>
        <title>Interactive Brokers Group Inc</title>
        <cusip>45841N107</cusip>
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          <isin value="US45841N1072"/>
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        <balance>47993.00000000</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>Reinsurance Group of America Inc</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>Reinsurance Group of America Inc</title>
        <cusip>759351604</cusip>
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        <balance>31269.00000000</balance>
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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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        <name>JetBlue Airways Corp</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JetBlue Airways Corp</title>
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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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        <name>Terex Corp</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
        <title>Terex 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>MIZUHO BANK LIMITED NEW YORK</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>nVent Electric PLC</name>
        <lei>N/A</lei>
        <title>nVent Electric PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BDVJJQ56"/>
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        <balance>77692.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2455844.12000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MACOM Technology Solutions Holdings Inc</name>
        <lei>N/A</lei>
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          <isin value="US55405Y1001"/>
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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>Vicor Corp</name>
        <lei>5299005KMQOTR6B51F09</lei>
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          <isin value="US9258151029"/>
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        <balance>10376.00000000</balance>
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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>Primerica Inc</name>
        <lei>254900621R686KJR7022</lei>
        <title>Primerica Inc</title>
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          <isin value="US74164M1080"/>
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        <balance>17478.00000000</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>Sprouts Farmers Market Inc</name>
        <lei>529900P8F4G77Q52XE24</lei>
        <title>Sprouts Farmers Market Inc</title>
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          <isin value="US85208M1027"/>
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        <balance>50144.00000000</balance>
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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>Donaldson Co Inc</name>
        <lei>OZE6KXY9QQPR8EJ8WL20</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>Western Union Co/The</name>
        <lei>28ID94QU1140NC23S047</lei>
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          <isin value="US9598021098"/>
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        <balance>180014.00000000</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>Ollie's Bargain Outlet Holdings Inc</name>
        <lei>529900YO5DSQCPEFDZ05</lei>
        <title>Ollie's Bargain Outlet Holdings Inc</title>
        <cusip>681116109</cusip>
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          <isin value="US6811161099"/>
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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>Owens Corning</name>
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        <title>Owens Corning</title>
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          <isin value="US6907421019"/>
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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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      <invstOrSec>
        <name>KBR Inc</name>
        <lei>254900OFQDXZRKRCV808</lei>
        <title>KBR Inc</title>
        <cusip>48242W106</cusip>
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          <isin value="US48242W1062"/>
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        <balance>64885.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>H&amp;R Block Inc</name>
        <lei>549300CE3KUCWLZBG404</lei>
        <title>H&amp;R Block Inc</title>
        <cusip>093671105</cusip>
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          <isin value="US0936711052"/>
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        <balance>74475.00000000</balance>
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        <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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      <invstOrSec>
        <name>First American Financial Corp</name>
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        <title>First American Financial Corp</title>
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          <isin value="US31847R1023"/>
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        <balance>48607.00000000</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>Power Integrations Inc</name>
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        <title>Power Integrations 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>Olin Corp</name>
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        <title>Olin Corp</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Belden Inc</name>
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        <title>Belden Inc</title>
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        <name>New York Community Bancorp Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Polaris Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Affiliated Managers Group Inc</name>
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        <name>Associated Banc-Corp</name>
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        <name>Under Armour Inc</name>
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        <title>Under Armour Inc</title>
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        <name>Cirrus Logic Inc</name>
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        <title>Cirrus Logic Inc</title>
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        <name>Tandem Diabetes Care Inc</name>
        <lei>549300JEPFOD0K4D3I05</lei>
        <title>Tandem Diabetes Care Inc</title>
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        <name>Capri Holdings Ltd</name>
        <lei>549300LPG8W0H1OX3A26</lei>
        <title>Capri Holdings Ltd</title>
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        <assetCat>EC</assetCat>
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        <invCountry>VG</invCountry>

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        <name>Bread Financial Holdings Inc</name>
        <lei>549300G8S4PO686J7H97</lei>
        <title>Bread Financial Holdings Inc</title>
        <cusip>018581108</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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        <name>MillerKnoll Inc</name>
        <lei>U98HXD3PNK7HYU2MU887</lei>
        <title>MillerKnoll Inc</title>
        <cusip>600544100</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Coty Inc</name>
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      <invstOrSec>
        <name>Prosperity Bancshares Inc</name>
        <lei>N/A</lei>
        <title>Prosperity Bancshares Inc</title>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lithia Motors Inc</name>
        <lei>SE8N1EZEHPZQBCBVKD53</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>Helen of Troy Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>First Horizon Corp</name>
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        <name>Alleghany Corp</name>
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        <name>Cantor Fitzgeral &amp; Co</name>
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        <name>Under Armour Inc</name>
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        <name>MACQUARIE BANK LTD</name>
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        <name>Worthington Industries Inc</name>
        <lei>1WRCIANKYOIK6KYE5E82</lei>
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        <name>AGCO Corp</name>
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        <name>Casey's General Stores Inc</name>
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        <name>TD SYNNEX Corp</name>
        <lei>5493004HI6PFLF46NS53</lei>
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        <name>Bruker Corp</name>
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        <name>Lear Corp</name>
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        <title>Lear Corp</title>
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        <name>Tetra Tech Inc</name>
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        <name>CIBC NY</name>
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        <name>NATIONAL AUSTRALIA BANK LONDON</name>
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        <name>Qualys Inc</name>
        <lei>549300EMBXYOW9W1XA17</lei>
        <title>Qualys Inc</title>
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        <name>STATE STREET INST US GOVT FUND</name>
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        <name>Hanesbrands Inc</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>Hanesbrands Inc</title>
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        <name>Brighthouse Financial 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>Scotts Miracle-Gro Co/The</name>
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        <name>MGIC Investment Corp</name>
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        <name>Lincoln Electric Holdings Inc</name>
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        <name>WESTPAC BKG CORP, NEW YORK</name>
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        <name>Fox Factory Holding Corp</name>
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        <name>Synovus Financial Corp</name>
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        <name>Tempur Sealy International Inc</name>
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        <name>Coherent Corp</name>
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        <name>Kemper Corp</name>
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        <name>First Financial Bankshares Inc</name>
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        <name>Halozyme Therapeutics Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Iridium Communications Inc</name>
        <lei>549300U620NVQ4J1CT96</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Brink's Co/The</name>
        <lei>XFP140TFNOQMIVFTVQ13</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>Vontier Corp</name>
        <lei>549300VVSQLG4P5K4639</lei>
        <title>Vontier Corp</title>
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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>MasTec Inc</name>
        <lei>549300TMDIT8WREDOF45</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Rayonier Inc</name>
        <lei>HGV8VDVNL0W6SF2U9C50</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DT Midstream Inc</name>
        <lei>N/A</lei>
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          <isin value="US23345M1071"/>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Woodward Inc</name>
        <lei>YPYKXXTR8TFDH54ZMB45</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chemours Co/The</name>
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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>BJ's Wholesale Club Holdings Inc</name>
        <lei>549300UCIWH1C93V0J03</lei>
        <title>BJ's Wholesale Club Holdings Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United Therapeutics Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Darling Ingredients Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sunrun Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Ryder System Inc</name>
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        <name>ChampionX Corp</name>
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        <name>NOV Inc</name>
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        <name>Physicians Realty Trust</name>
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        <name>ALLIANCE BERNSTEIN GOVT FD</name>
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        <name>Societe Generale</name>
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        <name>Targa Resources Corp</name>
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        <name>Insperity Inc</name>
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        <name>Ingredion Inc</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>Ingredion Inc</title>
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        <name>Penumbra Inc</name>
        <lei>549300RGE06P3ECANU72</lei>
        <title>Penumbra Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Syneos Health Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Kohl's Corp</name>
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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>Regal Rexnord Corp</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Service Corp International/US</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Axon Enterprise Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UMB Financial Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Kite Realty Group Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Watts Water Technologies Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>AECOM</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Wingstop Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Williams-Sonoma Inc</name>
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        <fairValLevel>1</fairValLevel>
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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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        <title>Teradata Corp</title>
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        <name>Saia Inc</name>
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        <title>Saia Inc</title>
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        <name>Hubbell Inc</name>
        <lei>54930088VDQ6840Y6597</lei>
        <title>Hubbell Inc</title>
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        <name>Black Hills Corp</name>
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        <name>JBG SMITH Properties</name>
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        <name>Fluor Corp</name>
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        <name>Societe Generale</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>Kennametal Inc</name>
        <lei>549300GZDSG25XUV0Y08</lei>
        <title>Kennametal Inc</title>
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        <name>Integra LifeSciences Holdings Corp</name>
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        <name>Lamar Advertising Co</name>
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      <invstOrSec>
        <name>World Wrestling Entertainment Inc</name>
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        <name>Brixmor Property Group Inc</name>
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        <name>STANDARD CHARTERED NY</name>
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        <name>SUMITOMO BK NY</name>
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        <name>John Wiley &amp; Sons Inc</name>
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        <name>Greif Inc</name>
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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>LivaNova PLC</name>
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        <name>Universal Display Corp</name>
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        <name>Calix Inc</name>
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        <name>Corporate Office Properties Trust</name>
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        <name>Simpson Manufacturing Co Inc</name>
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        <name>SKANDANAVISKA ENSKILDA BANKEN</name>
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        <name>Flowserve Corp</name>
        <lei>6Y0GK87T6V7NJKZJVM41</lei>
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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>
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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>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MIZUHO BANK LIMITED NEW YORK</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Financial Group Inc/OH</name>
        <lei>549300AFOM7IVKIU1G39</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Crane Holdings Co</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Portland General Electric Co</name>
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        <title>Portland General Electric Co</title>
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        <balance>41645.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD,NY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Douglas Emmett Inc</name>
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        <name>Stericycle Inc</name>
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        <name>Post Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Societe Generale</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Carlisle Cos Inc</name>
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        <name>Perrigo Co PLC</name>
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        <name>GATX Corp</name>
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        <title>GATX Corp</title>
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        <name>RLI Corp</name>
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        <title>RLI Corp</title>
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        <name>NewMarket Corp</name>
        <lei>54930082CG88ERDREQ47</lei>
        <title>NewMarket Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Kirby Corp</name>
        <lei>I7NO6FZO5GUCG585T325</lei>
        <title>Kirby Corp</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Vishay Intertechnology Inc</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology Inc</title>
        <cusip>928298108</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Globus Medical Inc</name>
        <lei>5299003M2P4CIK0RF205</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Texas Roadhouse Inc</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Skechers USA Inc</name>
        <lei>529900D2R54KZPA4XR56</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Life Storage Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD,NY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Janus Henderson Group PLC</name>
        <lei>2138009WPYMWJN3RVF44</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Sabra Health Care REIT Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Topgolf Callaway Brands Corp</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Pebblebrook Hotel Trust</name>
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          <isin value="US70509V1008"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Cracker Barrel Old Country Store Inc</name>
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          <isin value="US22410J1060"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>OGE Energy Corp</name>
        <lei>CE5OG6JPOZMDSA0LAQ19</lei>
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          <isin value="US6708371033"/>
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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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        <name>Dycom Industries Inc</name>
        <lei>549300F56EKTHQI3WT60</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Essent Group Ltd</name>
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        <invCountry>BM</invCountry>

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        <fairValLevel>1</fairValLevel>
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        <name>First Industrial Realty Trust Inc</name>
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        <name>MSA Safety Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Home BancShares Inc/AR</name>
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        <name>Kyndryl Holdings Inc</name>
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        <name>IPG Photonics Corp</name>
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        <name>Unum Group</name>
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        <name>Spirit Realty Capital Inc</name>
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        <name>SUMITOMO BK NY</name>
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        <name>Medpace Holdings Inc</name>
        <lei>549300H8TYEUVTW14A54</lei>
        <title>Medpace Holdings Inc</title>
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        <name>Knight-Swift Transportation Holdings Inc</name>
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        <title>Knight-Swift Transportation Holdings Inc</title>
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        <name>Crocs Inc</name>
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        <title>Crocs Inc</title>
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        <name>Silgan Holdings Inc</name>
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        <name>Nu Skin Enterprises Inc</name>
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        <name>Grand Canyon Education Inc</name>
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        <name>Mattel Inc</name>
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        <name>AptarGroup Inc</name>
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        <name>AutoNation Inc</name>
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        <name>BANK OF NOVA SCOTIA HOUSTON</name>
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        <name>East West Bancorp Inc</name>
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        <name>AUSTRALIA AND NEW ZEALAND BK GRP LT</name>
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      <invstOrSec>
        <name>Paylocity Holding Corp</name>
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      <invstOrSec>
        <name>Littelfuse Inc</name>
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      <invstOrSec>
        <name>Werner Enterprises Inc</name>
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      <invstOrSec>
        <name>Antero Midstream Corp</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SLM Corp</name>
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      <invstOrSec>
        <name>Patterson Cos Inc</name>
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      <invstOrSec>
        <name>Envista Holdings Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Ciena Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Cable One Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Acuity Brands Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>IAA Inc</name>
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        <name>Essential Utilities Inc</name>
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        <name>Macy's Inc</name>
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        <name>Curtiss-Wright Corp</name>
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        <name>BANK OF NOVA SCOTIA HOUSTON</name>
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        <name>PotlatchDeltic Corp</name>
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        <name>Cathay General Bancorp</name>
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        <name>Watsco 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>
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        <name>NORINCHUKIN BANK NY</name>
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        <securityLending>
          <cashCollateralCondition cashCollateralVal="2000114.00000000" isCashCollateral="Y"/>
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      </invstOrSec>
      <invstOrSec>
        <name>HF Sinclair Corp</name>
        <lei>N/A</lei>
        <title>HF Sinclair Corp</title>
        <cusip>403949100</cusip>
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          <isin value="US4039491000"/>
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        <balance>67798.00000000</balance>
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        <curCd>USD</curCd>
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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>
      <invstOrSec>
        <name>Nordstrom Inc</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>Nordstrom Inc</title>
        <cusip>655664100</cusip>
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          <isin value="US6556641008"/>
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        <balance>52454.00000000</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>
      <invstOrSec>
        <name>BANK OF MONTREAL CHICAGO</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="220601051_SLCOLLCASH"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3000000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <cashCollateralCondition cashCollateralVal="3000000.00000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>Taylor Morrison Home Corp</name>
        <lei>5299009UDLLGLKOOJE30</lei>
        <title>Taylor Morrison Home Corp</title>
        <cusip>87724P106</cusip>
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          <isin value="US87724P1066"/>
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        <balance>53039.00000000</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>Graham Holdings Co</name>
        <lei>529900BOSCEEEMAFQJ29</lei>
        <title>Graham Holdings Co</title>
        <cusip>384637104</cusip>
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          <isin value="US3846371041"/>
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        <balance>1810.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>973743.80000000</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>ITT Inc</name>
        <lei>549300KDSERHTJOXUS80</lei>
        <title>ITT Inc</title>
        <cusip>45073V108</cusip>
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          <isin value="US45073V1089"/>
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        <balance>38592.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2521601.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>Shockwave Medical Inc</name>
        <lei>549300LDXO56IC5Y1538</lei>
        <title>Shockwave Medical Inc</title>
        <cusip>82489T104</cusip>
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          <isin value="US82489T1043"/>
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        <balance>16766.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4662121.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>Jazz Pharmaceuticals PLC</name>
        <lei>635400GAUMJCLEZRRV50</lei>
        <title>Jazz Pharmaceuticals PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE00B4Q5ZN47"/>
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        <balance>29251.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3898865.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avnet Inc</name>
        <lei>XJI53DCPL7QABOWK4Z75</lei>
        <title>Avnet Inc</title>
        <cusip>053807103</cusip>
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          <isin value="US0538071038"/>
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        <balance>44177.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1595673.24000000</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>First Solar Inc</name>
        <lei>549300NPYMLM4NHTOF27</lei>
        <title>First Solar Inc</title>
        <cusip>336433107</cusip>
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          <isin value="US3364331070"/>
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        <balance>46261.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6118942.47000000</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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          <loanByFundCondition isLoanByFund="Y" loanVal="6056821.80000000"/>
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      <invstOrSec>
        <name>Chemed Corp</name>
        <lei>54930020031IDJT2IM79</lei>
        <title>Chemed Corp</title>
        <cusip>16359R103</cusip>
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          <isin value="US16359R1032"/>
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        <balance>6956.00000000</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>ONE Gas Inc</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>ONE Gas Inc</title>
        <cusip>68235P108</cusip>
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          <isin value="US68235P1084"/>
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        <balance>25264.00000000</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>Cullen/Frost Bankers Inc</name>
        <lei>529900V2E9G9AY665O34</lei>
        <title>Cullen/Frost Bankers Inc</title>
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        <balance>29926.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Umpqua Holdings Corp</name>
        <lei>5299002ENJ7CY215BW86</lei>
        <title>Umpqua Holdings Corp</title>
        <cusip>904214103</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>Carter's Inc</name>
        <lei>5299003WAQK4R3L3ZU36</lei>
        <title>Carter's 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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      <invstOrSec>
        <name>Voya Financial Inc</name>
        <lei>549300T065Z4KJ686G75</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Columbia Sportswear Co</name>
        <lei>549300OTMCIEUXAH5Z60</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>National Storage Affiliates Trust</name>
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        <name>Washington Federal Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>National Bank Financial INC</name>
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      <invstOrSec>
        <name>Hancock Whitney Corp</name>
        <lei>549300GRNBWY8HIICT41</lei>
        <title>Hancock Whitney Corp</title>
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        <name>Esab Corp</name>
        <lei>549300ZNV0SWBXEIWT04</lei>
        <title>Esab Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Flowers Foods Inc</name>
        <lei>7YNCQQNDK8FBM9BBTK25</lei>
        <title>Flowers Foods Inc</title>
        <cusip>343498101</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>WEX Inc</name>
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        <name>Landstar System Inc</name>
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      <invstOrSec>
        <name>Novanta Inc</name>
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      <invstOrSec>
        <name>Progyny Inc</name>
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        <name>Boyd Gaming Corp</name>
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        <name>Kilroy Realty Corp</name>
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        <name>Federated Hermes Inc</name>
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        <name>OCBC NEW YORK</name>
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        <name>Option Care Health Inc</name>
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        <name>Cleveland-Cliffs Inc</name>
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        <name>SVENSKA NY</name>
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        <name>Travel + Leisure Co</name>
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        <name>MKS Instruments Inc</name>
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        <name>Concentrix Corp</name>
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        <name>LHC Group Inc</name>
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        <name>ACI Worldwide Inc</name>
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        <name>Euronet Worldwide Inc</name>
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        <name>Science Applications International Corp</name>
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        <name>Wolfspeed Inc</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>NCR Corp</name>
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        <title>NCR Corp</title>
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        <name>Envestnet Inc</name>
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        <name>Texas Capital Bancshares Inc</name>
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      <invstOrSec>
        <name>Fulton Financial Corp</name>
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      <invstOrSec>
        <name>Azenta Inc</name>
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        <name>IDACORP Inc</name>
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        <name>Gentex Corp</name>
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        <name>ALLETE Inc</name>
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        <name>Neurocrine Biosciences Inc</name>
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        <name>UGI Corp</name>
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        <name>Exelixis Inc</name>
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        <name>Webster Financial Corp</name>
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        <name>Sonoco Products Co</name>
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        <name>United States Treasury</name>
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        <name>Silicon Laboratories Inc</name>
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        <name>Leggett &amp; Platt Inc</name>
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        <name>CACI International Inc</name>
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        <name>PVH Corp</name>
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        <name>National Retail Properties Inc</name>
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        <name>Matador Resources Co</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>Haemonetics Corp</name>
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        <name>TEGNA Inc</name>
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        <name>Commerce Bancshares Inc/MO</name>
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        <name>Apartment Income REIT Corp</name>
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        <name>GameStop Corp</name>
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        <name>Lennox International Inc</name>
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        <name>NORDEA BANK ABP, NEW YORK BRANCH</name>
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        <name>Builders FirstSource Inc</name>
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        <name>Jefferies Financial Group Inc</name>
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        <name>ICU Medical Inc</name>
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        <name>Medical Properties Trust Inc</name>
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        <name>Enovis Corp</name>
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        <name>MIT UFJ TR NY</name>
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        <name>Southwestern Energy Co</name>
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        <name>New York Times Co/The</name>
        <lei>529900J1WEMMIW7BOH57</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Alcoa Corp</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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          <transCat>Repurchase</transCat>
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      <invstOrSec>
        <name>Univar Solutions Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Murphy USA Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CommVault Systems Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Clean Harbors Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Boston Beer Co Inc/The</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Glacier Bancorp Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Harley-Davidson Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Visteon Corp</name>
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        <assetCat>EC</assetCat>
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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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        <name>Gap Inc/The</name>
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        <title>Gap Inc/The</title>
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        <fairValLevel>1</fairValLevel>
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        <name>QuidelOrtho Corp</name>
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        <name>Deckers Outdoor Corp</name>
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        <name>Encompass Health Corp</name>
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        <name>Rexford Industrial Realty Inc</name>
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        <name>SL Green Realty Corp</name>
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        <name>CNX Resources Corp</name>
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        <name>Wyndham Hotels &amp; Resorts Inc</name>
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        <name>Adient PLC</name>
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        <title>Adient PLC</title>
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        <invCountry>IE</invCountry>

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        <fairValLevel>1</fairValLevel>
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        <name>Performance Food Group Co</name>
        <lei>549300EUK8GR9IT1YK57</lei>
        <title>Performance Food Group Co</title>
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        <name>Thor Industries Inc</name>
        <lei>254900XZO1228PDSG060</lei>
        <title>Thor Industries Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Valmont Industries Inc</name>
        <lei>5493009ZGZJJ8F77JN08</lei>
        <title>Valmont Industries Inc</title>
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        <name>Healthcare Realty Trust Inc</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>Ormat Technologies Inc</name>
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        <name>FNB Corp/PA</name>
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        <name>Dana Inc</name>
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        <name>TopBuild Corp</name>
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        <name>Blackbaud Inc</name>
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        <name>Fair Isaac Corp</name>
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        <name>Graco Inc</name>
        <lei>4T5VJ4S81BRT6Q7GGT78</lei>
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        <name>Reliance Steel &amp; Aluminum Co</name>
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        <name>Old Republic International Corp</name>
        <lei>549300IV6O2YY2A1KH37</lei>
        <title>Old Republic International Corp</title>
        <cusip>680223104</cusip>
        <identifiers>
          <isin value="US6802231042"/>
        </identifiers>
        <balance>134076.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2806210.68000000</valUSD>
        <pctVal>0.310341101195</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="57906.76000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Park Hotels &amp; Resorts Inc</name>
        <lei>5493005UZ5TQN0H6HS73</lei>
        <title>Park Hotels &amp; Resorts Inc</title>
        <cusip>700517105</cusip>
        <identifiers>
          <isin value="US7005171050"/>
        </identifiers>
        <balance>104924.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1181444.24000000</valUSD>
        <pctVal>0.130656870866</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>FTI Consulting Inc</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI Consulting Inc</title>
        <cusip>302941109</cusip>
        <identifiers>
          <isin value="US3029411093"/>
        </identifiers>
        <balance>16119.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2671079.49000000</valUSD>
        <pctVal>0.295396833963</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="2659108.64000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB Home</title>
        <cusip>48666K109</cusip>
        <identifiers>
          <isin value="US48666K1097"/>
        </identifiers>
        <balance>39425.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1021896.00000000</valUSD>
        <pctVal>0.113012302393</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>PacWest Bancorp</name>
        <lei>549300YI8VMFO7G36V04</lei>
        <title>PacWest Bancorp</title>
        <cusip>695263103</cusip>
        <identifiers>
          <isin value="US6952631033"/>
        </identifiers>
        <balance>54959.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1242073.40000000</valUSD>
        <pctVal>0.137361898544</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="122807.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natixis New York Branch</name>
        <lei>2549003L5ZG5M2ZSE107</lei>
        <title>Natixis New York Branch</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="220930031_SLCOLLCASH"/>
        </identifiers>
        <balance>15428728.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15428728.82000000</valUSD>
        <pctVal>1.706275557342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2549003L5ZG5M2ZSE107" name="Natixis New York Branch"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>2.95000000</repurchaseRt>
          <maturityDt>2022-10-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>16945977.58000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>15741172.16000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="15428728.82000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Genpact Ltd</name>
        <lei>529900OSEC6Q0L4L5B35</lei>
        <title>Genpact Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BMG3922B1072"/>
        </identifiers>
        <balance>78774.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3447937.98000000</valUSD>
        <pctVal>0.381310240600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ingevity Corp</name>
        <lei>5493009UTFC4B5IMGF87</lei>
        <title>Ingevity Corp</title>
        <cusip>45688C107</cusip>
        <identifiers>
          <isin value="US45688C1071"/>
        </identifiers>
        <balance>16690.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011914.70000000</valUSD>
        <pctVal>0.111908462380</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>Hanover Insurance Group Inc/The</name>
        <lei>JJYR6MFKFF6CF8DBZ078</lei>
        <title>Hanover Insurance Group Inc/The</title>
        <cusip>410867105</cusip>
        <identifiers>
          <isin value="US4108671052"/>
        </identifiers>
        <balance>16629.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2130840.06000000</valUSD>
        <pctVal>0.235651319911</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>Aspen Technology Inc</name>
        <lei>254900545H80W6GA2J08</lei>
        <title>Aspen Technology Inc</title>
        <cusip>29109X106</cusip>
        <identifiers>
          <isin value="US29109X1063"/>
        </identifiers>
        <balance>13504.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3216652.80000000</valUSD>
        <pctVal>0.355732226104</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>RenaissanceRe Holdings Ltd</name>
        <lei>EK6GB9U3U58PDI411C94</lei>
        <title>RenaissanceRe Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BMG7496G1033"/>
        </identifiers>
        <balance>20395.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2863254.05000000</valUSD>
        <pctVal>0.316649573466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Fuel Gas Co</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Co</title>
        <cusip>636180101</cusip>
        <identifiers>
          <isin value="US6361801011"/>
        </identifiers>
        <balance>42688.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2627446.40000000</valUSD>
        <pctVal>0.290571415367</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>Arrow Electronics Inc</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>Arrow Electronics Inc</title>
        <cusip>042735100</cusip>
        <identifiers>
          <isin value="US0427351004"/>
        </identifiers>
        <balance>29946.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2760721.74000000</valUSD>
        <pctVal>0.305310442651</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>HSBC US GOVT FUND LEX</name>
        <lei>N/A</lei>
        <title>HSBC US GOVT FUND LEX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="200514030_SLCOLLCASH"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5000000.00000000</valUSD>
        <pctVal>0.552954030513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="5000000.00000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BellRing Brands Inc</name>
        <lei>549300S3BOK5CMTS8054</lei>
        <title>BellRing Brands Inc</title>
        <cusip>07831C103</cusip>
        <identifiers>
          <isin value="US07831C1036"/>
        </identifiers>
        <balance>63205.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1302655.05000000</valUSD>
        <pctVal>0.144061672053</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>Annaly Capital Management Inc</name>
        <lei>2DTL0G3FPRYUT58TI025</lei>
        <title>Annaly Capital Management Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0357108390"/>
        </identifiers>
        <balance>201165.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3451991.40000000</valUSD>
        <pctVal>0.381758511585</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>SEI Investments Co</name>
        <lei>5LJTIFADGZ6XH1RVOC11</lei>
        <title>SEI Investments Co</title>
        <cusip>784117103</cusip>
        <identifiers>
          <isin value="US7841171033"/>
        </identifiers>
        <balance>48052.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2356950.60000000</valUSD>
        <pctVal>0.260657066798</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>SunPower Corp</name>
        <lei>549300TXO070764WUH65</lei>
        <title>SunPower Corp</title>
        <cusip>867652406</cusip>
        <identifiers>
          <isin value="US8676524064"/>
        </identifiers>
        <balance>39808.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>917176.32000000</valUSD>
        <pctVal>0.101431268567</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="375268.46000000"/>
        </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>31190.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1841457.60000000</valUSD>
        <pctVal>0.203648280387</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>2022-10-28</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>
  <documents>XXXX</documents>
</edgarSubmission>
