<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd "><headerData><submissionType>NPORT-P</submissionType><isConfidential>false</isConfidential><filerInfo><filer><issuerCredentials><cik>0000277751</cik><ccc>XXXXXXXX</ccc></issuerCredentials></filer><seriesClassInfo><seriesId>S000049766</seriesId><classId>C000157258</classId><classId>C000157259</classId><classId>C000157260</classId><classId>C000157261</classId><classId>C000157262</classId><classId>C000157263</classId><classId>C000157264</classId></seriesClassInfo></filerInfo></headerData><formData><genInfo><regName>JANUS INVESTMENT FUND</regName><regFileNumber>811-01879</regFileNumber><regCik>0000277751</regCik><regLei>W6UYDZFUOFJ4HQQ32382</regLei><regStreet1>151 DETROIT STREET</regStreet1><regCity>DENVER</regCity><regStateConditional regCountry="US" regState="US-CO"/><regZipOrPostalCode>80206</regZipOrPostalCode><regPhone>3033333863</regPhone><seriesName>Janus Henderson Adaptive Global Allocation Fund</seriesName><seriesId>S000049766</seriesId><seriesLei>549300HN0SRQIOHVMK11</seriesLei><repPdEnd>2023-06-30</repPdEnd><repPdDate>2022-12-31</repPdDate><isFinalFiling>N</isFinalFiling></genInfo><fundInfo><totAssets>38224590</totAssets><totLiabs>142100</totLiabs><netAssets>38082490</netAssets><assetsAttrMiscSec>0</assetsAttrMiscSec><assetsInvested>0</assetsInvested><amtPayOneYrBanksBorr>0</amtPayOneYrBanksBorr><amtPayOneYrCtrldComp>0</amtPayOneYrCtrldComp><amtPayOneYrOthAffil>0</amtPayOneYrOthAffil><amtPayOneYrOther>0</amtPayOneYrOther><amtPayAftOneYrBanksBorr>0</amtPayAftOneYrBanksBorr><amtPayAftOneYrCtrldComp>0</amtPayAftOneYrCtrldComp><amtPayAftOneYrOthAffil>0</amtPayAftOneYrOthAffil><amtPayAftOneYrOther>0</amtPayAftOneYrOther><delayDeliv>0</delayDeliv><standByCommit>0</standByCommit><liquidPref>0</liquidPref><cshNotRptdInCorD>999690</cshNotRptdInCorD><curMetrics><curMetric><curCd>USD</curCd><intrstRtRiskdv01 period10Yr="-518.66794" period1Yr="-166.42853" period30Yr="-1913.79215" period3Mon="-119.02252" period5Yr="-423.02794"/><intrstRtRiskdv100 period10Yr="-48756.67248" period1Yr="-16396.4476" period30Yr="-172478.49958" period3Mon="-11117.47786" period5Yr="-41173.39535"/></curMetric><curMetric><curCd>AUD</curCd><intrstRtRiskdv01 period10Yr="-671.83952" period1Yr="5.59205" period30Yr="-21.96885" period3Mon="16.79736" period5Yr="-2.83533"/><intrstRtRiskdv100 period10Yr="-63998.21647" period1Yr="532.6884" period30Yr="-2092.71303" period3Mon="1600.08616" period5Yr="-270.08885"/></curMetric><curMetric><curCd>EUR</curCd><intrstRtRiskdv01 period10Yr="-967.44947" period1Yr="-18.69797" period30Yr="0" period3Mon="-0.17737" period5Yr="-6.14057"/><intrstRtRiskdv100 period10Yr="-91945.14324" period1Yr="-1855.568" period30Yr="0" period3Mon="-19.27672" period5Yr="-583.5921"/></curMetric><curMetric><curCd>JPY</curCd><intrstRtRiskdv01 period10Yr="0" period1Yr="0" period30Yr="0" period3Mon="-1.36843" period5Yr="0"/><intrstRtRiskdv100 period10Yr="0" period1Yr="0" period30Yr="0" period3Mon="-907.89098" period5Yr="0"/></curMetric></curMetrics><creditSprdRiskInvstGrade period10Yr="0" period1Yr="0" period30Yr="0" period3Mon="0" period5Yr="0"/><creditSprdRiskNonInvstGrade period10Yr="0" period1Yr="0" period30Yr="0" period3Mon="0" period5Yr="0"/><borrowers><borrower aggrVal="18829.12" lei="BFM8T61CT2L1QCEMIK50" name="UBS AG LONDON BRANCH"/><borrower aggrVal="7557.32" lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/><borrower aggrVal="22474.34" lei="FOR8UP27PHTHYVLBNG30" name="GOLDMAN SACHS &amp; CO. LLC"/><borrower aggrVal="46632.2" lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/><borrower aggrVal="17359.86" lei="9R7GPTSO7KV3UQJZQ078" name="MORGAN STANLEY &amp; CO. LLC"/><borrower aggrVal="20666.52" lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, INC."/><borrower aggrVal="8179.62" lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/><borrower aggrVal="37429.6" lei="RCNB6OTYUAMMP879YW96" name="BNP PARIBAS SECURITIES CORPORATION"/><borrower aggrVal="5348.82" lei="12UUJYTN7D3SW8KCSG25" name="CITADEL SECURITIES LLC"/></borrowers><isNonCashCollateral>N</isNonCashCollateral><returnInfo><monthlyTotReturns><monthlyTotReturn classId="C000157258" rtn1="-2.65" rtn2="3.86" rtn3="2.6"/><monthlyTotReturn classId="C000157259" rtn1="-2.65" rtn2="3.85" rtn3="2.6"/><monthlyTotReturn classId="C000157260" rtn1="-2.64" rtn2="3.83" rtn3="2.69"/><monthlyTotReturn classId="C000157261" rtn1="-2.61" rtn2="3.82" rtn3="2.69"/><monthlyTotReturn classId="C000157262" rtn1="-2.67" rtn2="3.82" rtn3="2.69"/><monthlyTotReturn classId="C000157263" rtn1="-2.65" rtn2="3.83" rtn3="2.58"/><monthlyTotReturn classId="C000157264" rtn1="-2.65" rtn2="3.73" rtn3="2.7"/></monthlyTotReturns><monthlyReturnCats><commodityContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></commodityContracts><creditContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></creditContracts><equityContracts><mon1 netRealizedGain="107544" netUnrealizedAppr="-707854"/><mon2 netRealizedGain="116382" netUnrealizedAppr="596025"/><mon3 netRealizedGain="-490921" netUnrealizedAppr="828344"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="103340" netUnrealizedAppr="-650638"/><instrMon2 netRealizedGain="116382" netUnrealizedAppr="572830"/><instrMon3 netRealizedGain="-470201" netUnrealizedAppr="771489"/></futureCategory><optionCategory><instrMon1 netRealizedGain="4204" netUnrealizedAppr="-57216"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="23195"/><instrMon3 netRealizedGain="-20720" netUnrealizedAppr="56855"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></equityContracts><foreignExchgContracts><mon1 netRealizedGain="0" netUnrealizedAppr="-25998"/><mon2 netRealizedGain="0" netUnrealizedAppr="-12454"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="-25998"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="-12454"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></foreignExchgContracts><interestRtContracts><mon1 netRealizedGain="25203" netUnrealizedAppr="-159603"/><mon2 netRealizedGain="-4396" netUnrealizedAppr="106848"/><mon3 netRealizedGain="-89369" netUnrealizedAppr="84548"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="25203" netUnrealizedAppr="-159603"/><instrMon2 netRealizedGain="-4396" netUnrealizedAppr="106848"/><instrMon3 netRealizedGain="-89369" netUnrealizedAppr="84548"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></interestRtContracts><otherContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></otherContracts></monthlyReturnCats><othMon1 netRealizedGain="-12122" netUnrealizedAppr="-401772"/><othMon2 netRealizedGain="17442" netUnrealizedAppr="583206"/><othMon3 netRealizedGain="-78369" netUnrealizedAppr="679728"/></returnInfo><mon1Flow redemption="-1850531.65" reinvestment="469430.76" sales="218022.2"/><mon2Flow redemption="-678611.1" reinvestment="0" sales="328031.19"/><mon3Flow redemption="-419237.79" reinvestment="0" sales="388705.5"/><varInfo><fundsDesignatedInfo><nameDesignatedIndex>N/A</nameDesignatedIndex><indexIdentifier>N/A</indexIdentifier></fundsDesignatedInfo></varInfo></fundInfo><invstOrSecs><invstOrSec><name>AT&amp;T INC</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>N/A</cusip><identifiers><isin value="US0020A3NJ53"/><ticker value="ATTINC"/></identifiers><balance>1950000</balance><units>PA</units><curCd>USD</curCd><valUSD>1945243</valUSD><pctVal>5.108</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-18</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>AMERICAN HONDA FINANCE</name><lei>B6Q2VFHD1797Q7NZ3E43</lei><title>American Honda Finance Corporation 0% CP 03/02/2023</title><cusip>N/A</cusip><identifiers><isin value="US02665KP351"/><ticker value="HNDAF"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1990832</valUSD><pctVal>5.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-02-03</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>AVIATION CAPITAL GROUP</name><lei>549300ODEK8HY3445C77</lei><title>Aviation Capital Group LLC</title><cusip>N/A</cusip><identifiers><isin value="US05369CN375"/><ticker value="AVTNCP"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1999015</valUSD><pctVal>5.249</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-03</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>BROOKFIELD INFRASTRUCTUR</name><lei>549300GV8LYH0T7DZO77</lei><title>Brookfield Infrastructure Holdings Canada Inc</title><cusip>N/A</cusip><identifiers><isin value="US11275NNA80"/><ticker value="BIPCP"/></identifiers><balance>1950000</balance><units>PA</units><curCd>USD</curCd><valUSD>1947250</valUSD><pctVal>5.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-10</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>CONAGRA BRANDS INC</name><lei>54930035UDEIH090K650</lei><title>Conagra Brands Inc</title><cusip>N/A</cusip><identifiers><isin value="US20600HND25"/><ticker value="CAGPP"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1996189</valUSD><pctVal>5.242</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-13</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>DOW CHEMICAL COMPANY</name><lei>ZQUIP1CSZO8LXRBSOU78</lei><title>Dow Chemical Co/The</title><cusip>N/A</cusip><identifiers><isin value="US26055BNK60"/><ticker value="DOW"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1895061</valUSD><pctVal>4.976</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-19</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>GENERAL MOTORS FINL CO</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>N/A</cusip><identifiers><isin value="US37046UN985"/><ticker value="GMFPP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1897445</valUSD><pctVal>4.982</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-09</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 Funding Corporation 0% CP 19/01/2023</title><cusip>N/A</cusip><identifiers><isin value="US41282KNK06"/><ticker value="HDFUND"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1994673</valUSD><pctVal>5.238</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-19</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>Ovintiv Canada ULC</title><cusip>N/A</cusip><identifiers><isin value="US44486JNP02"/><ticker value="HUMPP"/></identifiers><balance>1000000</balance><units>PA</units><curCd>USD</curCd><valUSD>996882</valUSD><pctVal>2.618</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-23</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>INTESA SANPAOLO FDG LLC</name><lei>N/A</lei><title>INTESA SANPAOLO FDG LLC</title><cusip>N/A</cusip><identifiers><isin value="US4611K1N357"/><ticker value="INTFND"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1899003</valUSD><pctVal>4.987</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-03</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="US65120NN608"/><ticker value="NWLPP"/></identifiers><balance>1650000</balance><units>PA</units><curCd>USD</curCd><valUSD>1648438</valUSD><pctVal>4.329</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-06</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>ORACLE CORP</name><lei>1Z4GXXU7ZHVWFCD8TV52</lei><title>Oracle Corp</title><cusip>N/A</cusip><identifiers><isin value="US6840C3N583"/><ticker value="ORCL"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1998485</valUSD><pctVal>5.248</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-05</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>OVINTIV INC</name><lei>N/A</lei><title>OVINTIV CANADA ULC</title><cusip>N/A</cusip><identifiers><isin value="US69047KN357"/><ticker value="OVV"/></identifiers><balance>1300000</balance><units>PA</units><curCd>USD</curCd><valUSD>1299300</valUSD><pctVal>3.412</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-03</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>PARKER-HANNIFIN CORP</name><lei>5493002CONDB4N2HKI23</lei><title>Parker-Hannifin Corp</title><cusip>N/A</cusip><identifiers><isin value="US70109MN424"/><ticker value="PHPP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1898819</valUSD><pctVal>4.986</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-04</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>WALGREENS BOOTS ALLIANCE</name><lei>549300RPTUOIXG4LIH86</lei><title>Walgreens Boots Alliance Inc</title><cusip>N/A</cusip><identifiers><isin value="US93142XPD74"/><ticker value="WAGBTS"/></identifiers><balance>1800000</balance><units>PA</units><curCd>USD</curCd><valUSD>1789087</valUSD><pctVal>4.698</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-02-13</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>44124</balance><units>PA</units><curCd>USD</curCd><valUSD>44124</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-03</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.31</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><cashCollateralCondition cashCollateralVal="44124" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AMC Entertainment Holdings Inc</name><lei>549300ZO77UNR6NRBR11</lei><title>AMC Entertainment Holdings Inc</title><cusip>00165C104</cusip><identifiers><isin value="US00165C1045"/><ticker value="AMC US"/><other otherDesc="BH4HLL3" value="Sedol"/></identifiers><balance>615</balance><units>NS</units><curCd>USD</curCd><valUSD>2503</valUSD><pctVal>0.007</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="1908.54"/></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>1055</balance><units>NS</units><curCd>USD</curCd><valUSD>115828</valUSD><pctVal>0.304</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>Aerojet Rocketdyne Holdings In</name><lei>549300VULNLWHE8QWI76</lei><title>Aerojet Rocketdyne Holdings Inc. COM USD0.10</title><cusip>007800105</cusip><identifiers><isin value="US0078001056"/><ticker value="AJRD US"/><other otherDesc="BWD7PX9" value="Sedol"/></identifiers><balance>688</balance><units>NS</units><curCd>USD</curCd><valUSD>38480</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>Agilent Technologies Inc</name><lei>QUIX8Y7A2WP0XRMW7G29</lei><title>Agilent Technologies Inc</title><cusip>00846U101</cusip><identifiers><isin value="US00846U1016"/><ticker value="A US"/><other otherDesc="2520153" value="Sedol"/></identifiers><balance>21</balance><units>NS</units><curCd>USD</curCd><valUSD>3143</valUSD><pctVal>0.008</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>Alamos Gold Inc</name><lei>549300TDOX73YGYXE959</lei><title>Alamos Gold Inc - Class A</title><cusip>011532108</cusip><identifiers><isin value="CA0115321089"/><ticker value="AGI US"/><other otherDesc="BYNBW45" value="Sedol"/></identifiers><balance>3877</balance><units>NS</units><curCd>USD</curCd><valUSD>39196</valUSD><pctVal>0.103</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>640</balance><units>NS</units><curCd>USD</curCd><valUSD>56467</valUSD><pctVal>0.148</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>809</balance><units>NS</units><curCd>USD</curCd><valUSD>67956</valUSD><pctVal>0.178</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>586</balance><units>NS</units><curCd>USD</curCd><valUSD>55641</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>American Express Co</name><lei>R4PP93JZOLY261QX3811</lei><title>American Express Co</title><cusip>025816109</cusip><identifiers><isin value="US0258161092"/><ticker value="AXP US"/><other otherDesc="2026082" value="Sedol"/></identifiers><balance>133</balance><units>NS</units><curCd>USD</curCd><valUSD>19651</valUSD><pctVal>0.052</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 International Group I</name><lei>ODVCVCQG2BP6VHV36M30</lei><title>American International Group Inc</title><cusip>026874784</cusip><identifiers><isin value="US0268747849"/><ticker value="AIG US"/><other otherDesc="2027342" value="Sedol"/></identifiers><balance>122</balance><units>NS</units><curCd>USD</curCd><valUSD>7715</valUSD><pctVal>0.02</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 Tower Corp</name><lei>5493006ORUSIL88JOE18</lei><title>American Tower Corp</title><cusip>03027X100</cusip><identifiers><isin value="US03027X1000"/><ticker value="AMT US"/><other otherDesc="B7FBFL2" value="Sedol"/></identifiers><balance>180</balance><units>NS</units><curCd>USD</curCd><valUSD>38135</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>Amgen Inc</name><lei>62QBXGPJ34PQ72Z12S66</lei><title>Amgen Inc</title><cusip>031162100</cusip><identifiers><isin value="US0311621009"/><ticker value="AMGN US"/><other otherDesc="2023607" value="Sedol"/></identifiers><balance>143</balance><units>NS</units><curCd>USD</curCd><valUSD>37558</valUSD><pctVal>0.099</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>Analog Devices Inc</name><lei>GYVOE5EZ4GDAVTU4CQ61</lei><title>Analog Devices Inc</title><cusip>032654105</cusip><identifiers><isin value="US0326541051"/><ticker value="ADI US"/><other otherDesc="2032067" value="Sedol"/></identifiers><balance>118</balance><units>NS</units><curCd>USD</curCd><valUSD>19356</valUSD><pctVal>0.051</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>Antero Midstream Corp</name><lei>N/A</lei><title>Antero Midstream Corp</title><cusip>03676B102</cusip><identifiers><isin value="US03676B1026"/><ticker value="AM US"/><other otherDesc="BJBT0Q4" value="Sedol"/></identifiers><balance>10535</balance><units>NS</units><curCd>USD</curCd><valUSD>113673</valUSD><pctVal>0.298</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>Apple Inc</name><lei>HWUPKR0MPOU8FGXBT394</lei><title>Apple Inc</title><cusip>037833100</cusip><identifiers><isin value="US0378331005"/><ticker value="AAPL US"/><other otherDesc="2046251" value="Sedol"/></identifiers><balance>962</balance><units>NS</units><curCd>USD</curCd><valUSD>124993</valUSD><pctVal>0.328</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>Asana Inc</name><lei>N/A</lei><title>Asana Inc - Class A</title><cusip>04342Y104</cusip><identifiers><isin value="US04342Y1047"/><ticker value="ASAN US"/><other otherDesc="BLFDQC4" value="Sedol"/></identifiers><balance>258</balance><units>NS</units><curCd>USD</curCd><valUSD>3553</valUSD><pctVal>0.009</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>Autodesk Inc</name><lei>FRKKVKAIQEF3FCSTPG55</lei><title>Autodesk Inc</title><cusip>052769106</cusip><identifiers><isin value="US0527691069"/><ticker value="ADSK US"/><other otherDesc="2065159" value="Sedol"/></identifiers><balance>85</balance><units>NS</units><curCd>USD</curCd><valUSD>15884</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>Automatic Data Processing Inc</name><lei>HGBOLILQXWER4SAL2I23</lei><title>Automatic Data Processing Inc</title><cusip>053015103</cusip><identifiers><isin value="US0530151036"/><ticker value="ADP US"/><other otherDesc="2065308" value="Sedol"/></identifiers><balance>84</balance><units>NS</units><curCd>USD</curCd><valUSD>20064</valUSD><pctVal>0.053</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>Avantor Inc</name><lei>5493003VM0XB4U8YD238</lei><title>Avantor Inc</title><cusip>05352A100</cusip><identifiers><isin value="US05352A1007"/><ticker value="AVTR US"/><other otherDesc="BJLT387" value="Sedol"/></identifiers><balance>1711</balance><units>NS</units><curCd>USD</curCd><valUSD>36085</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>Ball Corp</name><lei>0BGI85ALH27ZJP15DY16</lei><title>Ball Corp</title><cusip>058498106</cusip><identifiers><isin value="US0584981064"/><ticker value="BALL US"/><other otherDesc="2073022" value="Sedol"/></identifiers><balance>269</balance><units>NS</units><curCd>USD</curCd><valUSD>13757</valUSD><pctVal>0.036</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>Bank of Montreal</name><lei>NQQ6HPCNCCU6TUTQYE16</lei><title>Bank of Montreal</title><cusip>063671101</cusip><identifiers><isin value="CA0636711016"/><ticker value="BMO US"/><other otherDesc="2073174" value="Sedol"/></identifiers><balance>428</balance><units>NS</units><curCd>USD</curCd><valUSD>38777</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>Bank of New York Mellon Corp/T</name><lei>WFLLPEPC7FZXENRZV188</lei><title>Bank of New York Mellon Corp</title><cusip>064058100</cusip><identifiers><isin value="US0640581007"/><ticker value="BK US"/><other otherDesc="B1Z77F6" value="Sedol"/></identifiers><balance>865</balance><units>NS</units><curCd>USD</curCd><valUSD>39375</valUSD><pctVal>0.103</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>Bank OZK</name><lei>549300VYK2WBD7SST478</lei><title>Bank OZK</title><cusip>06417N103</cusip><identifiers><isin value="US06417N1037"/><ticker value="OZK US"/><other otherDesc="BZ56Q65" value="Sedol"/></identifiers><balance>1857</balance><units>NS</units><curCd>USD</curCd><valUSD>74391</valUSD><pctVal>0.195</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>Baxter International Inc</name><lei>J5OIVXX3P24RJRW5CK77</lei><title>Baxter International Inc</title><cusip>071813109</cusip><identifiers><isin value="US0718131099"/><ticker value="BAX US"/><other otherDesc="2085102" value="Sedol"/></identifiers><balance>708</balance><units>NS</units><curCd>USD</curCd><valUSD>36087</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>Beam Therapeutics Inc</name><lei>N/A</lei><title>Beam Therapeutics Inc</title><cusip>07373V105</cusip><identifiers><isin value="US07373V1052"/><ticker value="BEAM US"/><other otherDesc="BK6L288" value="Sedol"/></identifiers><balance>41</balance><units>NS</units><curCd>USD</curCd><valUSD>1604</valUSD><pctVal>0.004</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>149</balance><units>NS</units><curCd>USD</curCd><valUSD>46026</valUSD><pctVal>0.121</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>Berry Global Group Inc</name><lei>549300G6KKUMMXM8NH73</lei><title>Berry Global Group Inc</title><cusip>08579W103</cusip><identifiers><isin value="US08579W1036"/><ticker value="BERY US"/><other otherDesc="B8BR3H3" value="Sedol"/></identifiers><balance>110</balance><units>NS</units><curCd>USD</curCd><valUSD>6647</valUSD><pctVal>0.017</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>Blue Owl Capital Inc</name><lei>N/A</lei><title>Blue Owl Capital Inc</title><cusip>09581B103</cusip><identifiers><isin value="US09581B1035"/><ticker value="OWL US"/><other otherDesc="BN7CQS9" value="Sedol"/></identifiers><balance>3194</balance><units>NS</units><curCd>USD</curCd><valUSD>33856</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><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Booking Holdings Inc</name><lei>FXM8FAOHMYDIPD38UZ17</lei><title>Booking Holdings Inc</title><cusip>09857L108</cusip><identifiers><isin value="US09857L1089"/><ticker value="BKNG US"/><other otherDesc="BDRXDB4" value="Sedol"/></identifiers><balance>7</balance><units>NS</units><curCd>USD</curCd><valUSD>14107</valUSD><pctVal>0.037</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>359</balance><units>NS</units><curCd>USD</curCd><valUSD>14450</valUSD><pctVal>0.038</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>Broadcom Inc</name><lei>549300WV6GIDOZJTV909</lei><title>Broadcom Inc</title><cusip>11135F101</cusip><identifiers><isin value="US11135F1012"/><ticker value="AVGO US"/><other otherDesc="BDZ78H9" value="Sedol"/></identifiers><balance>54</balance><units>NS</units><curCd>USD</curCd><valUSD>30193</valUSD><pctVal>0.079</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>488</balance><units>NS</units><curCd>USD</curCd><valUSD>37556</valUSD><pctVal>0.099</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>654</balance><units>NS</units><curCd>USD</curCd><valUSD>59880</valUSD><pctVal>0.157</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>CME Group Inc</name><lei>LCZ7XYGSLJUHFXXNXD88</lei><title>CME Group Inc</title><cusip>12572Q105</cusip><identifiers><isin value="US12572Q1058"/><ticker value="CME US"/><other otherDesc="2965839" value="Sedol"/></identifiers><balance>392</balance><units>NS</units><curCd>USD</curCd><valUSD>65919</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>CSX Corp</name><lei>549300JVQR4N1MMP3Q88</lei><title>CSX Corp</title><cusip>126408103</cusip><identifiers><isin value="US1264081035"/><ticker value="CSX US"/><other otherDesc="2160753" value="Sedol"/></identifiers><balance>1150</balance><units>NS</units><curCd>USD</curCd><valUSD>35627</valUSD><pctVal>0.094</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>CVS Health Corp</name><lei>549300EJG376EN5NQE29</lei><title>CVS Health Corp</title><cusip>126650100</cusip><identifiers><isin value="US1266501006"/><ticker value="CVS US"/><other otherDesc="2577609" value="Sedol"/></identifiers><balance>384</balance><units>NS</units><curCd>USD</curCd><valUSD>35785</valUSD><pctVal>0.094</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>Topgolf Callaway Brands Corp</name><lei>5493005UB0KFRKBPCU72</lei><title>Callaway Golf Co</title><cusip>131193104</cusip><identifiers><isin value="US1311931042"/><ticker value="MODG US"/><other otherDesc="2173933" value="Sedol"/></identifiers><balance>645</balance><units>NS</units><curCd>USD</curCd><valUSD>12739</valUSD><pctVal>0.033</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" value="Sedol"/></identifiers><balance>688</balance><units>NS</units><curCd>USD</curCd><valUSD>27830</valUSD><pctVal>0.073</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="20939.28"/></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>472</balance><units>NS</units><curCd>USD</curCd><valUSD>36283</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>Carlyle Group Inc/The</name><lei>529900NGGVF94UK6PG95</lei><title>Carlyle Group Inc COM</title><cusip>14316J108</cusip><identifiers><isin value="US14316J1088"/><ticker value="CG US"/><other otherDesc="BKRTG56" value="Sedol"/></identifiers><balance>467</balance><units>NS</units><curCd>USD</curCd><valUSD>13935</valUSD><pctVal>0.037</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" value="Sedol"/></identifiers><balance>1538</balance><units>NS</units><curCd>USD</curCd><valUSD>46125</valUSD><pctVal>0.121</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>ChargePoint Holdings Inc</name><lei>254900DVN9TAC2GIPG25</lei><title>ChargePoint Holdings Inc</title><cusip>15961R105</cusip><identifiers><isin value="US15961R1059"/><ticker value="CHPT US"/><other otherDesc="BMC9RZ2" value="Sedol"/></identifiers><balance>398</balance><units>NS</units><curCd>USD</curCd><valUSD>3793</valUSD><pctVal>0.01</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="2693.92"/></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>421</balance><units>NS</units><curCd>USD</curCd><valUSD>75565</valUSD><pctVal>0.198</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>Chipotle Mexican Grill Inc</name><lei>N/A</lei><title>Chipotle Mexican Grill Inc</title><cusip>169656105</cusip><identifiers><isin value="US1696561059"/><ticker value="CMG US"/><other otherDesc="B0X7DZ3" value="Sedol"/></identifiers><balance>3</balance><units>NS</units><curCd>USD</curCd><valUSD>4162</valUSD><pctVal>0.011</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>149</balance><units>NS</units><curCd>USD</curCd><valUSD>12011</valUSD><pctVal>0.032</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>Ciena Corp</name><lei>W0CZ7N0GH8UIGXDM1H41</lei><title>Ciena Corp</title><cusip>171779309</cusip><identifiers><isin value="US1717793095"/><ticker value="CIEN US"/><other otherDesc="B1FLZ21" value="Sedol"/></identifiers><balance>236</balance><units>NS</units><curCd>USD</curCd><valUSD>12031</valUSD><pctVal>0.032</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>Cincinnati Financial Corp</name><lei>254900Q4WEDMZBOZ0002</lei><title>Cincinnati Financial Corp</title><cusip>172062101</cusip><identifiers><isin value="US1720621010"/><ticker value="CINF US"/><other otherDesc="2196888" value="Sedol"/></identifiers><balance>631</balance><units>NS</units><curCd>USD</curCd><valUSD>64608</valUSD><pctVal>0.17</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>Cirrus Logic Inc</name><lei>549300NKSJEM5ZZSSV18</lei><title>Cirrus Logic Inc</title><cusip>172755100</cusip><identifiers><isin value="US1727551004"/><ticker value="CRUS US"/><other otherDesc="2197308" value="Sedol"/></identifiers><balance>181</balance><units>NS</units><curCd>USD</curCd><valUSD>13481</valUSD><pctVal>0.035</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>Cisco Systems Inc</name><lei>549300LKFJ962MZ46593</lei><title>Cisco Systems Inc</title><cusip>17275R102</cusip><identifiers><isin value="US17275R1023"/><ticker value="CSCO US"/><other otherDesc="2198163" value="Sedol"/></identifiers><balance>576</balance><units>NS</units><curCd>USD</curCd><valUSD>27441</valUSD><pctVal>0.072</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>588</balance><units>NS</units><curCd>USD</curCd><valUSD>37403</valUSD><pctVal>0.098</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>Cognizant Technology Solutions</name><lei>5493006IEVQEFQO40L83</lei><title>Cognizant Technology Solutions Corp</title><cusip>192446102</cusip><identifiers><isin value="US1924461023"/><ticker value="CTSH US"/><other otherDesc="2257019" value="Sedol"/></identifiers><balance>1321</balance><units>NS</units><curCd>USD</curCd><valUSD>75548</valUSD><pctVal>0.198</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>Comerica Inc</name><lei>I9Q57JVPWHHZ3ZGBW498</lei><title>Comerica Inc</title><cusip>200340107</cusip><identifiers><isin value="US2003401070"/><ticker value="CMA US"/><other otherDesc="2212870" value="Sedol"/></identifiers><balance>280</balance><units>NS</units><curCd>USD</curCd><valUSD>18718</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>Commercial Metals Co</name><lei>549300OQS2LO07ZJ7N73</lei><title>Commercial Metals Co</title><cusip>201723103</cusip><identifiers><isin value="US2017231034"/><ticker value="CMC US"/><other otherDesc="2213260" value="Sedol"/></identifiers><balance>289</balance><units>NS</units><curCd>USD</curCd><valUSD>13959</valUSD><pctVal>0.037</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>Coupang Inc</name><lei>549300XR4L1D80AK4W76</lei><title>Coupang Inc</title><cusip>22266T109</cusip><identifiers><isin value="US22266T1097"/><ticker value="CPNG US"/><other otherDesc="BNYHDF3" value="Sedol"/></identifiers><balance>588</balance><units>NS</units><curCd>USD</curCd><valUSD>8649</valUSD><pctVal>0.023</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>Crescent Point Energy Corp</name><lei>549300FTKUHZK8OC7N74</lei><title>Crescent Point Energy Corp COM NPV</title><cusip>22576C101</cusip><identifiers><isin value="CA22576C1014"/><ticker value="CPG US"/><other otherDesc="B67C970" value="Sedol"/></identifiers><balance>2126</balance><units>NS</units><curCd>USD</curCd><valUSD>15201</valUSD><pctVal>0.04</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>Crown Holdings Inc</name><lei>NYLWZIOY8PUNIT4JOE22</lei><title>Crown Holdings Inc</title><cusip>228368106</cusip><identifiers><isin value="US2283681060"/><ticker value="CCK US"/><other otherDesc="2427986" value="Sedol"/></identifiers><balance>61</balance><units>NS</units><curCd>USD</curCd><valUSD>5015</valUSD><pctVal>0.013</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>Cummins Inc</name><lei>ZUNI8PYC725B6H8JU438</lei><title>Cummins Inc</title><cusip>231021106</cusip><identifiers><isin value="US2310211063"/><ticker value="CMI US"/><other otherDesc="2240202" value="Sedol"/></identifiers><balance>163</balance><units>NS</units><curCd>USD</curCd><valUSD>39493</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>Danaher Corp</name><lei>S4BKK9OTCEWQ3YHPFM11</lei><title>Danaher Corp</title><cusip>235851102</cusip><identifiers><isin value="US2358511028"/><ticker value="DHR US"/><other otherDesc="2250870" value="Sedol"/></identifiers><balance>196</balance><units>NS</units><curCd>USD</curCd><valUSD>52022</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>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>344</balance><units>NS</units><curCd>USD</curCd><valUSD>13836</valUSD><pctVal>0.036</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>297</balance><units>NS</units><curCd>USD</curCd><valUSD>25803</valUSD><pctVal>0.068</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>943</balance><units>NS</units><curCd>USD</curCd><valUSD>57825</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>Dropbox Inc</name><lei>549300JCDF7UAR6TJR51</lei><title>Dropbox Inc</title><cusip>26210C104</cusip><identifiers><isin value="US26210C1045"/><ticker value="DBX US"/><other otherDesc="BG0T321" value="Sedol"/></identifiers><balance>613</balance><units>NS</units><curCd>USD</curCd><valUSD>13719</valUSD><pctVal>0.036</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>Duke Energy Corp</name><lei>I1BZKREC126H0VB1BL91</lei><title>Duke Energy Corp</title><cusip>26441C204</cusip><identifiers><isin value="US26441C2044"/><ticker value="DUK US"/><other otherDesc="B7VD3F2" value="Sedol"/></identifiers><balance>61</balance><units>NS</units><curCd>USD</curCd><valUSD>6282</valUSD><pctVal>0.016</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>DuPont de Nemours Inc</name><lei>5493004JF0SDFLM8GD76</lei><title>DuPont de Nemours Inc</title><cusip>26614N102</cusip><identifiers><isin value="US26614N1028"/><ticker value="DD US"/><other otherDesc="BK0VN47" value="Sedol"/></identifiers><balance>504</balance><units>NS</units><curCd>USD</curCd><valUSD>34590</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>Dynatrace Inc</name><lei>N/A</lei><title>Dynatrace Inc</title><cusip>268150109</cusip><identifiers><isin value="US2681501092"/><ticker value="DT US"/><other otherDesc="BJV2RD9" value="Sedol"/></identifiers><balance>369</balance><units>NS</units><curCd>USD</curCd><valUSD>14133</valUSD><pctVal>0.037</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>Ecolab Inc</name><lei>82DYEISM090VG8LTLS26</lei><title>Ecolab Inc</title><cusip>278865100</cusip><identifiers><isin value="US2788651006"/><ticker value="ECL US"/><other otherDesc="2304227" value="Sedol"/></identifiers><balance>361</balance><units>NS</units><curCd>USD</curCd><valUSD>52547</valUSD><pctVal>0.138</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>147</balance><units>NS</units><curCd>USD</curCd><valUSD>9352</valUSD><pctVal>0.025</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>Elanco Animal Health Inc</name><lei>549300SHPNDCE059M934</lei><title>Elanco Animal Health Inc</title><cusip>28414H103</cusip><identifiers><isin value="US28414H1032"/><ticker value="ELAN US"/><other otherDesc="BF5L3T2" value="Sedol"/></identifiers><balance>2966</balance><units>NS</units><curCd>USD</curCd><valUSD>36245</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>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>422</balance><units>NS</units><curCd>USD</curCd><valUSD>40537</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>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>844</balance><units>NS</units><curCd>USD</curCd><valUSD>33000</valUSD><pctVal>0.087</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>76</balance><units>NS</units><curCd>USD</curCd><valUSD>14771</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>Equinix Inc</name><lei>549300EVUN2BTLJ3GT74</lei><title>EQUINIX INC</title><cusip>29444U700</cusip><identifiers><isin value="US29444U7000"/><ticker value="EQIX US"/><other otherDesc="BVLZX12" value="Sedol"/></identifiers><balance>26</balance><units>NS</units><curCd>USD</curCd><valUSD>17031</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>Exact Sciences Corp</name><lei>549300VM3X1FYD4N9Z14</lei><title>Exact Sciences Corp</title><cusip>30063P105</cusip><identifiers><isin value="US30063P1057"/><ticker value="EXAS US"/><other otherDesc="2719951" value="Sedol"/></identifiers><balance>46</balance><units>NS</units><curCd>USD</curCd><valUSD>2277</valUSD><pctVal>0.006</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>1797</balance><units>NS</units><curCd>USD</curCd><valUSD>77684</valUSD><pctVal>0.204</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>2138</balance><units>NS</units><curCd>USD</curCd><valUSD>37415</valUSD><pctVal>0.098</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>1525</balance><units>NS</units><curCd>USD</curCd><valUSD>72163</valUSD><pctVal>0.189</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 Information</name><lei>6WQI0GK1PRFVBA061U48</lei><title>Fidelity National Information Services Inc</title><cusip>31620M106</cusip><identifiers><isin value="US31620M1062"/><ticker value="FIS US"/><other otherDesc="2769796" value="Sedol"/></identifiers><balance>241</balance><units>NS</units><curCd>USD</curCd><valUSD>16352</valUSD><pctVal>0.043</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>Fifth Third Bancorp</name><lei>THRNG6BD57P9QWTQLG42</lei><title>Fifth Third Bancorp</title><cusip>316773100</cusip><identifiers><isin value="US3167731005"/><ticker value="FITB US"/><other otherDesc="2336747" value="Sedol"/></identifiers><balance>1176</balance><units>NS</units><curCd>USD</curCd><valUSD>38585</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>Franco-Nevada Corp</name><lei>N/A</lei><title>Franco-Nevada Corp</title><cusip>351858105</cusip><identifiers><isin value="CA3518581051"/><ticker value="FNV US"/><other otherDesc="B29VF02" value="Sedol"/></identifiers><balance>261</balance><units>NS</units><curCd>USD</curCd><valUSD>35621</valUSD><pctVal>0.094</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>Franklin Resources Inc</name><lei>RIFQSET379FOGTEFKS80</lei><title>Franklin Resources Inc</title><cusip>354613101</cusip><identifiers><isin value="US3546131018"/><ticker value="BEN US"/><other otherDesc="2350684" value="Sedol"/></identifiers><balance>1359</balance><units>NS</units><curCd>USD</curCd><valUSD>35850</valUSD><pctVal>0.094</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>Freshworks Inc</name><lei>254900ULRGCUEIK0K191</lei><title>Freshworks Inc - Class A</title><cusip>358054104</cusip><identifiers><isin value="US3580541049"/><ticker value="FRSH US"/><other otherDesc="BPF0BB7" value="Sedol"/></identifiers><balance>942</balance><units>NS</units><curCd>USD</curCd><valUSD>13857</valUSD><pctVal>0.036</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>GXO Logistics Inc</name><lei>5493007CNWMXN78JRN66</lei><title>GXO Logistics Inc</title><cusip>36262G101</cusip><identifiers><isin value="US36262G1013"/><ticker value="GXO US"/><other otherDesc="BNNTGF1" value="Sedol"/></identifiers><balance>312</balance><units>NS</units><curCd>USD</curCd><valUSD>13319</valUSD><pctVal>0.035</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" value="Sedol"/></identifiers><balance>582</balance><units>NS</units><curCd>USD</curCd><valUSD>49965</valUSD><pctVal>0.131</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>Gitlab Inc</name><lei>N/A</lei><title>Gitlab Inc - Class A</title><cusip>37637K108</cusip><identifiers><isin value="US37637K1088"/><ticker value="GTLB US"/><other otherDesc="BMTVT22" value="Sedol"/></identifiers><balance>100</balance><units>NS</units><curCd>USD</curCd><valUSD>4544</valUSD><pctVal>0.012</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>Harley Davidson Inc</name><lei>ZDNAWZWXIKMWI51R2A08</lei><title>Harley-Davidson Inc</title><cusip>412822108</cusip><identifiers><isin value="US4128221086"/><ticker value="HOG US"/><other otherDesc="2411053" value="Sedol"/></identifiers><balance>78</balance><units>NS</units><curCd>USD</curCd><valUSD>3245</valUSD><pctVal>0.009</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>Hartford Financial Services Gr</name><lei>IU7C3FTM7Y3BQM112U94</lei><title>Hartford Financial Services Group Inc</title><cusip>416515104</cusip><identifiers><isin value="US4165151048"/><ticker value="HIG US"/><other otherDesc="2476193" value="Sedol"/></identifiers><balance>497</balance><units>NS</units><curCd>USD</curCd><valUSD>37688</valUSD><pctVal>0.099</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>Hershey Co/The</name><lei>21X2CX66SU2BR6QTAD08</lei><title>Hershey Co</title><cusip>427866108</cusip><identifiers><isin value="US4278661081"/><ticker value="HSY US"/><other otherDesc="2422806" value="Sedol"/></identifiers><balance>155</balance><units>NS</units><curCd>USD</curCd><valUSD>35893</valUSD><pctVal>0.094</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>Hewlett Packard Enterprise Co</name><lei>549300BX44RGX6ANDV88</lei><title>Hewlett Packard Enterprise Co</title><cusip>42824C109</cusip><identifiers><isin value="US42824C1099"/><ticker value="HPE US"/><other otherDesc="BYVYWS0" value="Sedol"/></identifiers><balance>817</balance><units>NS</units><curCd>USD</curCd><valUSD>13039</valUSD><pctVal>0.034</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>Honeywell International Inc</name><lei>ISRPG12PN4EIEOEMW547</lei><title>Honeywell International Inc</title><cusip>438516106</cusip><identifiers><isin value="US4385161066"/><ticker value="HON US"/><other otherDesc="2020459" value="Sedol"/></identifiers><balance>223</balance><units>NS</units><curCd>USD</curCd><valUSD>47789</valUSD><pctVal>0.125</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>Host Hotels &amp; Resorts Inc</name><lei>N6EL63S0K3PB1YFTDI24</lei><title>Host Hotels &amp; Resorts Inc</title><cusip>44107P104</cusip><identifiers><isin value="US44107P1049"/><ticker value="HST US"/><other otherDesc="2567503" value="Sedol"/></identifiers><balance>645</balance><units>NS</units><curCd>USD</curCd><valUSD>10352</valUSD><pctVal>0.027</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>HubSpot Inc</name><lei>529900BLNVEW0MVKJB37</lei><title>HubSpot Inc</title><cusip>443573100</cusip><identifiers><isin value="US4435731009"/><ticker value="HUBS US"/><other otherDesc="BR4T3B3" value="Sedol"/></identifiers><balance>24</balance><units>NS</units><curCd>USD</curCd><valUSD>6939</valUSD><pctVal>0.018</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>Humana Inc</name><lei>529900YLDW34GJAO4J06</lei><title>HUMANA INC</title><cusip>444859102</cusip><identifiers><isin value="US4448591028"/><ticker value="HUM US"/><other otherDesc="2445063" value="Sedol"/></identifiers><balance>72</balance><units>NS</units><curCd>USD</curCd><valUSD>36878</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>JB Hunt Transport Services Inc</name><lei>549300XCD1MPI1C5GK90</lei><title>JB Hunt Transport Services Inc</title><cusip>445658107</cusip><identifiers><isin value="US4456581077"/><ticker value="JBHT US"/><other otherDesc="2445416" value="Sedol"/></identifiers><balance>46</balance><units>NS</units><curCd>USD</curCd><valUSD>8021</valUSD><pctVal>0.021</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>IAC Inc</name><lei>549300TO56L57RP6P031</lei><title>IAC / InterActiveCorp</title><cusip>44891N208</cusip><identifiers><isin value="US44891N2080"/><ticker value="IAC US"/><other otherDesc="BNDYF48" value="Sedol"/></identifiers><balance>22</balance><units>NS</units><curCd>USD</curCd><valUSD>977</valUSD><pctVal>0.003</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>84</balance><units>NS</units><curCd>USD</curCd><valUSD>18505</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>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>280</balance><units>NS</units><curCd>USD</curCd><valUSD>14630</valUSD><pctVal>0.038</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>Intellia Therapeutics Inc</name><lei>5493002T5BCPE5DZC723</lei><title>Intellia Therapeutics Inc</title><cusip>45826J105</cusip><identifiers><isin value="US45826J1051"/><ticker value="NTLA US"/><other otherDesc="BYZM6C2" value="Sedol"/></identifiers><balance>493</balance><units>NS</units><curCd>USD</curCd><valUSD>17201</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>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>1109</balance><units>NS</units><curCd>USD</curCd><valUSD>113772</valUSD><pctVal>0.299</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>Intuit Inc</name><lei>VI90HBPH7XSFMB9E4M29</lei><title>Intuit Inc</title><cusip>461202103</cusip><identifiers><isin value="US4612021034"/><ticker value="INTU US"/><other otherDesc="2459020" value="Sedol"/></identifiers><balance>21</balance><units>NS</units><curCd>USD</curCd><valUSD>8174</valUSD><pctVal>0.021</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>2412</balance><units>NS</units><curCd>USD</curCd><valUSD>71492</valUSD><pctVal>0.188</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>Ionis Pharmaceuticals Inc</name><lei>549300SI4ZGLG0BLUZ92</lei><title>Ionis Pharmaceuticals Inc</title><cusip>462222100</cusip><identifiers><isin value="US4622221004"/><ticker value="IONS US"/><other otherDesc="BDJ0LS6" value="Sedol"/></identifiers><balance>384</balance><units>NS</units><curCd>USD</curCd><valUSD>14504</valUSD><pctVal>0.038</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>JPMorgan Chase &amp; Co</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46625H100</cusip><identifiers><isin value="US46625H1005"/><ticker value="JPM US"/><other otherDesc="2190385" value="Sedol"/></identifiers><balance>607</balance><units>NS</units><curCd>USD</curCd><valUSD>81399</valUSD><pctVal>0.214</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>Jefferies Financial Group Inc</name><lei>549300HOF34RGOJ5YL07</lei><title>Jefferies Financial Group Inc</title><cusip>47233W109</cusip><identifiers><isin value="US47233W1099"/><ticker value="JEF US"/><other otherDesc="BG0Q4Z2" value="Sedol"/></identifiers><balance>73</balance><units>NS</units><curCd>USD</curCd><valUSD>2502</valUSD><pctVal>0.007</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>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>307</balance><units>NS</units><curCd>USD</curCd><valUSD>54232</valUSD><pctVal>0.142</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>2031</balance><units>NS</units><curCd>USD</curCd><valUSD>72425</valUSD><pctVal>0.19</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>Keysight Technologies Inc</name><lei>549300GLKVIO8YRCYN02</lei><title>Keysight Technologies Inc</title><cusip>49338L103</cusip><identifiers><isin value="US49338L1035"/><ticker value="KEYS US"/><other otherDesc="BQZJ0Q9" value="Sedol"/></identifiers><balance>89</balance><units>NS</units><curCd>USD</curCd><valUSD>15225</valUSD><pctVal>0.04</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>3313</balance><units>NS</units><curCd>USD</curCd><valUSD>70169</valUSD><pctVal>0.184</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>LKQ Corp</name><lei>DS830JTTZQN6GK0I2E41</lei><title>LKQ Corp</title><cusip>501889208</cusip><identifiers><isin value="US5018892084"/><ticker value="LKQ US"/><other otherDesc="2971029" value="Sedol"/></identifiers><balance>439</balance><units>NS</units><curCd>USD</curCd><valUSD>23447</valUSD><pctVal>0.062</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>Laboratory Corp of America Hol</name><lei>OZ7UA8IXAIFILY2VZH07</lei><title>Laboratory Corp of America Holdings</title><cusip>50540R409</cusip><identifiers><isin value="US50540R4092"/><ticker value="LH US"/><other otherDesc="2586122" value="Sedol"/></identifiers><balance>163</balance><units>NS</units><curCd>USD</curCd><valUSD>38383</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>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" value="Sedol"/></identifiers><balance>437</balance><units>NS</units><curCd>USD</curCd><valUSD>39050</valUSD><pctVal>0.103</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>Lantheus Holdings Inc</name><lei>5299005HUB5IOJGO7S39</lei><title>Lantheus Holdings Inc</title><cusip>516544103</cusip><identifiers><isin value="US5165441032"/><ticker value="LNTH US"/><other otherDesc="BP8S8J5" value="Sedol"/></identifiers><balance>612</balance><units>NS</units><curCd>USD</curCd><valUSD>31188</valUSD><pctVal>0.082</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>Lattice Semiconductor Corp</name><lei>549300LRBBPZDQ2II567</lei><title>Lattice Semiconductor Corp.</title><cusip>518415104</cusip><identifiers><isin value="US5184151042"/><ticker value="LSCC US"/><other otherDesc="2506658" value="Sedol"/></identifiers><balance>404</balance><units>NS</units><curCd>USD</curCd><valUSD>26212</valUSD><pctVal>0.069</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>Estee Lauder Cos Inc/The</name><lei>549300VFZ8XJ9NUPU221</lei><title>Estee Lauder Cos Inc</title><cusip>518439104</cusip><identifiers><isin value="US5184391044"/><ticker value="EL US"/><other otherDesc="2320524" value="Sedol"/></identifiers><balance>219</balance><units>NS</units><curCd>USD</curCd><valUSD>54336</valUSD><pctVal>0.143</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>Leggett &amp; Platt Inc</name><lei>DKOVQUCDW4ZLYCUD4T55</lei><title>Leggett &amp; Platt Inc</title><cusip>524660107</cusip><identifiers><isin value="US5246601075"/><ticker value="LEG US"/><other otherDesc="2510682" value="Sedol"/></identifiers><balance>1150</balance><units>NS</units><curCd>USD</curCd><valUSD>37064</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>Lincoln National Corp</name><lei>EFQMQROEDSNBRIP7LE47</lei><title>Lincoln National Corp</title><cusip>534187109</cusip><identifiers><isin value="US5341871094"/><ticker value="LNC US"/><other otherDesc="2516378" value="Sedol"/></identifiers><balance>461</balance><units>NS</units><curCd>USD</curCd><valUSD>14162</valUSD><pctVal>0.037</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>Magnolia Oil &amp; Gas Corp</name><lei>N/A</lei><title>Magnolia Oil &amp; Gas Corp</title><cusip>559663109</cusip><identifiers><isin value="US5596631094"/><ticker value="MGY US"/><other otherDesc="BF2GC59" value="Sedol"/></identifiers><balance>1597</balance><units>NS</units><curCd>USD</curCd><valUSD>37450</valUSD><pctVal>0.098</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>Manulife Financial Corp</name><lei>5493007GBX87QOZACS27</lei><title>Manulife Financial Corp</title><cusip>56501R106</cusip><identifiers><isin value="CA56501R1064"/><ticker value="MFC US"/><other otherDesc="2492520" value="Sedol"/></identifiers><balance>4245</balance><units>NS</units><curCd>USD</curCd><valUSD>75731</valUSD><pctVal>0.199</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>Marsh &amp; McLennan Cos Inc</name><lei>549300XMP3KDCKJXIU47</lei><title>Marsh &amp; McLennan Cos Inc</title><cusip>571748102</cusip><identifiers><isin value="US5717481023"/><ticker value="MMC US"/><other otherDesc="2567741" value="Sedol"/></identifiers><balance>441</balance><units>NS</units><curCd>USD</curCd><valUSD>72977</valUSD><pctVal>0.192</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>Martin Marietta Materials Inc</name><lei>5299005MZ4WZECVATV08</lei><title>Martin Marietta Materials Inc</title><cusip>573284106</cusip><identifiers><isin value="US5732841060"/><ticker value="MLM US"/><other otherDesc="2572079" value="Sedol"/></identifiers><balance>148</balance><units>NS</units><curCd>USD</curCd><valUSD>50020</valUSD><pctVal>0.131</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>Marvell Technology Inc</name><lei>N/A</lei><title>Marvell Technology Inc</title><cusip>573874104</cusip><identifiers><isin value="US5738741041"/><ticker value="MRVL US"/><other otherDesc="BNKJSM5" value="Sedol"/></identifiers><balance>323</balance><units>NS</units><curCd>USD</curCd><valUSD>11964</valUSD><pctVal>0.031</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>Masco Corp</name><lei>5GCSNMQXHEYA1JO8QN11</lei><title>Masco Corp</title><cusip>574599106</cusip><identifiers><isin value="US5745991068"/><ticker value="MAS US"/><other otherDesc="2570200" value="Sedol"/></identifiers><balance>600</balance><units>NS</units><curCd>USD</curCd><valUSD>28002</valUSD><pctVal>0.074</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>Mastercard Inc</name><lei>AR5L2ODV9HN37376R084</lei><title>Mastercard Inc</title><cusip>57636Q104</cusip><identifiers><isin value="US57636Q1040"/><ticker value="MA US"/><other otherDesc="B121557" value="Sedol"/></identifiers><balance>103</balance><units>NS</units><curCd>USD</curCd><valUSD>35816</valUSD><pctVal>0.094</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>Mattel Inc</name><lei>549300VELLG24KHTJ564</lei><title>Mattel Inc</title><cusip>577081102</cusip><identifiers><isin value="US5770811025"/><ticker value="MAT US"/><other otherDesc="2572303" value="Sedol"/></identifiers><balance>2223</balance><units>NS</units><curCd>USD</curCd><valUSD>39658</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>McCormick &amp; Co Inc/MD</name><lei>549300JQQA6MQ4OJP259</lei><title>McCormick &amp; Co Inc/MD</title><cusip>579780206</cusip><identifiers><isin value="US5797802064"/><ticker value="MKC US"/><other otherDesc="2550161" value="Sedol"/></identifiers><balance>773</balance><units>NS</units><curCd>USD</curCd><valUSD>64074</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>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>190</balance><units>NS</units><curCd>USD</curCd><valUSD>50071</valUSD><pctVal>0.131</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>Merck &amp; Co Inc</name><lei>4YV9Y5M8S0BRK1RP0397</lei><title>Merck &amp; Co Inc</title><cusip>58933Y105</cusip><identifiers><isin value="US58933Y1055"/><ticker value="MRK US"/><other otherDesc="2778844" value="Sedol"/></identifiers><balance>629</balance><units>NS</units><curCd>USD</curCd><valUSD>69788</valUSD><pctVal>0.183</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>MetLife Inc</name><lei>C4BXATY60WC6XEOZDX54</lei><title>MetLife Inc</title><cusip>59156R108</cusip><identifiers><isin value="US59156R1086"/><ticker value="MET US"/><other otherDesc="2573209" value="Sedol"/></identifiers><balance>1600</balance><units>NS</units><curCd>USD</curCd><valUSD>115792</valUSD><pctVal>0.304</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>1587</balance><units>NS</units><curCd>USD</curCd><valUSD>395172</valUSD><pctVal>1.038</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>1131</balance><units>NS</units><curCd>USD</curCd><valUSD>75381</valUSD><pctVal>0.198</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>596</balance><units>NS</units><curCd>USD</curCd><valUSD>36565</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>New Fortress Energy Inc</name><lei>N/A</lei><title>New Fortress Energy Inc</title><cusip>644393100</cusip><identifiers><isin value="US6443931000"/><ticker value="NFE US"/><other otherDesc="BH3Z4P3" value="Sedol"/></identifiers><balance>288</balance><units>NS</units><curCd>USD</curCd><valUSD>12217</valUSD><pctVal>0.032</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 Relic Inc</name><lei>549300AB8FY2HQILL804</lei><title>New Relic Inc</title><cusip>64829B100</cusip><identifiers><isin value="US64829B1008"/><ticker value="NEWR US"/><other otherDesc="BT6T3N7" value="Sedol"/></identifiers><balance>23</balance><units>NS</units><curCd>USD</curCd><valUSD>1298</valUSD><pctVal>0.003</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 Times Co/The</name><lei>529900J1WEMMIW7BOH57</lei><title>New York Times Co</title><cusip>650111107</cusip><identifiers><isin value="US6501111073"/><ticker value="NYT US"/><other otherDesc="2632003" value="Sedol"/></identifiers><balance>419</balance><units>NS</units><curCd>USD</curCd><valUSD>13601</valUSD><pctVal>0.036</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>Norfolk Southern Corp</name><lei>54930036C8MWP850MI84</lei><title>Norfolk Southern Corp</title><cusip>655844108</cusip><identifiers><isin value="US6558441084"/><ticker value="NSC US"/><other otherDesc="2641894" value="Sedol"/></identifiers><balance>63</balance><units>NS</units><curCd>USD</curCd><valUSD>15524</valUSD><pctVal>0.041</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>O'Reilly Automotive Inc</name><lei>549300K2RLMQL149Q332</lei><title>O'Reilly Automotive Inc</title><cusip>67103H107</cusip><identifiers><isin value="US67103H1077"/><ticker value="ORLY US"/><other otherDesc="B65LWX6" value="Sedol"/></identifiers><balance>99</balance><units>NS</units><curCd>USD</curCd><valUSD>83559</valUSD><pctVal>0.219</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>Olaplex Holdings Inc</name><lei>N/A</lei><title>Olaplex Holdings Inc</title><cusip>679369108</cusip><identifiers><isin value="US6793691089"/><ticker value="OLPX US"/><other otherDesc="BNKJ933" value="Sedol"/></identifiers><balance>1846</balance><units>NS</units><curCd>USD</curCd><valUSD>9618</valUSD><pctVal>0.025</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>Old Republic International Cor</name><lei>549300IV6O2YY2A1KH37</lei><title>Old Republic International Corp</title><cusip>680223104</cusip><identifiers><isin value="US6802231042"/><ticker value="ORI US"/><other otherDesc="2659109" value="Sedol"/></identifiers><balance>440</balance><units>NS</units><curCd>USD</curCd><valUSD>10626</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>Omnicom Group Inc</name><lei>HKUPACFHSSASQK8HLS17</lei><title>Omnicom Group Inc</title><cusip>681919106</cusip><identifiers><isin value="US6819191064"/><ticker value="OMC US"/><other otherDesc="2279303" value="Sedol"/></identifiers><balance>603</balance><units>NS</units><curCd>USD</curCd><valUSD>49187</valUSD><pctVal>0.129</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>Owl Rock Capital Corp</name><lei>2549000BD79OOCPF2L94</lei><title>Owl Rock Capital Corp</title><cusip>69121K104</cusip><identifiers><isin value="US69121K1043"/><ticker value="ORCC US"/><other otherDesc="BK0P8V1" value="Sedol"/></identifiers><balance>3142</balance><units>NS</units><curCd>USD</curCd><valUSD>36290</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>PNC Financial Services Group I</name><lei>CFGNEKW0P8842LEUIA51</lei><title>PNC Financial Services Group Inc</title><cusip>693475105</cusip><identifiers><isin value="US6934751057"/><ticker value="PNC US"/><other otherDesc="2692665" value="Sedol"/></identifiers><balance>244</balance><units>NS</units><curCd>USD</curCd><valUSD>38537</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>PPG Industries Inc</name><lei>549300BKPEP01R3V6C59</lei><title>PPG Industries Inc</title><cusip>693506107</cusip><identifiers><isin value="US6935061076"/><ticker value="PPG US"/><other otherDesc="2698470" value="Sedol"/></identifiers><balance>121</balance><units>NS</units><curCd>USD</curCd><valUSD>15215</valUSD><pctVal>0.04</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>257</balance><units>NS</units><curCd>USD</curCd><valUSD>7510</valUSD><pctVal>0.02</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>Paychex Inc</name><lei>529900K900DW6SUBM174</lei><title>Paychex Inc</title><cusip>704326107</cusip><identifiers><isin value="US7043261079"/><ticker value="PAYX US"/><other otherDesc="2674458" value="Sedol"/></identifiers><balance>442</balance><units>NS</units><curCd>USD</curCd><valUSD>51078</valUSD><pctVal>0.134</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>Pembina Pipeline Corp</name><lei>5493002W3L9YICM6FU21</lei><title>Pembina Pipeline Corp</title><cusip>706327103</cusip><identifiers><isin value="CA7063271034"/><ticker value="PPL CN"/><other otherDesc="B4PPQG5" value="Sedol"/></identifiers><balance>630</balance><units>NS</units><curCd>USD</curCd><valUSD>21388</valUSD><pctVal>0.056</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</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>305</balance><units>NS</units><curCd>USD</curCd><valUSD>55101</valUSD><pctVal>0.145</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>368</balance><units>NS</units><curCd>USD</curCd><valUSD>37245</valUSD><pctVal>0.098</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>Playtika Holding Corp</name><lei>254900E35Z4TKA4UFG64</lei><title>Playtika Holding Corp</title><cusip>72815L107</cusip><identifiers><isin value="US72815L1070"/><ticker value="PLTK US"/><other otherDesc="BNRQKQ7" value="Sedol"/></identifiers><balance>235</balance><units>NS</units><curCd>USD</curCd><valUSD>2000</valUSD><pctVal>0.005</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>T Rowe Price Group Inc</name><lei>549300SIV6FPS9Y7IH33</lei><title>T Rowe Price Group Inc</title><cusip>74144T108</cusip><identifiers><isin value="US74144T1088"/><ticker value="TROW US"/><other otherDesc="2702337" value="Sedol"/></identifiers><balance>258</balance><units>NS</units><curCd>USD</curCd><valUSD>28137</valUSD><pctVal>0.074</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>Procter &amp; Gamble Co/The</name><lei>2572IBTT8CCZW6AU4141</lei><title>Procter &amp; Gamble Co</title><cusip>742718109</cusip><identifiers><isin value="US7427181091"/><ticker value="PG US"/><other otherDesc="2704407" value="Sedol"/></identifiers><balance>668</balance><units>NS</units><curCd>USD</curCd><valUSD>101242</valUSD><pctVal>0.266</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" value="Sedol"/></identifiers><balance>333</balance><units>NS</units><curCd>USD</curCd><valUSD>43193</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>Prudential Financial Inc</name><lei>5PRBRS5FEH7NREC8OR45</lei><title>Prudential Financial Inc</title><cusip>744320102</cusip><identifiers><isin value="US7443201022"/><ticker value="PRU US"/><other otherDesc="2819118" value="Sedol"/></identifiers><balance>387</balance><units>NS</units><curCd>USD</curCd><valUSD>38491</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>Public Service Enterprise Grou</name><lei>PUSS41EMO3E6XXNV3U28</lei><title>Public Service Enterprise Group Inc</title><cusip>744573106</cusip><identifiers><isin value="US7445731067"/><ticker value="PEG US"/><other otherDesc="2707677" value="Sedol"/></identifiers><balance>348</balance><units>NS</units><curCd>USD</curCd><valUSD>21322</valUSD><pctVal>0.056</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>Pure Storage Inc</name><lei>549300NPDB0BZTK3WO90</lei><title>Pure Storage Inc</title><cusip>74624M102</cusip><identifiers><isin value="US74624M1027"/><ticker value="PSTG US"/><other otherDesc="BYZ62T3" value="Sedol"/></identifiers><balance>378</balance><units>NS</units><curCd>USD</curCd><valUSD>10115</valUSD><pctVal>0.027</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>Realty Income Corp</name><lei>549300CUWDAUZSH43859</lei><title>Realty Income Corp</title><cusip>756109104</cusip><identifiers><isin value="US7561091049"/><ticker value="O US"/><other otherDesc="2724193" value="Sedol"/></identifiers><balance>579</balance><units>NS</units><curCd>USD</curCd><valUSD>36726</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>Rockwell Automation Inc</name><lei>VH3R4HHBHH12O0EXZJ88</lei><title>Rockwell Automation Inc</title><cusip>773903109</cusip><identifiers><isin value="US7739031091"/><ticker value="ROK US"/><other otherDesc="2754060" value="Sedol"/></identifiers><balance>60</balance><units>NS</units><curCd>USD</curCd><valUSD>15454</valUSD><pctVal>0.041</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>Royal Bank of Canada</name><lei>ES7IP3U3RHIGC71XBU11</lei><title>Royal Bank of Canada</title><cusip>780087102</cusip><identifiers><isin value="CA7800871021"/><ticker value="RY US"/><other otherDesc="2756196" value="Sedol"/></identifiers><balance>404</balance><units>NS</units><curCd>USD</curCd><valUSD>37984</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>Ryder System Inc</name><lei>ZXJ6Y2OSPZXIVGRILD15</lei><title>Ryder System Inc</title><cusip>783549108</cusip><identifiers><isin value="US7835491082"/><ticker value="R US"/><other otherDesc="2760669" value="Sedol"/></identifiers><balance>26</balance><units>NS</units><curCd>USD</curCd><valUSD>2173</valUSD><pctVal>0.006</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>S&amp;P Global Inc</name><lei>Y6X4K52KMJMZE7I7MY94</lei><title>S&amp;P Global Inc</title><cusip>78409V104</cusip><identifiers><isin value="US78409V1044"/><ticker value="SPGI US"/><other otherDesc="BYV2325" value="Sedol"/></identifiers><balance>129</balance><units>NS</units><curCd>USD</curCd><valUSD>43207</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>Salesforce Inc</name><lei>RCGZFPDMRW58VJ54VR07</lei><title>salesforce.com Inc</title><cusip>79466L302</cusip><identifiers><isin value="US79466L3024"/><ticker value="CRM US"/><other otherDesc="2310525" value="Sedol"/></identifiers><balance>174</balance><units>NS</units><curCd>USD</curCd><valUSD>23071</valUSD><pctVal>0.061</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>Samsara Inc</name><lei>N/A</lei><title>Samsara Inc - Class A</title><cusip>79589L106</cusip><identifiers><isin value="US79589L1061"/><ticker value="IOT US"/><other otherDesc="BPK3058" value="Sedol"/></identifiers><balance>1299</balance><units>NS</units><curCd>USD</curCd><valUSD>16147</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>Seagen Inc</name><lei>N/A</lei><title>Seagen Inc</title><cusip>81181C104</cusip><identifiers><isin value="US81181C1045"/><ticker value="SGEN US"/><other otherDesc="BLPK4D2" value="Sedol"/></identifiers><balance>325</balance><units>NS</units><curCd>USD</curCd><valUSD>41766</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>Sempra Energy</name><lei>PBBKGKLRK5S5C0Y4T545</lei><title>Sempra Energy</title><cusip>816851109</cusip><identifiers><isin value="US8168511090"/><ticker value="SRE US"/><other otherDesc="2138158" value="Sedol"/></identifiers><balance>448</balance><units>NS</units><curCd>USD</curCd><valUSD>69234</valUSD><pctVal>0.182</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>Service Corp International/US</name><lei>549300RKVM2ME20JHZ15</lei><title>Service Corp International/US</title><cusip>817565104</cusip><identifiers><isin value="US8175651046"/><ticker value="SCI US"/><other otherDesc="2797560" value="Sedol"/></identifiers><balance>541</balance><units>NS</units><curCd>USD</curCd><valUSD>37405</valUSD><pctVal>0.098</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>Sherwin-Williams Co/The</name><lei>Z15BMIOX8DDH0X2OBP21</lei><title>Sherwin-Williams Co</title><cusip>824348106</cusip><identifiers><isin value="US8243481061"/><ticker value="SHW US"/><other otherDesc="2804211" value="Sedol"/></identifiers><balance>70</balance><units>NS</units><curCd>USD</curCd><valUSD>16613</valUSD><pctVal>0.044</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>Sirius XM Holdings Inc</name><lei>54930055RWDMVXAGZK98</lei><title>Sirius XM Holdings Inc</title><cusip>82968B103</cusip><identifiers><isin value="US82968B1035"/><ticker value="SIRI US"/><other otherDesc="BGLDK10" value="Sedol"/></identifiers><balance>12410</balance><units>NS</units><curCd>USD</curCd><valUSD>72474</valUSD><pctVal>0.19</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="54166.74"/></securityLending></invstOrSec><invstOrSec><name>Southern Co/The</name><lei>549300FC3G3YU2FBZD92</lei><title>Southern Co</title><cusip>842587107</cusip><identifiers><isin value="US8425871071"/><ticker value="SO US"/><other otherDesc="2829601" value="Sedol"/></identifiers><balance>1074</balance><units>NS</units><curCd>USD</curCd><valUSD>76694</valUSD><pctVal>0.201</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>Sprouts Farmers Market Inc</name><lei>529900P8F4G77Q52XE24</lei><title>Sprouts Farmers Market Inc</title><cusip>85208M102</cusip><identifiers><isin value="US85208M1027"/><ticker value="SFM US"/><other otherDesc="BCGCR79" value="Sedol"/></identifiers><balance>1102</balance><units>NS</units><curCd>USD</curCd><valUSD>35672</valUSD><pctVal>0.094</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>STAG Industrial Inc</name><lei>549300QWYX2W6FASVQ07</lei><title>STAG Industrial Inc</title><cusip>85254J102</cusip><identifiers><isin value="US85254J1025"/><ticker value="STAG US"/><other otherDesc="B64BRQ5" value="Sedol"/></identifiers><balance>2250</balance><units>NS</units><curCd>USD</curCd><valUSD>72697</valUSD><pctVal>0.191</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>Starbucks Corp</name><lei>OQSJ1DU9TAOC51A47K68</lei><title>Starbucks Corp</title><cusip>855244109</cusip><identifiers><isin value="US8552441094"/><ticker value="SBUX US"/><other otherDesc="2842255" value="Sedol"/></identifiers><balance>229</balance><units>NS</units><curCd>USD</curCd><valUSD>22717</valUSD><pctVal>0.06</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>Stryker Corp</name><lei>5493002F0SC4JTBU5137</lei><title>Stryker Corp</title><cusip>863667101</cusip><identifiers><isin value="US8636671013"/><ticker value="SYK US"/><other otherDesc="2853688" value="Sedol"/></identifiers><balance>80</balance><units>NS</units><curCd>USD</curCd><valUSD>19559</valUSD><pctVal>0.051</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>Sysco Corp</name><lei>5RGWIFLMGH3YS7KWI652</lei><title>Sysco Corp</title><cusip>871829107</cusip><identifiers><isin value="US8718291078"/><ticker value="SYY US"/><other otherDesc="2868165" value="Sedol"/></identifiers><balance>487</balance><units>NS</units><curCd>USD</curCd><valUSD>37231</valUSD><pctVal>0.098</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>TJX Cos Inc/The</name><lei>V167QI9I69W364E2DY52</lei><title>TJX Cos Inc</title><cusip>872540109</cusip><identifiers><isin value="US8725401090"/><ticker value="TJX US"/><other otherDesc="2989301" value="Sedol"/></identifiers><balance>1062</balance><units>NS</units><curCd>USD</curCd><valUSD>84535</valUSD><pctVal>0.222</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>Take-Two Interactive Software</name><lei>BOMSTHHJK882EWYX3334</lei><title>Take-Two Interactive Software Inc</title><cusip>874054109</cusip><identifiers><isin value="US8740541094"/><ticker value="TTWO US"/><other otherDesc="2122117" value="Sedol"/></identifiers><balance>145</balance><units>NS</units><curCd>USD</curCd><valUSD>15099</valUSD><pctVal>0.04</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>Tempur Sealy International Inc</name><lei>549300HFEKVR3US71V91</lei><title>Tempur Sealy International Inc</title><cusip>88023U101</cusip><identifiers><isin value="US88023U1016"/><ticker value="TPX US"/><other otherDesc="2216991" value="Sedol"/></identifiers><balance>431</balance><units>NS</units><curCd>USD</curCd><valUSD>14796</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>Teradyne Inc</name><lei>C3X4YJ278QNZHRJULN75</lei><title>Teradyne Inc</title><cusip>880770102</cusip><identifiers><isin value="US8807701029"/><ticker value="TER US"/><other otherDesc="2884183" value="Sedol"/></identifiers><balance>475</balance><units>NS</units><curCd>USD</curCd><valUSD>41491</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>Texas Instruments Inc</name><lei>WDJNR2L6D8RWOEB8T652</lei><title>TEXAS INSTRUMENTS INC</title><cusip>882508104</cusip><identifiers><isin value="US8825081040"/><ticker value="TXN US"/><other otherDesc="2885409" value="Sedol"/></identifiers><balance>302</balance><units>NS</units><curCd>USD</curCd><valUSD>49896</valUSD><pctVal>0.131</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>Trade Desk Inc/The</name><lei>549300GXPD31VT3E0P46</lei><title>Trade Desk Inc</title><cusip>88339J105</cusip><identifiers><isin value="US88339J1051"/><ticker value="TTD US"/><other otherDesc="BD8FDD1" value="Sedol"/></identifiers><balance>114</balance><units>NS</units><curCd>USD</curCd><valUSD>5111</valUSD><pctVal>0.013</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>Thermo Fisher Scientific Inc</name><lei>HCHV7422L5HDJZCRFL38</lei><title>THERMO FISHER SCIENTIFIC INC</title><cusip>883556102</cusip><identifiers><isin value="US8835561023"/><ticker value="TMO US"/><other otherDesc="2886907" value="Sedol"/></identifiers><balance>21</balance><units>NS</units><curCd>USD</curCd><valUSD>11564</valUSD><pctVal>0.03</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>3M Co</name><lei>LUZQVYP4VS22CLWDAR65</lei><title>3M Co</title><cusip>88579Y101</cusip><identifiers><isin value="US88579Y1010"/><ticker value="MMM US"/><other otherDesc="2595708" value="Sedol"/></identifiers><balance>305</balance><units>NS</units><curCd>USD</curCd><valUSD>36576</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>Toronto-Dominion Bank/The</name><lei>PT3QB789TSUIDF371261</lei><title>Toronto-Dominion Bank</title><cusip>891160509</cusip><identifiers><isin value="CA8911605092"/><ticker value="TD US"/><other otherDesc="2042516" value="Sedol"/></identifiers><balance>403</balance><units>NS</units><curCd>USD</curCd><valUSD>26098</valUSD><pctVal>0.069</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>Janus Henderson Cash Collateral Fund</name><lei>N/A</lei><title>Janus Henderson Cash Collateral Fund</title><cusip>N/A</cusip><identifiers><other otherDesc="896" value="Internal ID"/></identifiers><balance>145259</balance><units>NS</units><curCd>USD</curCd><valUSD>145259</valUSD><pctVal>0.381</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>PF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><cashCollateralCondition cashCollateralVal="145259" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Truist Financial Corp</name><lei>549300DRQQI75D2JP341</lei><title>Truist Financial Corp</title><cusip>89832Q109</cusip><identifiers><isin value="US89832Q1094"/><ticker value="TFC US"/><other otherDesc="BKP7287" value="Sedol"/></identifiers><balance>1829</balance><units>NS</units><curCd>USD</curCd><valUSD>78702</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>Tyson Foods Inc</name><lei>WD6L6041MNRW1JE49D58</lei><title>Tyson Foods Inc</title><cusip>902494103</cusip><identifiers><isin value="US9024941034"/><ticker value="TSN US"/><other otherDesc="2909730" value="Sedol"/></identifiers><balance>116</balance><units>NS</units><curCd>USD</curCd><valUSD>7221</valUSD><pctVal>0.019</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>Under Armour Inc</name><lei>549300D4549QKWETZ406</lei><title>Under Armour Inc</title><cusip>904311206</cusip><identifiers><isin value="US9043112062"/><ticker value="UA US"/><other otherDesc="BDF9YM2" value="Sedol"/></identifiers><balance>4027</balance><units>NS</units><curCd>USD</curCd><valUSD>35921</valUSD><pctVal>0.094</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>United Parcel Service Inc</name><lei>D01LMJZU09ULLNCY6Z23</lei><title>United Parcel Service Inc</title><cusip>911312106</cusip><identifiers><isin value="US9113121068"/><ticker value="UPS US"/><other otherDesc="2517382" value="Sedol"/></identifiers><balance>309</balance><units>NS</units><curCd>USD</curCd><valUSD>53717</valUSD><pctVal>0.141</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>US Foods Holding Corp</name><lei>549300UGOZSO64CFPR97</lei><title>US Foods Holding Corp</title><cusip>912008109</cusip><identifiers><isin value="US9120081099"/><ticker value="USFD US"/><other otherDesc="BYVFC94" value="Sedol"/></identifiers><balance>419</balance><units>NS</units><curCd>USD</curCd><valUSD>14254</valUSD><pctVal>0.037</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>UnitedHealth Group Inc</name><lei>549300GHBMY8T5GXDE41</lei><title>UnitedHealth Group Inc</title><cusip>91324P102</cusip><identifiers><isin value="US91324P1021"/><ticker value="UNH US"/><other otherDesc="2917766" value="Sedol"/></identifiers><balance>139</balance><units>NS</units><curCd>USD</curCd><valUSD>73695</valUSD><pctVal>0.194</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>Universal Display Corp</name><lei>N/A</lei><title>Universal Display Corp</title><cusip>91347P105</cusip><identifiers><isin value="US91347P1057"/><ticker value="OLED US"/><other otherDesc="2277880" value="Sedol"/></identifiers><balance>124</balance><units>NS</units><curCd>USD</curCd><valUSD>13397</valUSD><pctVal>0.035</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>Vanguard Long-Term Corporate B</name><lei>549300Y88GQ3VLJIBX57</lei><title>Vanguard Long-Term Corporate Bond</title><cusip>92206C813</cusip><identifiers><isin value="US92206C8139"/><ticker value="VCLT US"/><other otherDesc="B4N95T5" value="Sedol"/></identifiers><balance>5875</balance><units>NS</units><curCd>USD</curCd><valUSD>444796</valUSD><pctVal>1.168</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>RF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="22950"/></securityLending></invstOrSec><invstOrSec><name>Vanguard Intermediate-Term Cor</name><lei>549300Y88GQ3VLJIBX57</lei><title>Vanguard Intermediate-Term Corporate Bond</title><cusip>92206C870</cusip><identifiers><isin value="US92206C8709"/><ticker value="VCIT US"/><other otherDesc="B4KH912" value="Sedol"/></identifiers><balance>13571</balance><units>NS</units><curCd>USD</curCd><valUSD>1051888</valUSD><pctVal>2.762</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>Vertex Pharmaceuticals Inc</name><lei>54930015RAQRRZ5ZGJ91</lei><title>Vertex Pharmaceuticals Inc</title><cusip>92532F100</cusip><identifiers><isin value="US92532F1003"/><ticker value="VRTX US"/><other otherDesc="2931034" value="Sedol"/></identifiers><balance>64</balance><units>NS</units><curCd>USD</curCd><valUSD>18482</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>VICI Properties Inc</name><lei>254900RKH6RY9KCJQH63</lei><title>VICI Properties Inc</title><cusip>925652109</cusip><identifiers><isin value="US9256521090"/><ticker value="VICI US"/><other otherDesc="BYWH073" value="Sedol"/></identifiers><balance>1714</balance><units>NS</units><curCd>USD</curCd><valUSD>55534</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>Vistra Corp</name><lei>549300KP43CPCUJOOG15</lei><title>Vistra Energy Corp</title><cusip>92840M102</cusip><identifiers><isin value="US92840M1027"/><ticker value="VST US"/><other otherDesc="BZ8VJQ8" value="Sedol"/></identifiers><balance>1550</balance><units>NS</units><curCd>USD</curCd><valUSD>35960</valUSD><pctVal>0.094</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>Westinghouse Air Brake Technol</name><lei>06BTX5UWZD0GQ5N5Y745</lei><title>WABTEC CORP</title><cusip>929740108</cusip><identifiers><isin value="US9297401088"/><ticker value="WAB US"/><other otherDesc="2955733" value="Sedol"/></identifiers><balance>332</balance><units>NS</units><curCd>USD</curCd><valUSD>33137</valUSD><pctVal>0.087</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>Walgreens Boots Alliance Inc</name><lei>549300RPTUOIXG4LIH86</lei><title>Walgreens Boots Alliance Inc</title><cusip>931427108</cusip><identifiers><isin value="US9314271084"/><ticker value="WBA US"/><other otherDesc="BTN1Y44" value="Sedol"/></identifiers><balance>1296</balance><units>NS</units><curCd>USD</curCd><valUSD>48419</valUSD><pctVal>0.127</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>Wendy's Co/The</name><lei>529900M0JIUCMWVKHG76</lei><title>Wendy's Co</title><cusip>95058W100</cusip><identifiers><isin value="US95058W1009"/><ticker value="WEN US"/><other otherDesc="B3NXMJ9" value="Sedol"/></identifiers><balance>1609</balance><units>NS</units><curCd>USD</curCd><valUSD>36412</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>WestRock Co</name><lei>5493004Z9TCQW68YVL89</lei><title>WestRock Co</title><cusip>96145D105</cusip><identifiers><isin value="US96145D1054"/><ticker value="WRK US"/><other otherDesc="BYR0914" value="Sedol"/></identifiers><balance>363</balance><units>NS</units><curCd>USD</curCd><valUSD>12763</valUSD><pctVal>0.034</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>Weyerhaeuser Co</name><lei>08IRJODWFYBI7QWRGS31</lei><title>Weyerhaeuser Co</title><cusip>962166104</cusip><identifiers><isin value="US9621661043"/><ticker value="WY US"/><other otherDesc="2958936" value="Sedol"/></identifiers><balance>3016</balance><units>NS</units><curCd>USD</curCd><valUSD>93496</valUSD><pctVal>0.246</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>WWE</name><lei>549300WZVLSCS3L4L698</lei><title>World Wrestling Entertainment Inc</title><cusip>98156Q108</cusip><identifiers><isin value="US98156Q1085"/><ticker value="WWE US"/><other otherDesc="2503529" value="Sedol"/></identifiers><balance>530</balance><units>NS</units><curCd>USD</curCd><valUSD>36316</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>Xcel Energy Inc</name><lei>LGJNMI9GH8XIDG5RCM61</lei><title>Xcel Energy Inc</title><cusip>98389B100</cusip><identifiers><isin value="US98389B1008"/><ticker value="XEL US"/><other otherDesc="2614807" value="Sedol"/></identifiers><balance>517</balance><units>NS</units><curCd>USD</curCd><valUSD>36247</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>Yum! Brands Inc</name><lei>549300JE8XHZZ7OHN517</lei><title>Yum! Brands Inc</title><cusip>988498101</cusip><identifiers><isin value="US9884981013"/><ticker value="YUM US"/><other otherDesc="2098876" value="Sedol"/></identifiers><balance>242</balance><units>NS</units><curCd>USD</curCd><valUSD>30995</valUSD><pctVal>0.081</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>Zions Bancorp NA</name><lei>8WH0EE09O9V05QJZ3V89</lei><title>Zions Bancorp NA</title><cusip>989701107</cusip><identifiers><isin value="US9897011071"/><ticker value="ZION US"/><other otherDesc="2989828" value="Sedol"/></identifiers><balance>354</balance><units>NS</units><curCd>USD</curCd><valUSD>17403</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>Zoetis Inc</name><lei>549300HD9Q1LOC9KLJ48</lei><title>Zoetis Inc</title><cusip>98978V103</cusip><identifiers><isin value="US98978V1035"/><ticker value="ZTS US"/><other otherDesc="B95WG16" value="Sedol"/></identifiers><balance>524</balance><units>NS</units><curCd>USD</curCd><valUSD>76792</valUSD><pctVal>0.202</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>ZoomInfo Technologies Inc</name><lei>N/A</lei><title>ZoomInfo Technologies Inc - Class A</title><cusip>98980F104</cusip><identifiers><isin value="US98980F1049"/><ticker value="ZI US"/><other otherDesc="BMWF095" value="Sedol"/></identifiers><balance>1240</balance><units>NS</units><curCd>USD</curCd><valUSD>37336</valUSD><pctVal>0.098</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>Atlas Corp</name><lei>N/A</lei><title>Atlas Corp</title><cusip>Y0436Q109</cusip><identifiers><isin value="MHY0436Q1098"/><ticker value="ATCO US"/><other otherDesc="BLH9147" value="Sedol"/></identifiers><balance>3746</balance><units>NS</units><curCd>USD</curCd><valUSD>57464</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><loanByFundCondition isLoanByFund="Y" loanVal="43090.06"/></securityLending></invstOrSec><invstOrSec><name>Accenture PLC</name><lei>N/A</lei><title>Accenture PLC</title><cusip>G1151C101</cusip><identifiers><isin value="IE00B4BNMY34"/><ticker value="ACN US"/><other otherDesc="B4BNMY3" value="Sedol"/></identifiers><balance>127</balance><units>NS</units><curCd>USD</curCd><valUSD>33889</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><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Eaton Corp PLC</name><lei>549300VDIGTMXUNT7H71</lei><title>Eaton Corp PLC</title><cusip>G29183103</cusip><identifiers><isin value="IE00B8KQN827"/><ticker value="ETN US"/><other otherDesc="B8KQN82" value="Sedol"/></identifiers><balance>256</balance><units>NS</units><curCd>USD</curCd><valUSD>40179</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>Johnson Controls International</name><lei>549300XQ6S1GYKGBL205</lei><title>Johnson Controls International plc</title><cusip>G51502105</cusip><identifiers><isin value="IE00BY7QL619"/><ticker value="JCI US"/><other otherDesc="BY7QL61" value="Sedol"/></identifiers><balance>656</balance><units>NS</units><curCd>USD</curCd><valUSD>41984</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>Lazard Ltd</name><lei>254900RIBCDJSUFG1A11</lei><title>Lazard Ltd</title><cusip>G54050102</cusip><identifiers><isin value="BMG540501027"/><ticker value="LAZ US"/><other otherDesc="B081VQ7" value="Sedol"/></identifiers><balance>372</balance><units>NS</units><curCd>USD</curCd><valUSD>12897</valUSD><pctVal>0.034</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>Linde PLC</name><lei>8945002PAZHZLBGKGF02</lei><title>Linde PLC</title><cusip>G5494J103</cusip><identifiers><isin value="IE00BZ12WP82"/><ticker value="LIN US"/><other otherDesc="BZ12WP8" value="Sedol"/></identifiers><balance>175</balance><units>NS</units><curCd>USD</curCd><valUSD>57081</valUSD><pctVal>0.15</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>Medtronic PLC</name><lei>549300GX3ZBSQWUXY261</lei><title>Medtronic PLC</title><cusip>G5960L103</cusip><identifiers><isin value="IE00BTN1Y115"/><ticker value="MDT US"/><other otherDesc="BTN1Y11" value="Sedol"/></identifiers><balance>1047</balance><units>NS</units><curCd>USD</curCd><valUSD>81373</valUSD><pctVal>0.214</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>Novocure Ltd</name><lei>213800YPP55UMHWA4826</lei><title>Novocure Ltd</title><cusip>G6674U108</cusip><identifiers><isin value="JE00BYSS4X48"/><ticker value="NVCR US"/><other otherDesc="BYSS4X4" value="Sedol"/></identifiers><balance>193</balance><units>NS</units><curCd>USD</curCd><valUSD>14157</valUSD><pctVal>0.037</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>Garmin Ltd</name><lei>2549001E0HIPIJQ0W046</lei><title>Garmin Ltd</title><cusip>H2906T109</cusip><identifiers><isin value="CH0114405324"/><ticker value="GRMN US"/><other otherDesc="B3Z5T14" value="Sedol"/></identifiers><balance>1184</balance><units>NS</units><curCd>USD</curCd><valUSD>109271</valUSD><pctVal>0.287</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>Logitech International SA</name><lei>549300SN6PRK6IJJC215</lei><title>Logitech International S.A. (U.S. Shares)</title><cusip>H50430232</cusip><identifiers><isin value="CH0025751329"/><ticker value="LOGI US"/><other otherDesc="B1921K0" value="Sedol"/></identifiers><balance>138</balance><units>NS</units><curCd>USD</curCd><valUSD>8590</valUSD><pctVal>0.023</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="3753.6"/></securityLending></invstOrSec><invstOrSec><name>Ferrari NV</name><lei>549300RIVY5EX8RCON76</lei><title>Ferrari NV</title><cusip>N3167Y103</cusip><identifiers><isin value="NL0011585146"/><ticker value="RACE IM"/><other otherDesc="BZ1GMK5" value="Sedol"/></identifiers><balance>63</balance><units>NS</units><curCd>USD</curCd><valUSD>13496</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>IT</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Stellantis NV</name><lei>549300LKT9PW7ZIBDF31</lei><title>Stellantis NV</title><cusip>N82405106</cusip><identifiers><isin value="NL00150001Q9"/><ticker value="STLA US"/><other otherDesc="BM9RCN2" value="Sedol"/></identifiers><balance>3615</balance><units>NS</units><curCd>USD</curCd><valUSD>51333</valUSD><pctVal>0.135</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="34975.26"/></securityLending></invstOrSec><invstOrSec><name>JAPAN TREASURY DISC BILL</name><lei>353800WZS8AXZXFUC241</lei><title>Japan Treasury Discount Bill</title><cusip>ZN3293182</cusip><identifiers><isin value="JP1741221NB3"/><ticker value="JTDB"/><other otherDesc="BP6DVX7" value="Sedol"/></identifiers><balance>73750000</balance><units>PA</units><currencyConditional curCd="JPY" exchangeRt="131.22"/><valUSD>562184</valUSD><pctVal>1.476</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>NUSS</issuerCat><invCountry>JP</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-02-27</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>Sell JPY / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110087907" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-38452</valUSD><pctVal>-0.101</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName><counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei></counterparties><amtCurSold>73750000</amtCurSold><curSold>JPY</curSold><amtCurPur>528132</amtCurPur><curPur>USD</curPur><settlementDt>2023-02-27</settlementDt><unrealizedAppr>-38452</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>CAC40 10 EURO FUT Jan23</title><cusip>N/A</cusip><identifiers><isin value="FREN08700626"/><ticker value="CFF3"/><other otherDesc="CFF3 INDEX" value="Internal ID"/></identifiers><balance>6</balance><units>NC</units><currencyConditional curCd="EUR" exchangeRt="0.93432"/><valUSD>-14693</valUSD><pctVal>-0.039</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>CAC40 10</issuerName><issueTitle>CAC40 10</issueTitle><identifiers><ticker value="CFF3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-01-20</expDate><notionalAmt>424233</notionalAmt><curCd>EUR</curCd><unrealizedAppr>-14693</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>AMSTERDAM IDX FUT Jan23</title><cusip>N/A</cusip><identifiers><isin value="NLEN08700648"/><ticker value="EOF3"/><other otherDesc="EOF3 INDEX" value="Internal ID"/></identifiers><balance>3</balance><units>NC</units><currencyConditional curCd="EUR" exchangeRt="0.93432"/><valUSD>-19755</valUSD><pctVal>-0.052</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>AMSTERDAM IDX</issuerName><issueTitle>AMSTERDAM IDX</issueTitle><identifiers><ticker value="EOF3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-01-20</expDate><notionalAmt>456947</notionalAmt><curCd>EUR</curCd><unrealizedAppr>-19755</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>S&amp;P500 EMINI FUT  Mar23</title><cusip>N/A</cusip><identifiers><ticker value="ESH3"/><other otherDesc="ESH3 INDEX" value="Internal ID"/></identifiers><balance>22</balance><units>NC</units><curCd>USD</curCd><valUSD>-120288</valUSD><pctVal>-0.316</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>S&amp;P500 EMINI</issuerName><issueTitle>S&amp;P500 EMINI</issueTitle><identifiers><ticker value="ESH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-17</expDate><notionalAmt>4367388</notionalAmt><curCd>USD</curCd><unrealizedAppr>-120288</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>DAX INDEX FUTURE  Mar23</title><cusip>N/A</cusip><identifiers><isin value="DE000C6LWLQ7"/><ticker value="GXH3"/><other otherDesc="GXH3 INDEX" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><currencyConditional curCd="EUR" exchangeRt="0.93432"/><valUSD>-15309</valUSD><pctVal>-0.04</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>DAX</issuerName><issueTitle>DAX</issueTitle><identifiers><ticker value="GXH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-17</expDate><notionalAmt>383591</notionalAmt><curCd>EUR</curCd><unrealizedAppr>-15309</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>MSCI EmgMkt       Mar23</title><cusip>N/A</cusip><identifiers><ticker value="MESH3"/><other otherDesc="MESH3 INDEX" value="Internal ID"/></identifiers><balance>31</balance><units>NC</units><curCd>USD</curCd><valUSD>-31702</valUSD><pctVal>-0.083</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>MSCI EmgMkt</issuerName><issueTitle>MSCI EmgMkt</issueTitle><identifiers><ticker value="MESH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-20</expDate><notionalAmt>1518772</notionalAmt><curCd>USD</curCd><unrealizedAppr>-31702</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>NIKKEI 225 MINI   Mar23</title><cusip>N/A</cusip><identifiers><ticker value="NOH3"/><other otherDesc="NOH3 INDEX" value="Internal ID"/></identifiers><balance>12</balance><units>NC</units><currencyConditional curCd="JPY" exchangeRt="131.22"/><valUSD>-13577</valUSD><pctVal>-0.036</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>NIKKEI 225 MINI</issuerName><issueTitle>NIKKEI 225 MINI</issueTitle><identifiers><ticker value="NOH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-10</expDate><notionalAmt>242046</notionalAmt><curCd>JPY</curCd><unrealizedAppr>-13577</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>NASDAQ 100 E-MINI Mar23</title><cusip>N/A</cusip><identifiers><ticker value="NQH3"/><other otherDesc="NQH3 INDEX" value="Internal ID"/></identifiers><balance>3</balance><units>NC</units><curCd>USD</curCd><valUSD>-48738</valUSD><pctVal>-0.128</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>NASDAQ 100 E-MINI</issuerName><issueTitle>NASDAQ 100 E-MINI</issueTitle><identifiers><ticker value="NQH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-17</expDate><notionalAmt>710073</notionalAmt><curCd>USD</curCd><unrealizedAppr>-48738</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>S&amp;P/TSX 60 IX FUT Mar23</title><cusip>N/A</cusip><identifiers><ticker value="PTH3"/><other otherDesc="PTH3 INDEX" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><currencyConditional curCd="CAD" exchangeRt="1.3538"/><valUSD>-6378</valUSD><pctVal>-0.017</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>S&amp;P/TSX 60</issuerName><issueTitle>S&amp;P/TSX 60</issueTitle><identifiers><ticker value="PTH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-17</expDate><notionalAmt>178140</notionalAmt><curCd>CAD</curCd><unrealizedAppr>-6378</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>OMXS30 IND FUTURE Jan23</title><cusip>N/A</cusip><identifiers><isin value="SE0018786386"/><ticker value="QCF3"/><other otherDesc="QCF3 INDEX" value="Internal ID"/></identifiers><balance>13</balance><units>NC</units><currencyConditional curCd="SEK" exchangeRt="10.4291"/><valUSD>-11949</valUSD><pctVal>-0.031</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>OMXS30</issuerName><issueTitle>OMXS30</issueTitle><identifiers><ticker value="QCF3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-01-20</expDate><notionalAmt>272341</notionalAmt><curCd>SEK</curCd><unrealizedAppr>-11949</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>E-Mini Russ 2000  Mar23</title><cusip>N/A</cusip><identifiers><ticker value="RTYH3"/><other otherDesc="RTYH3 INDEX" value="Internal ID"/></identifiers><balance>2</balance><units>NC</units><curCd>USD</curCd><valUSD>-6310</valUSD><pctVal>-0.017</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>E-Mini Russ 2000</issuerName><issueTitle>E-Mini Russ 2000</issueTitle><identifiers><ticker value="RTYH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-17</expDate><notionalAmt>183400</notionalAmt><curCd>USD</curCd><unrealizedAppr>-6310</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>SPI 200 FUTURES   Mar23</title><cusip>N/A</cusip><identifiers><ticker value="XPH3"/><other otherDesc="XPH3 INDEX" value="Internal ID"/></identifiers><balance>3</balance><units>NC</units><currencyConditional curCd="AUD" exchangeRt="1.46908"/><valUSD>-7363</valUSD><pctVal>-0.019</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</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>SPI 200</issuerName><issueTitle>SPI 200</issueTitle><identifiers><ticker value="XPH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-16</expDate><notionalAmt>363818</notionalAmt><curCd>AUD</curCd><unrealizedAppr>-7363</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>EURO-SCHATZ FUT   Mar23</title><cusip>N/A</cusip><identifiers><isin value="DE000C6YTCP7"/><ticker value="DUH3"/><other otherDesc="DUH3 COMDTY" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><currencyConditional curCd="EUR" exchangeRt="0.93432"/><valUSD>-1348</valUSD><pctVal>-0.004</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>FUTURES EUR</issueTitle><identifiers><ticker value="DUH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-10</expDate><notionalAmt>112270</notionalAmt><curCd>EUR</curCd><unrealizedAppr>-1348</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 5YR NOTE (CBT) Mar23</title><cusip>N/A</cusip><identifiers><ticker value="FVH3"/><other otherDesc="FVH3 COMDTY" value="Internal ID"/></identifiers><balance>7</balance><units>NC</units><curCd>USD</curCd><valUSD>-3086</valUSD><pctVal>-0.008</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="FVH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-04-05</expDate><notionalAmt>758594</notionalAmt><curCd>USD</curCd><unrealizedAppr>-3086</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>Euro-OAT Future   Mar23</title><cusip>N/A</cusip><identifiers><isin value="DE000C6YTCS1"/><ticker value="OATH3"/><other otherDesc="OATH3 COMDTY" value="Internal ID"/></identifiers><balance>8</balance><units>NC</units><currencyConditional curCd="EUR" exchangeRt="0.93432"/><valUSD>-71711</valUSD><pctVal>-0.188</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="OATH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-10</expDate><notionalAmt>1143862</notionalAmt><curCd>EUR</curCd><unrealizedAppr>-71711</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 2YR NOTE (CBT) Mar23</title><cusip>N/A</cusip><identifiers><ticker value="TUH3"/><other otherDesc="TUH3 COMDTY" value="Internal ID"/></identifiers><balance>3</balance><units>NC</units><curCd>USD</curCd><valUSD>-586</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="TUH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-04-05</expDate><notionalAmt>615820</notionalAmt><curCd>USD</curCd><unrealizedAppr>-586</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)Mar23</title><cusip>N/A</cusip><identifiers><ticker value="TYH3"/><other otherDesc="TYH3 COMDTY" value="Internal ID"/></identifiers><balance>4</balance><units>NC</units><curCd>USD</curCd><valUSD>-2719</valUSD><pctVal>-0.007</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="TYH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-31</expDate><notionalAmt>451906</notionalAmt><curCd>USD</curCd><unrealizedAppr>-2719</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 LONG BOND(CBT) Mar23</title><cusip>N/A</cusip><identifiers><ticker value="USH3"/><other otherDesc="USH3 COMDTY" value="Internal ID"/></identifiers><balance>7</balance><units>NC</units><curCd>USD</curCd><valUSD>-10750</valUSD><pctVal>-0.028</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="USH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-31</expDate><notionalAmt>888156</notionalAmt><curCd>USD</curCd><unrealizedAppr>-10750</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 ULTRA BOND CBT Mar23</title><cusip>N/A</cusip><identifiers><ticker value="WNH3"/><other otherDesc="WNH3 COMDTY" value="Internal ID"/></identifiers><balance>6</balance><units>NC</units><curCd>USD</curCd><valUSD>-18274</valUSD><pctVal>-0.048</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="WNH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-31</expDate><notionalAmt>824149</notionalAmt><curCd>USD</curCd><unrealizedAppr>-18274</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 10Y BOND FUT Mar23</title><cusip>N/A</cusip><identifiers><ticker value="XMH3"/><other otherDesc="XMH3 COMDTY" value="Internal ID"/></identifiers><balance>11</balance><units>NC</units><currencyConditional curCd="AUD" exchangeRt="1.46908"/><valUSD>-40234</valUSD><pctVal>-0.106</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="XMH3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-03-15</expDate><notionalAmt>899416</notionalAmt><curCd>AUD</curCd><unrealizedAppr>-40234</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>2023-02-14</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>
