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value="FBHS"/></identifiers><balance>400000</balance><units>PA</units><curCd>USD</curCd><valUSD>399777</valUSD><pctVal>0.982</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-11</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>FORTUNE BRANDS HOME &amp; SE</name><lei>54930032LHW54PQUJD44</lei><title>Fortune Brands Home &amp; Security Inc</title><cusip>N/A</cusip><identifiers><isin value="US34965HGJ77"/><ticker value="FBHS"/></identifiers><balance>650000</balance><units>PA</units><curCd>USD</curCd><valUSD>649401</valUSD><pctVal>1.596</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-18</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HARLEY-DAVIDSON FINL SER</name><lei>RLUFFFFW4GRYU77BTS24</lei><title>HARLEY-DAVIDSON FINL SER</title><cusip>N/A</cusip><identifiers><isin value="US41282KG779"/><ticker value="HDFUND"/></identifiers><balance>1150000</balance><units>PA</units><curCd>USD</curCd><valUSD>1149564</valUSD><pctVal>2.825</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-07</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HEALTHPEAK PROPERTIES</name><lei>PZ9HF5U52KPF0MH0QN75</lei><title>Healthpeak Properties Inc</title><cusip>N/A</cusip><identifiers><isin value="US42250RHG74"/><ticker value="PEAK"/></identifiers><balance>2150000</balance><units>PA</units><curCd>USD</curCd><valUSD>2143884</valUSD><pctVal>5.268</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-08-16</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HUMANA INC</name><lei>529900YLDW34GJAO4J06</lei><title>Humana Inc</title><cusip>N/A</cusip><identifiers><isin value="US44486JGC71"/><ticker value="HUMPP"/></identifiers><balance>1850000</balance><units>PA</units><curCd>USD</curCd><valUSD>1848905</valUSD><pctVal>4.543</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-12</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JABIL INC</name><lei>5493000CGCQY2OQU7669</lei><title>JABIL INC</title><cusip>N/A</cusip><identifiers><isin value="US46652MG667"/><ticker value="JBLPP"/></identifiers><balance>300000</balance><units>PA</units><curCd>USD</curCd><valUSD>299887</valUSD><pctVal>0.737</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-06</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LEIDOS INC</name><lei>5493006I78VIN6J1BQ95</lei><title>Leidos Inc</title><cusip>N/A</cusip><identifiers><isin value="US52533BG143"/><ticker value="LEIDCP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1899887</valUSD><pctVal>4.669</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-01</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NEWELL BRANDS INC</name><lei>549300LWGYFM1TVO1Z12</lei><title>NEWELL BRANDS INC</title><cusip>N/A</cusip><identifiers><isin value="US65120NG685"/><ticker value="NWLPP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1899337</valUSD><pctVal>4.667</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-06</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ROGERS COMMUNICATIONS</name><lei>54930030NVF3Y2OL0A78</lei><title>ROGERS COMMUNICATIONS</title><cusip>N/A</cusip><identifiers><isin value="US77511MGE57"/><ticker value="ROGERS"/></identifiers><balance>2100000</balance><units>PA</units><curCd>USD</curCd><valUSD>2098439</valUSD><pctVal>5.156</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-14</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRANSCANADA PIPELINES</name><lei>5BV01I6231JPDAPMGH09</lei><title>TransCanada Pipelines Ltd</title><cusip>N/A</cusip><identifiers><isin value="US89355QJ157"/><ticker value="TCPLPP"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1992153</valUSD><pctVal>4.895</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-09-01</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VIATRIS INC</name><lei>254900ZZTSW7NL773X71</lei><title>VIATRIS INC</title><cusip>N/A</cusip><identifiers><isin value="US92557NG560"/><ticker value="VTRSCP"/></identifiers><balance>1650000</balance><units>PA</units><curCd>USD</curCd><valUSD>1649522</valUSD><pctVal>4.053</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-05</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Royal Bank of Canada</title><cusip>N/A</cusip><identifiers><other otherDesc="RBC SL TD" value="Internal ID"/></identifiers><balance>145498</balance><units>PA</units><curCd>USD</curCd><valUSD>145498</valUSD><pctVal>0.358</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.56</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><cashCollateralCondition cashCollateralVal="145498" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Aflac Inc</name><lei>549300N0B7DOGLXWPP39</lei><title>Aflac Inc</title><cusip>001055102</cusip><identifiers><isin value="US0010551028"/><ticker value="AFL US"/><other otherDesc="2026361" value="Sedol"/></identifiers><balance>774</balance><units>NS</units><curCd>USD</curCd><valUSD>42825</valUSD><pctVal>0.105</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>AGNC Investment Corp</name><lei>5TRACI5HRMELWV32OF39</lei><title>AGNC Investment Corp</title><cusip>00123Q104</cusip><identifiers><isin value="US00123Q1040"/><ticker value="AGNC US"/><other otherDesc="BYYHJL8" value="Sedol"/></identifiers><balance>3863</balance><units>NS</units><curCd>USD</curCd><valUSD>42763</valUSD><pctVal>0.105</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>AES Corp/The</name><lei>2NUNNB7D43COUIRE5295</lei><title>AES Corp/VA</title><cusip>00130H105</cusip><identifiers><isin value="US00130H1059"/><ticker value="AES US"/><other otherDesc="2002479" value="Sedol"/></identifiers><balance>3281</balance><units>NS</units><curCd>USD</curCd><valUSD>68934</valUSD><pctVal>0.169</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>AT&amp;T Inc</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>00206R102</cusip><identifiers><isin value="US00206R1023"/><ticker value="T US"/><other otherDesc="2831811" value="Sedol"/></identifiers><balance>3194</balance><units>NS</units><curCd>USD</curCd><valUSD>66946</valUSD><pctVal>0.165</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>Abbott Laboratories</name><lei>HQD377W2YR662HK5JX27</lei><title>Abbott Laboratories</title><cusip>002824100</cusip><identifiers><isin value="US0028241000"/><ticker value="ABT US"/><other otherDesc="2002305" value="Sedol"/></identifiers><balance>394</balance><units>NS</units><curCd>USD</curCd><valUSD>42808</valUSD><pctVal>0.105</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>Allstate Corp/The</name><lei>OBT0W1ED8G0NWVOLOJ77</lei><title>Allstate Corp</title><cusip>020002101</cusip><identifiers><isin value="US0200021014"/><ticker value="ALL US"/><other otherDesc="2019952" value="Sedol"/></identifiers><balance>339</balance><units>NS</units><curCd>USD</curCd><valUSD>42961</valUSD><pctVal>0.106</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>Alphabet Inc</name><lei>5493006MHB84DD0ZWV18</lei><title>Alphabet Inc - Class C</title><cusip>02079K107</cusip><identifiers><isin value="US02079K1079"/><ticker value="GOOG US"/><other otherDesc="BYY88Y7" value="Sedol"/></identifiers><balance>16</balance><units>NS</units><curCd>USD</curCd><valUSD>34999</valUSD><pctVal>0.086</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>Alphabet Inc</name><lei>5493006MHB84DD0ZWV18</lei><title>Alphabet Inc - Class A</title><cusip>02079K305</cusip><identifiers><isin value="US02079K3059"/><ticker value="GOOGL US"/><other otherDesc="BYVY8G0" value="Sedol"/></identifiers><balance>19</balance><units>NS</units><curCd>USD</curCd><valUSD>41406</valUSD><pctVal>0.102</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>Altria Group Inc</name><lei>XSGZFLO9YTNO9VCQV219</lei><title>Altria Group Inc</title><cusip>02209S103</cusip><identifiers><isin value="US02209S1033"/><ticker value="MO US"/><other otherDesc="2692632" value="Sedol"/></identifiers><balance>887</balance><units>NS</units><curCd>USD</curCd><valUSD>37050</valUSD><pctVal>0.091</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>Amazon.com Inc</name><lei>ZXTILKJKG63JELOEG630</lei><title>Amazon.com Inc</title><cusip>023135106</cusip><identifiers><isin value="US0231351067"/><ticker value="AMZN US"/><other otherDesc="2000019" value="Sedol"/></identifiers><balance>924</balance><units>NS</units><curCd>USD</curCd><valUSD>98138</valUSD><pctVal>0.241</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>American Electric Power Co Inc</name><lei>1B4S6S7G0TW5EE83BO58</lei><title>American Electric Power Co Inc</title><cusip>025537101</cusip><identifiers><isin value="US0255371017"/><ticker value="AEP US"/><other otherDesc="2026242" value="Sedol"/></identifiers><balance>246</balance><units>NS</units><curCd>USD</curCd><valUSD>23601</valUSD><pctVal>0.058</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>Americold Realty Trust Inc</name><lei>549300R7N1V5YV8MWH02</lei><title>Americold Realty Trust</title><cusip>03064D108</cusip><identifiers><isin value="US03064D1081"/><ticker value="COLD US"/><other otherDesc="B3SKZK7" value="Sedol"/></identifiers><balance>1496</balance><units>NS</units><curCd>USD</curCd><valUSD>44940</valUSD><pctVal>0.11</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>AmerisourceBergen Corp</name><lei>AI8GXW8LG5WK7E9UD086</lei><title>AmerisourceBergen Corp</title><cusip>03073E105</cusip><identifiers><isin value="US03073E1055"/><ticker value="ABC US"/><other otherDesc="2795393" 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value="Sedol"/></identifiers><balance>1981</balance><units>NS</units><curCd>USD</curCd><valUSD>35044</valUSD><pctVal>0.086</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>Berkshire Hathaway Inc</name><lei>5493000C01ZX7D35SD85</lei><title>Berkshire Hathaway Inc</title><cusip>084670702</cusip><identifiers><isin value="US0846707026"/><ticker value="BRK/B US"/><other otherDesc="2073390" value="Sedol"/></identifiers><balance>68</balance><units>NS</units><curCd>USD</curCd><valUSD>18565</valUSD><pctVal>0.046</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>Blackstone Mortgage Trust Inc</name><lei>549300OLDJ20R2Y2UW20</lei><title>Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A'</title><cusip>09257W100</cusip><identifiers><isin value="US09257W1009"/><ticker value="BXMT US"/><other otherDesc="B94QHZ0" value="Sedol"/></identifiers><balance>2320</balance><units>NS</units><curCd>USD</curCd><valUSD>64194</valUSD><pctVal>0.158</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>BorgWarner Inc</name><lei>549300DSFX2IE88NSX47</lei><title>BorgWarner Inc</title><cusip>099724106</cusip><identifiers><isin value="US0997241064"/><ticker value="BWA US"/><other otherDesc="2111955" value="Sedol"/></identifiers><balance>1176</balance><units>NS</units><curCd>USD</curCd><valUSD>39243</valUSD><pctVal>0.096</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>Boston Scientific Corp</name><lei>Y6ZDD9FP4P8JSSJMW954</lei><title>Boston Scientific Corp</title><cusip>101137107</cusip><identifiers><isin value="US1011371077"/><ticker value="BSX US"/><other otherDesc="2113434" value="Sedol"/></identifiers><balance>2265</balance><units>NS</units><curCd>USD</curCd><valUSD>84417</valUSD><pctVal>0.207</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>Bristol-Myers Squibb Co</name><lei>HLYYNH7UQUORYSJQCN42</lei><title>Bristol-Myers Squibb Co</title><cusip>110122108</cusip><identifiers><isin value="US1101221083"/><ticker value="BMY US"/><other otherDesc="2126335" value="Sedol"/></identifiers><balance>912</balance><units>NS</units><curCd>USD</curCd><valUSD>70224</valUSD><pctVal>0.173</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>CBRE Group Inc</name><lei>52990016II9MJ2OSWA10</lei><title>CBRE Group Inc</title><cusip>12504L109</cusip><identifiers><isin value="US12504L1098"/><ticker value="CBRE US"/><other otherDesc="B6WVMH3" value="Sedol"/></identifiers><balance>626</balance><units>NS</units><curCd>USD</curCd><valUSD>46080</valUSD><pctVal>0.113</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>CH Robinson Worldwide Inc</name><lei>529900WNWN5L0OVDHA79</lei><title>CH Robinson Worldwide Inc</title><cusip>12541W209</cusip><identifiers><isin value="US12541W2098"/><ticker value="CHRW US"/><other otherDesc="2116228" value="Sedol"/></identifiers><balance>438</balance><units>NS</units><curCd>USD</curCd><valUSD>44400</valUSD><pctVal>0.109</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>Caesars Entertainment Inc</name><lei>549300FA4CTCW903Y781</lei><title>Caesars Entertainment Inc</title><cusip>12769G100</cusip><identifiers><isin value="US12769G1004"/><ticker value="CZR US"/><other otherDesc="BMWWGB0" value="Sedol"/></identifiers><balance>413</balance><units>NS</units><curCd>USD</curCd><valUSD>15818</valUSD><pctVal>0.039</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>Campbell Soup Co</name><lei>5493007JDSMX8Z5Z1902</lei><title>Campbell Soup Co</title><cusip>134429109</cusip><identifiers><isin value="US1344291091"/><ticker value="CPB US"/><other otherDesc="2162845" value="Sedol"/></identifiers><balance>1991</balance><units>NS</units><curCd>USD</curCd><valUSD>95668</valUSD><pctVal>0.235</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>CIBC</name><lei>2IGI19DL77OX0HC3ZE78</lei><title>Canadian Imperial Bank of Commerce</title><cusip>136069101</cusip><identifiers><isin value="CA1360691010"/><ticker value="CM US"/><other otherDesc="2418872" 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value="Sedol"/></identifiers><balance>384</balance><units>NS</units><curCd>USD</curCd><valUSD>43188</valUSD><pctVal>0.106</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>Cardinal Health Inc</name><lei>CCU46N3GJMF4OK4N7U60</lei><title>Cardinal Health Inc</title><cusip>14149Y108</cusip><identifiers><isin value="US14149Y1082"/><ticker value="CAH US"/><other otherDesc="2175672" value="Sedol"/></identifiers><balance>1261</balance><units>NS</units><curCd>USD</curCd><valUSD>65912</valUSD><pctVal>0.162</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>CenterPoint Energy Inc</name><lei>21TPXMRRHFKOBHDC8J74</lei><title>CenterPoint Energy Inc</title><cusip>15189T107</cusip><identifiers><isin value="US15189T1079"/><ticker value="CNP US"/><other otherDesc="2440637" 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value="Sedol"/></identifiers><balance>351</balance><units>NS</units><curCd>USD</curCd><valUSD>46694</valUSD><pctVal>0.115</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>Chevron Corp</name><lei>N/A</lei><title>Chevron Corp</title><cusip>166764100</cusip><identifiers><isin value="US1667641005"/><ticker value="CVX US"/><other otherDesc="2838555" value="Sedol"/></identifiers><balance>151</balance><units>NS</units><curCd>USD</curCd><valUSD>21862</valUSD><pctVal>0.054</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>Church &amp; Dwight Co Inc</name><lei>POOXSI30AWAQGYJZC921</lei><title>Church &amp; Dwight Co Inc</title><cusip>171340102</cusip><identifiers><isin value="US1713401024"/><ticker value="CHD US"/><other otherDesc="2195841" value="Sedol"/></identifiers><balance>491</balance><units>NS</units><curCd>USD</curCd><valUSD>45496</valUSD><pctVal>0.112</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>Coca-Cola Co/The</name><lei>UWJKFUJFZ02DKWI3RY53</lei><title>Coca-Cola Co</title><cusip>191216100</cusip><identifiers><isin value="US1912161007"/><ticker value="KO US"/><other otherDesc="2206657" value="Sedol"/></identifiers><balance>684</balance><units>NS</units><curCd>USD</curCd><valUSD>43030</valUSD><pctVal>0.106</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>Conagra Brands Inc</name><lei>54930035UDEIH090K650</lei><title>Conagra Brands Inc</title><cusip>205887102</cusip><identifiers><isin value="US2058871029"/><ticker value="CAG US"/><other otherDesc="2215460" 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value="Sedol"/></identifiers><balance>474</balance><units>NS</units><curCd>USD</curCd><valUSD>43689</valUSD><pctVal>0.107</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>Xtrackers Harvest CSI 300 Chin</name><lei>549300KGVW9YY7MPVQ67</lei><title>Xtrackers Harvest CSI 300 China A-Shares Fund</title><cusip>233051879</cusip><identifiers><isin value="US2330518794"/><ticker value="ASHR US"/><other otherDesc="BG6N3R2" 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value="Sedol"/></identifiers><balance>116</balance><units>NS</units><curCd>USD</curCd><valUSD>34739</valUSD><pctVal>0.085</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>Dell Technologies Inc</name><lei>549300TJB5YBRUPOG437</lei><title>Dell Technologies Inc</title><cusip>24703L202</cusip><identifiers><isin value="US24703L2025"/><ticker value="DELL US"/><other otherDesc="BHKD3S6" value="Sedol"/></identifiers><balance>881</balance><units>NS</units><curCd>USD</curCd><valUSD>40711</valUSD><pctVal>0.1</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>Delta Air Lines Inc</name><lei>Q2CCMS6R0AS67HJMBN42</lei><title>Delta Air Lines Inc</title><cusip>247361702</cusip><identifiers><isin value="US2473617023"/><ticker value="DAL US"/><other otherDesc="B1W9D46" value="Sedol"/></identifiers><balance>403</balance><units>NS</units><curCd>USD</curCd><valUSD>11675</valUSD><pctVal>0.029</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>Walt Disney Co/The</name><lei>549300GZKULIZ0WOW665</lei><title>Walt Disney Co</title><cusip>254687106</cusip><identifiers><isin value="US2546871060"/><ticker value="DIS US"/><other otherDesc="2270726" value="Sedol"/></identifiers><balance>744</balance><units>NS</units><curCd>USD</curCd><valUSD>70234</valUSD><pctVal>0.173</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>Dominion Energy Inc</name><lei>ILUL7B6Z54MRYCF6H308</lei><title>Dominion Energy Inc</title><cusip>25746U109</cusip><identifiers><isin value="US25746U1097"/><ticker value="D US"/><other otherDesc="2542049" value="Sedol"/></identifiers><balance>845</balance><units>NS</units><curCd>USD</curCd><valUSD>67439</valUSD><pctVal>0.166</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>Dow Inc</name><lei>5493003S21INSLK2IP73</lei><title>Dow Inc</title><cusip>260557103</cusip><identifiers><isin value="US2605571031"/><ticker value="DOW US"/><other otherDesc="BHXCF84" value="Sedol"/></identifiers><balance>747</balance><units>NS</units><curCd>USD</curCd><valUSD>38553</valUSD><pctVal>0.095</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>EPR Properties</name><lei>549300YSSXFHMPOWZ492</lei><title>EPR Properties</title><cusip>26884U109</cusip><identifiers><isin value="US26884U1097"/><ticker value="EPR US"/><other otherDesc="B8XXZP1" value="Sedol"/></identifiers><balance>923</balance><units>NS</units><curCd>USD</curCd><valUSD>43316</valUSD><pctVal>0.106</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>Edison International</name><lei>549300I7ROF15MAEVP56</lei><title>Edison International</title><cusip>281020107</cusip><identifiers><isin value="US2810201077"/><ticker value="EIX US"/><other otherDesc="2829515" value="Sedol"/></identifiers><balance>1373</balance><units>NS</units><curCd>USD</curCd><valUSD>86829</valUSD><pctVal>0.213</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>Electronic Arts Inc</name><lei>549300O7A67PUEYKDL45</lei><title>Electronic Arts Inc</title><cusip>285512109</cusip><identifiers><isin value="US2855121099"/><ticker value="EA US"/><other otherDesc="2310194" value="Sedol"/></identifiers><balance>381</balance><units>NS</units><curCd>USD</curCd><valUSD>46349</valUSD><pctVal>0.114</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>Emerson Electric Co</name><lei>FGLT0EWZSUIRRITFOA30</lei><title>Emerson Electric Co</title><cusip>291011104</cusip><identifiers><isin value="US2910111044"/><ticker value="EMR US"/><other otherDesc="2313405" value="Sedol"/></identifiers><balance>488</balance><units>NS</units><curCd>USD</curCd><valUSD>38816</valUSD><pctVal>0.095</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>Enbridge Inc</name><lei>98TPTUM4IVMFCZBCUR27</lei><title>Enbridge Inc</title><cusip>29250N105</cusip><identifiers><isin value="CA29250N1050"/><ticker value="ENB US"/><other otherDesc="2478906" value="Sedol"/></identifiers><balance>1466</balance><units>NS</units><curCd>USD</curCd><valUSD>61953</valUSD><pctVal>0.152</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>Entergy Corp</name><lei>4XM3TW50JULSLG8BNC79</lei><title>Entergy Corp</title><cusip>29364G103</cusip><identifiers><isin value="US29364G1031"/><ticker value="ETR US"/><other otherDesc="2317087" value="Sedol"/></identifiers><balance>207</balance><units>NS</units><curCd>USD</curCd><valUSD>23316</valUSD><pctVal>0.057</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>Equifax Inc</name><lei>5493004MCF8JDC86VS77</lei><title>Equifax Inc</title><cusip>294429105</cusip><identifiers><isin value="US2944291051"/><ticker value="EFX US"/><other otherDesc="2319146" value="Sedol"/></identifiers><balance>244</balance><units>NS</units><curCd>USD</curCd><valUSD>44598</valUSD><pctVal>0.11</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>Equity Residential</name><lei>5493008RACSH5EP3PI59</lei><title>Equity Residential</title><cusip>29476L107</cusip><identifiers><isin value="US29476L1070"/><ticker value="EQR US"/><other otherDesc="2319157" value="Sedol"/></identifiers><balance>541</balance><units>NS</units><curCd>USD</curCd><valUSD>39071</valUSD><pctVal>0.096</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>Exelon Corp</name><lei>3SOUA6IRML7435B56G12</lei><title>Exelon Corp</title><cusip>30161N101</cusip><identifiers><isin value="US30161N1019"/><ticker value="EXC US"/><other otherDesc="2670519" value="Sedol"/></identifiers><balance>2011</balance><units>NS</units><curCd>USD</curCd><valUSD>91139</valUSD><pctVal>0.224</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>Extra Space Storage Inc</name><lei>529900SDJHKRQWED6A16</lei><title>Extra Space Storage Inc</title><cusip>30225T102</cusip><identifiers><isin value="US30225T1025"/><ticker value="EXR US"/><other otherDesc="B02HWR9" value="Sedol"/></identifiers><balance>402</balance><units>NS</units><curCd>USD</curCd><valUSD>68388</valUSD><pctVal>0.168</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>FS KKR Capital Corp</name><lei>549300TYRSI1T21B1360</lei><title>FS KKR Capital Corp</title><cusip>302635206</cusip><identifiers><isin value="US3026352068"/><ticker value="FSK US"/><other otherDesc="BLPJL16" value="Sedol"/></identifiers><balance>2145</balance><units>NS</units><curCd>USD</curCd><valUSD>41656</valUSD><pctVal>0.102</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>RF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Meta Platforms Inc</name><lei>BQ4BKCS1HXDV9HN80Z93</lei><title>Facebook Inc</title><cusip>30303M102</cusip><identifiers><isin value="US30303M1027"/><ticker value="META US"/><other otherDesc="B7TL820" value="Sedol"/></identifiers><balance>368</balance><units>NS</units><curCd>USD</curCd><valUSD>59340</valUSD><pctVal>0.146</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>Fastenal Co</name><lei>529900PP0C7H2HHPSJ32</lei><title>Fastenal Co</title><cusip>311900104</cusip><identifiers><isin value="US3119001044"/><ticker value="FAST US"/><other otherDesc="2332262" value="Sedol"/></identifiers><balance>872</balance><units>NS</units><curCd>USD</curCd><valUSD>43530</valUSD><pctVal>0.107</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>Fidelity National Financial In</name><lei>549300CAZYIH39SYQ287</lei><title>Fidelity National Financial Inc</title><cusip>31620R303</cusip><identifiers><isin value="US31620R3030"/><ticker value="FNF US"/><other otherDesc="BNBRDD4" value="Sedol"/></identifiers><balance>1645</balance><units>NS</units><curCd>USD</curCd><valUSD>60799</valUSD><pctVal>0.149</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>FirstEnergy Corp</name><lei>549300SVYJS666PQJH88</lei><title>FirstEnergy Corp</title><cusip>337932107</cusip><identifiers><isin value="US3379321074"/><ticker value="FE US"/><other otherDesc="2100920" value="Sedol"/></identifiers><balance>1126</balance><units>NS</units><curCd>USD</curCd><valUSD>43227</valUSD><pctVal>0.106</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>Ford Motor Co</name><lei>20S05OYHG0MQM4VUIC57</lei><title>Ford Motor Co</title><cusip>345370860</cusip><identifiers><isin value="US3453708600"/><ticker value="F US"/><other otherDesc="2615468" value="Sedol"/></identifiers><balance>3538</balance><units>NS</units><curCd>USD</curCd><valUSD>39378</valUSD><pctVal>0.097</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>Fortive Corp</name><lei>549300MU9YQJYHDQEF63</lei><title>Fortive Corp</title><cusip>34959J108</cusip><identifiers><isin value="US34959J1088"/><ticker value="FTV US"/><other otherDesc="BYT3MK1" value="Sedol"/></identifiers><balance>1129</balance><units>NS</units><curCd>USD</curCd><valUSD>61395</valUSD><pctVal>0.151</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>Fox Corp</name><lei>549300DDU6FDRBIELS05</lei><title>Fox Corp - Class A</title><cusip>35137L105</cusip><identifiers><isin value="US35137L1052"/><ticker value="FOXA US"/><other otherDesc="BJJMGL2" 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value="Sedol"/></identifiers><balance>333</balance><units>NS</units><curCd>USD</curCd><valUSD>44289</valUSD><pctVal>0.109</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>Gilead Sciences Inc</name><lei>549300WTZWR07K8MNV44</lei><title>Gilead Sciences Inc</title><cusip>375558103</cusip><identifiers><isin value="US3755581036"/><ticker value="GILD US"/><other otherDesc="2369174" 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value="Sedol"/></identifiers><balance>1590</balance><units>NS</units><curCd>USD</curCd><valUSD>44377</valUSD><pctVal>0.109</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>Healthpeak Properties Inc</name><lei>PZ9HF5U52KPF0MH0QN75</lei><title>Healthpeak Properties Inc</title><cusip>42250P103</cusip><identifiers><isin value="US42250P1030"/><ticker value="PEAK US"/><other otherDesc="BJBLRK3" value="Sedol"/></identifiers><balance>709</balance><units>NS</units><curCd>USD</curCd><valUSD>18370</valUSD><pctVal>0.045</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>Hologic Inc</name><lei>549300DYP6F5ZJL0LB74</lei><title>Hologic Inc</title><cusip>436440101</cusip><identifiers><isin value="US4364401012"/><ticker value="HOLX US"/><other otherDesc="2433530" value="Sedol"/></identifiers><balance>608</balance><units>NS</units><curCd>USD</curCd><valUSD>42134</valUSD><pctVal>0.104</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>Hormel Foods Corp</name><lei>MSD54751OJP1FS2ND863</lei><title>Hormel Foods Corp</title><cusip>440452100</cusip><identifiers><isin value="US4404521001"/><ticker value="HRL US"/><other otherDesc="2437264" value="Sedol"/></identifiers><balance>921</balance><units>NS</units><curCd>USD</curCd><valUSD>43619</valUSD><pctVal>0.107</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>Hovnanian Enterprises Inc</name><lei>549300805N4EF0ROBT53</lei><title>Hovnanian Enterprises Inc - Class A</title><cusip>442487401</cusip><identifiers><isin value="US4424874018"/><ticker value="HOV US"/><other otherDesc="BJ5KPZ7" value="Sedol"/></identifiers><balance>271</balance><units>NS</units><curCd>USD</curCd><valUSD>11596</valUSD><pctVal>0.028</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>Huntington Bancshares Inc/OH</name><lei>549300XTVCVV9I7B5T19</lei><title>Huntington Bancshares Inc/OH</title><cusip>446150104</cusip><identifiers><isin value="US4461501045"/><ticker value="HBAN US"/><other otherDesc="2445966" value="Sedol"/></identifiers><balance>3427</balance><units>NS</units><curCd>USD</curCd><valUSD>41227</valUSD><pctVal>0.101</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>Huntington Ingalls Industries</name><lei>5TZLZ6WJTBVJ0QWBG121</lei><title>Huntington Ingalls Industries Inc</title><cusip>446413106</cusip><identifiers><isin value="US4464131063"/><ticker value="HII US"/><other otherDesc="B40SSC9" value="Sedol"/></identifiers><balance>240</balance><units>NS</units><curCd>USD</curCd><valUSD>52277</valUSD><pctVal>0.128</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>Huntsman Corp</name><lei>5299000V56320A7RIQ67</lei><title>Huntsman Corp</title><cusip>447011107</cusip><identifiers><isin value="US4470111075"/><ticker value="HUN US"/><other otherDesc="B0650B9" value="Sedol"/></identifiers><balance>2067</balance><units>NS</units><curCd>USD</curCd><valUSD>58599</valUSD><pctVal>0.144</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>Illinois Tool Works Inc</name><lei>76NA4I14SZCFAYMNSV04</lei><title>Illinois Tool Works Inc</title><cusip>452308109</cusip><identifiers><isin value="US4523081093"/><ticker value="ITW US"/><other otherDesc="2457552" value="Sedol"/></identifiers><balance>232</balance><units>NS</units><curCd>USD</curCd><valUSD>42282</valUSD><pctVal>0.104</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>Ingersoll Rand Inc</name><lei>5299004C02FMZCUOIR50</lei><title>Ingersoll Rand Inc</title><cusip>45687V106</cusip><identifiers><isin value="US45687V1061"/><ticker value="IR US"/><other otherDesc="BL5GZ82" value="Sedol"/></identifiers><balance>987</balance><units>NS</units><curCd>USD</curCd><valUSD>41533</valUSD><pctVal>0.102</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>Intercontinental Exchange Inc</name><lei>5493000F4ZO33MV32P92</lei><title>Intercontinental Exchange Inc</title><cusip>45866F104</cusip><identifiers><isin value="US45866F1049"/><ticker value="ICE US"/><other otherDesc="BFSSDS9" value="Sedol"/></identifiers><balance>181</balance><units>NS</units><curCd>USD</curCd><valUSD>17021</valUSD><pctVal>0.042</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>Invitation Homes Inc</name><lei>N/A</lei><title>Invitation Homes Inc</title><cusip>46187W107</cusip><identifiers><isin value="US46187W1071"/><ticker value="INVH US"/><other otherDesc="BD81GW9" value="Sedol"/></identifiers><balance>1288</balance><units>NS</units><curCd>USD</curCd><valUSD>45827</valUSD><pctVal>0.113</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>iShares China Large-Cap ETF</name><lei>5493001YVWPO25CNKN94</lei><title>iShares FTSE / Xinhua China 25 Index Fund</title><cusip>464287184</cusip><identifiers><isin value="US4642871846"/><ticker value="FXI US"/><other otherDesc="B0357H7" value="Sedol"/></identifiers><balance>907</balance><units>NS</units><curCd>USD</curCd><valUSD>30756</valUSD><pctVal>0.076</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>RF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Johnson &amp; Johnson</name><lei>549300G0CFPGEF6X2043</lei><title>Johnson &amp; Johnson</title><cusip>478160104</cusip><identifiers><isin value="US4781601046"/><ticker value="JNJ US"/><other otherDesc="2475833" value="Sedol"/></identifiers><balance>245</balance><units>NS</units><curCd>USD</curCd><valUSD>43490</valUSD><pctVal>0.107</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>Juniper Networks Inc</name><lei>AUHIXNGG7U2U7JEHM527</lei><title>Juniper Networks Inc</title><cusip>48203R104</cusip><identifiers><isin value="US48203R1041"/><ticker value="JNPR US"/><other otherDesc="2431846" value="Sedol"/></identifiers><balance>2298</balance><units>NS</units><curCd>USD</curCd><valUSD>65493</valUSD><pctVal>0.161</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>Kellogg Co</name><lei>LONOZNOJYIBXOHXWDB86</lei><title>Kellogg Co</title><cusip>487836108</cusip><identifiers><isin value="US4878361082"/><ticker value="K US"/><other otherDesc="2486813" value="Sedol"/></identifiers><balance>608</balance><units>NS</units><curCd>USD</curCd><valUSD>43375</valUSD><pctVal>0.107</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>Keurig Dr Pepper Inc</name><lei>DYTQ8KRTKO7Y2BVU5K74</lei><title>Keurig Dr Pepper Inc</title><cusip>49271V100</cusip><identifiers><isin value="US49271V1008"/><ticker value="KDP US"/><other otherDesc="BD3W133" value="Sedol"/></identifiers><balance>1830</balance><units>NS</units><curCd>USD</curCd><valUSD>64764</valUSD><pctVal>0.159</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>KeyCorp</name><lei>RKPI3RZGV1V1FJTH5T61</lei><title>KeyCorp</title><cusip>493267108</cusip><identifiers><isin value="US4932671088"/><ticker value="KEY US"/><other otherDesc="2490911" value="Sedol"/></identifiers><balance>3519</balance><units>NS</units><curCd>USD</curCd><valUSD>60632</valUSD><pctVal>0.149</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>Kimberly-Clark Corp</name><lei>MP3J6QPYPGN75NVW2S34</lei><title>Kimberly-Clark Corp</title><cusip>494368103</cusip><identifiers><isin value="US4943681035"/><ticker value="KMB US"/><other otherDesc="2491839" value="Sedol"/></identifiers><balance>385</balance><units>NS</units><curCd>USD</curCd><valUSD>52033</valUSD><pctVal>0.128</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>Kimco Realty Corp</name><lei>549300EA7I6T15IBYS12</lei><title>Kimco Realty Corp</title><cusip>49446R109</cusip><identifiers><isin value="US49446R1095"/><ticker value="KIM US"/><other otherDesc="2491594" value="Sedol"/></identifiers><balance>3148</balance><units>NS</units><curCd>USD</curCd><valUSD>62236</valUSD><pctVal>0.153</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>Kinder Morgan Inc</name><lei>549300WR7IX8XE0TBO16</lei><title>Kinder Morgan Inc/DE</title><cusip>49456B101</cusip><identifiers><isin value="US49456B1017"/><ticker value="KMI US"/><other otherDesc="B3NQ4P8" value="Sedol"/></identifiers><balance>3759</balance><units>NS</units><curCd>USD</curCd><valUSD>63001</valUSD><pctVal>0.155</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>Kinross Gold Corp</name><lei>549300UEBMAQDN0K0R06</lei><title>Kinross Gold Corp.</title><cusip>496902404</cusip><identifiers><isin value="CA4969024047"/><ticker value="KGC US"/><other otherDesc="B04NVW3" value="Sedol"/></identifiers><balance>10169</balance><units>NS</units><curCd>USD</curCd><valUSD>36405</valUSD><pctVal>0.089</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="25736.25"/></securityLending></invstOrSec><invstOrSec><name>Kraft Heinz Co/The</name><lei>9845007488EC87F5AF14</lei><title>Kraft Heinz Co</title><cusip>500754106</cusip><identifiers><isin value="US5007541064"/><ticker value="KHC US"/><other otherDesc="BYRY499" value="Sedol"/></identifiers><balance>1160</balance><units>NS</units><curCd>USD</curCd><valUSD>44242</valUSD><pctVal>0.109</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>Lamb Weston Holdings Inc</name><lei>5493005SMYID1D2OY946</lei><title>Lamb Weston Holdings Inc</title><cusip>513272104</cusip><identifiers><isin value="US5132721045"/><ticker value="LW US"/><other otherDesc="BDQZFJ3" 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value="Sedol"/></identifiers><balance>238</balance><units>NS</units><curCd>USD</curCd><valUSD>19813</valUSD><pctVal>0.049</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>McDonald's Corp</name><lei>UE2136O97NLB5BYP9H04</lei><title>McDonald's Corp</title><cusip>580135101</cusip><identifiers><isin value="US5801351017"/><ticker value="MCD US"/><other otherDesc="2550707" value="Sedol"/></identifiers><balance>192</balance><units>NS</units><curCd>USD</curCd><valUSD>47401</valUSD><pctVal>0.116</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>Microsoft Corp</name><lei>INR2EJN1ERAN0W5ZP974</lei><title>MICROSOFT CORP</title><cusip>594918104</cusip><identifiers><isin value="US5949181045"/><ticker value="MSFT US"/><other otherDesc="2588173" value="Sedol"/></identifiers><balance>111</balance><units>NS</units><curCd>USD</curCd><valUSD>28508</valUSD><pctVal>0.07</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>Molson Coors Brewing Co</name><lei>54930073LBBH6ZCBE225</lei><title>Molson Coors Brewing Co</title><cusip>60871R209</cusip><identifiers><isin value="US60871R2094"/><ticker value="TAP US"/><other otherDesc="B067BM3" value="Sedol"/></identifiers><balance>823</balance><units>NS</units><curCd>USD</curCd><valUSD>44862</valUSD><pctVal>0.11</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>Mondelez International Inc</name><lei>549300DV9GIB88LZ5P30</lei><title>Mondelez International Inc</title><cusip>609207105</cusip><identifiers><isin value="US6092071058"/><ticker value="MDLZ US"/><other otherDesc="B8CKK03" value="Sedol"/></identifiers><balance>1477</balance><units>NS</units><curCd>USD</curCd><valUSD>91707</valUSD><pctVal>0.225</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>NRG Energy Inc</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377508</cusip><identifiers><isin value="US6293775085"/><ticker value="NRG US"/><other otherDesc="2212922" value="Sedol"/></identifiers><balance>1065</balance><units>NS</units><curCd>USD</curCd><valUSD>40651</valUSD><pctVal>0.1</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>Nasdaq Inc</name><lei>549300L8X1Q78ERXFD06</lei><title>Nasdaq Inc</title><cusip>631103108</cusip><identifiers><isin value="US6311031081"/><ticker value="NDAQ US"/><other otherDesc="2965107" value="Sedol"/></identifiers><balance>299</balance><units>NS</units><curCd>USD</curCd><valUSD>45609</valUSD><pctVal>0.112</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>National Retail Properties Inc</name><lei>5493008JKH5SOTI0JS97</lei><title>National Retail Properties Inc</title><cusip>637417106</cusip><identifiers><isin value="US6374171063"/><ticker value="NNN US"/><other otherDesc="2211811" value="Sedol"/></identifiers><balance>1086</balance><units>NS</units><curCd>USD</curCd><valUSD>46698</valUSD><pctVal>0.115</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>New Residential Investment Cor</name><lei>549300WNTHGEO5LP2G31</lei><title>New Residential Investment Corp</title><cusip>64828T201</cusip><identifiers><isin value="US64828T2015"/><ticker value="NRZ US"/><other otherDesc="BRJ9GW0" value="Sedol"/></identifiers><balance>5048</balance><units>NS</units><curCd>USD</curCd><valUSD>47047</valUSD><pctVal>0.116</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>New York Community Bancorp Inc</name><lei>529900HVXOTLY61GL030</lei><title>New York Community Bancorp Inc</title><cusip>649445103</cusip><identifiers><isin value="US6494451031"/><ticker value="NYCB US"/><other otherDesc="2711656" value="Sedol"/></identifiers><balance>9163</balance><units>NS</units><curCd>USD</curCd><valUSD>83658</valUSD><pctVal>0.206</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>NIKE Inc</name><lei>787RXPR0UX0O0XUXPZ81</lei><title>NIKE Inc - Class B</title><cusip>654106103</cusip><identifiers><isin value="US6541061031"/><ticker value="NKE US"/><other otherDesc="2640147" value="Sedol"/></identifiers><balance>3714</balance><units>NS</units><curCd>USD</curCd><valUSD>379571</valUSD><pctVal>0.933</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>Northern Trust Corp</name><lei>549300GLF98S992BC502</lei><title>Northern Trust Corp</title><cusip>665859104</cusip><identifiers><isin value="US6658591044"/><ticker value="NTRS US"/><other otherDesc="2648668" value="Sedol"/></identifiers><balance>423</balance><units>NS</units><curCd>USD</curCd><valUSD>40811</valUSD><pctVal>0.1</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>Northrop Grumman Corp</name><lei>RIMU48P07456QXSO0R61</lei><title>Northrop Grumman Corp</title><cusip>666807102</cusip><identifiers><isin value="US6668071029"/><ticker value="NOC US"/><other otherDesc="2648806" value="Sedol"/></identifiers><balance>153</balance><units>NS</units><curCd>USD</curCd><valUSD>73221</valUSD><pctVal>0.18</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>NortonLifeLock Inc</name><lei>YF6ZV0M6AU4FY94MK914</lei><title>NORTONLIFELOCK INC</title><cusip>668771108</cusip><identifiers><isin value="US6687711084"/><ticker value="NLOK US"/><other otherDesc="BJN4XN5" 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value="Sedol"/></identifiers><balance>367</balance><units>NS</units><curCd>USD</curCd><valUSD>55634</valUSD><pctVal>0.137</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>ONEOK Inc</name><lei>2T3D6M0JSY48PSZI1Q41</lei><title>ONEOK Inc</title><cusip>682680103</cusip><identifiers><isin value="US6826801036"/><ticker value="OKE US"/><other otherDesc="2130109" value="Sedol"/></identifiers><balance>700</balance><units>NS</units><curCd>USD</curCd><valUSD>38850</valUSD><pctVal>0.095</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>PPL Corp</name><lei>9N3UAJSNOUXFKQLF3V18</lei><title>PPL Corp</title><cusip>69351T106</cusip><identifiers><isin value="US69351T1060"/><ticker value="PPL US"/><other otherDesc="2680905" value="Sedol"/></identifiers><balance>2419</balance><units>NS</units><curCd>USD</curCd><valUSD>65627</valUSD><pctVal>0.161</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>PACCAR Inc</name><lei>KDTEY8BWE486IKZ3CC07</lei><title>PACCAR Inc</title><cusip>693718108</cusip><identifiers><isin value="US6937181088"/><ticker value="PCAR US"/><other otherDesc="2665861" value="Sedol"/></identifiers><balance>525</balance><units>NS</units><curCd>USD</curCd><valUSD>43228</valUSD><pctVal>0.106</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>PepsiCo Inc</name><lei>FJSUNZKFNQ5YPJ5OT455</lei><title>PepsiCo Inc</title><cusip>713448108</cusip><identifiers><isin value="US7134481081"/><ticker value="PEP US"/><other otherDesc="2681511" value="Sedol"/></identifiers><balance>261</balance><units>NS</units><curCd>USD</curCd><valUSD>43498</valUSD><pctVal>0.107</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>Philip Morris International In</name><lei>HL3H1H2BGXWVG3BSWR90</lei><title>Philip Morris International Inc</title><cusip>718172109</cusip><identifiers><isin value="US7181721090"/><ticker value="PM US"/><other otherDesc="B2PKRQ3" value="Sedol"/></identifiers><balance>481</balance><units>NS</units><curCd>USD</curCd><valUSD>47494</valUSD><pctVal>0.117</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>Pinnacle West Capital Corp</name><lei>TWSEY0NEDUDCKS27AH81</lei><title>Pinnacle West Capital Corp</title><cusip>723484101</cusip><identifiers><isin value="US7234841010"/><ticker value="PNW US"/><other otherDesc="2048804" value="Sedol"/></identifiers><balance>893</balance><units>NS</units><curCd>USD</curCd><valUSD>65296</valUSD><pctVal>0.16</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>Principal Financial Group Inc</name><lei>CUMYEZJOAF02RYZ1JJ85</lei><title>Principal Financial Group Inc</title><cusip>74251V102</cusip><identifiers><isin value="US74251V1026"/><ticker value="PFG US"/><other otherDesc="2803014" value="Sedol"/></identifiers><balance>681</balance><units>NS</units><curCd>USD</curCd><valUSD>45484</valUSD><pctVal>0.112</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>Progressive Corp/The</name><lei>529900TACNVLY9DCR586</lei><title>Progressive Corp/The</title><cusip>743315103</cusip><identifiers><isin value="US7433151039"/><ticker value="PGR US"/><other otherDesc="2705024" 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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="TUU2"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2022-10-05</expDate><notionalAmt>2112500</notionalAmt><curCd>USD</curCd><unrealizedAppr>-12344</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US 10YR NOTE (CBT)Sep22</title><cusip>N/A</cusip><identifiers><ticker value="TYU2"/><other otherDesc="TYU2 COMDTY" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>984</valUSD><pctVal>0.002</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="TYU2"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2022-09-30</expDate><notionalAmt>117547</notionalAmt><curCd>USD</curCd><unrealizedAppr>984</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>AUST 3YR BOND FUT Sep22</title><cusip>N/A</cusip><identifiers><ticker value="YMU2"/><other otherDesc="YMU2 COMDTY" value="Internal ID"/></identifiers><balance>2</balance><units>NC</units><currencyConditional curCd="AUD" exchangeRt="1.44907"/><valUSD>1219</valUSD><pctVal>0.003</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="YMU2"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2022-09-15</expDate><notionalAmt>150328</notionalAmt><curCd>AUD</curCd><unrealizedAppr>1219</unrealizedAppr></futrDeriv></derivativeInfo><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>2022-08-14</ncom:dateSigned><ncom:nameOfApplicant>JANUS INVESTMENT FUND</ncom:nameOfApplicant><ncom:signature>JESPER NERGAARD</ncom:signature><ncom:signerName>JESPER NERGAARD</ncom:signerName><ncom:title>VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER</ncom:title></signature></formData></edgarSubmission>
