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value="STZ"/></identifiers><balance>250000</balance><units>PA</units><curCd>USD</curCd><valUSD>249310</valUSD><pctVal>0.631</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-18</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>CROWN CASTLE INC</name><lei>54930012H97VSM0I2R19</lei><title>Crown Castle Inc</title><cusip>N/A</cusip><identifiers><isin value="US22823QRB94"/><ticker value="CRWNCI"/></identifiers><balance>300000</balance><units>PA</units><curCd>USD</curCd><valUSD>299498</valUSD><pctVal>0.758</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-11</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Edison International Disc Coml Paper 4</name><lei>549300I7ROF15MAEVP56</lei><title>Edison International</title><cusip>N/A</cusip><identifiers><isin value="US28103BS943"/><ticker value="EIXCP"/></identifiers><balance>1450000</balance><units>PA</units><curCd>USD</curCd><valUSD>1441921</valUSD><pctVal>3.647</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-09</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>Edison International Disc Coml Paper 4</name><lei>549300I7ROF15MAEVP56</lei><title>EDISON INTERNATIONAL</title><cusip>N/A</cusip><identifiers><isin value="US28103BSF03"/><ticker value="EIXCP"/></identifiers><balance>1600000</balance><units>PA</units><curCd>USD</curCd><valUSD>1589710</valUSD><pctVal>4.021</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-15</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>FMC Corporation</name><lei>CKDHZ2X64EEBQCSP7013</lei><title>FMC CORP</title><cusip>N/A</cusip><identifiers><isin value="US34410XRQ50"/><ticker value="FMCCRP"/></identifiers><balance>250000</balance><units>PA</units><curCd>USD</curCd><valUSD>249075</valUSD><pctVal>0.63</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-24</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 Financial Company  Inc</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>N/A</cusip><identifiers><isin value="US37046UR374"/><ticker value="GMFPP"/></identifiers><balance>1800000</balance><units>PA</units><curCd>USD</curCd><valUSD>1799191</valUSD><pctVal>4.551</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-03</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>Harley-Davidson Funding Corporation</name><lei>5493006EFVOCXD9ZVB19</lei><title>HARLEY-DAVIDSON FINL SER</title><cusip>N/A</cusip><identifiers><isin value="US41282KS410"/><ticker value="HDFUND"/></identifiers><balance>1000000</balance><units>PA</units><curCd>USD</curCd><valUSD>994829</valUSD><pctVal>2.516</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-04</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>ORACLE CORP</name><lei>N/A</lei><title>ORACLE CORP</title><cusip>N/A</cusip><identifiers><isin value="US6840C3S533"/><ticker value="ORCL"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1890949</valUSD><pctVal>4.783</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-05</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>Parker-Hannifin Corporation</name><lei>5493002CONDB4N2HKI23</lei><title>Parker-Hannifin Corp</title><cusip>N/A</cusip><identifiers><isin value="US70109MT124"/><ticker value="PHPP"/></identifiers><balance>500000</balance><units>PA</units><curCd>USD</curCd><valUSD>495351</valUSD><pctVal>1.253</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-06-01</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Rogers Communications Inc.</name><lei>54930030NVF3Y2OL0A78</lei><title>ROGERS COMMUNICATIONS</title><cusip>N/A</cusip><identifiers><isin value="US77511MSR33"/><ticker value="ROGERS"/></identifiers><balance>1550000</balance><units>PA</units><curCd>USD</curCd><valUSD>1537153</valUSD><pctVal>3.888</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-25</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>SEMPRA</name><lei>N/A</lei><title>Sempra Energy</title><cusip>N/A</cusip><identifiers><isin value="US81686NRS17"/><ticker value="SRECP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1892756</valUSD><pctVal>4.788</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-26</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>Southern California Edison Company</name><lei>9R1Z5I36FERIBVKW4P77</lei><title>SOUTHERN CALIF EDISON CO</title><cusip>N/A</cusip><identifiers><isin value="US8424C1R679"/><ticker value="SOCAPP"/></identifiers><balance>800000</balance><units>PA</units><curCd>USD</curCd><valUSD>799303</valUSD><pctVal>2.022</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-06</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>TARGA RES CORP</name><lei>5493003QENHHS261UR94</lei><title>TARGA RESOURCES CORP</title><cusip>N/A</cusip><identifiers><isin value="US87613LS591"/><ticker value="TRGP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1890348</valUSD><pctVal>4.782</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-05</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>Walgreens Boots Alliance, Inc.</name><lei>549300RPTUOIXG4LIH86</lei><title>Walgreens Boots Alliance Inc</title><cusip>N/A</cusip><identifiers><isin value="US93142XRD56"/><ticker value="WAGBTS"/></identifiers><balance>1800000</balance><units>PA</units><curCd>USD</curCd><valUSD>1796557</valUSD><pctVal>4.544</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-13</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>15956</balance><units>PA</units><curCd>USD</curCd><valUSD>15956</valUSD><pctVal>0.04</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-03</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><cashCollateralCondition cashCollateralVal="15956" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Aflac Inc</name><lei>549300N0B7DOGLXWPP39</lei><title>Aflac Inc</title><cusip>001055102</cusip><identifiers><isin value="US0010551028"/><ticker value="AFL US"/><other otherDesc="2026361" value="Sedol"/></identifiers><balance>626</balance><units>NS</units><curCd>USD</curCd><valUSD>40390</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>AT&amp;T Inc</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>00206R102</cusip><identifiers><isin value="US00206R1023"/><ticker value="T US"/><other otherDesc="2831811" value="Sedol"/></identifiers><balance>2070</balance><units>NS</units><curCd>USD</curCd><valUSD>39848</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>AbbVie Inc</name><lei>FR5LCKFTG8054YNNRU85</lei><title>AbbVie Inc</title><cusip>00287Y109</cusip><identifiers><isin value="US00287Y1091"/><ticker value="ABBV US"/><other otherDesc="B92SR70" value="Sedol"/></identifiers><balance>52</balance><units>NS</units><curCd>USD</curCd><valUSD>8287</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>AECOM</name><lei>0EEB8GF0W0NPCIHZX097</lei><title>AECOM</title><cusip>00766T100</cusip><identifiers><isin value="US00766T1007"/><ticker value="ACM US"/><other otherDesc="B1VZ431" value="Sedol"/></identifiers><balance>1105</balance><units>NS</units><curCd>USD</curCd><valUSD>93174</valUSD><pctVal>0.236</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Air Products and Chemicals Inc</name><lei>7QEON6Y1RL5XR3R1W237</lei><title>Air Products &amp; Chemicals Inc</title><cusip>009158106</cusip><identifiers><isin value="US0091581068"/><ticker value="APD US"/><other otherDesc="2011602" value="Sedol"/></identifiers><balance>161</balance><units>NS</units><curCd>USD</curCd><valUSD>46241</valUSD><pctVal>0.117</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>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>3789</balance><units>NS</units><curCd>USD</curCd><valUSD>46340</valUSD><pctVal>0.117</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Allstate Corp/The</name><lei>OBT0W1ED8G0NWVOLOJ77</lei><title>Allstate Corp</title><cusip>020002101</cusip><identifiers><isin value="US0200021014"/><ticker value="ALL US"/><other otherDesc="2019952" value="Sedol"/></identifiers><balance>274</balance><units>NS</units><curCd>USD</curCd><valUSD>30362</valUSD><pctVal>0.077</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>1875</balance><units>NS</units><curCd>USD</curCd><valUSD>194494</valUSD><pctVal>0.492</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>1884</balance><units>NS</units><curCd>USD</curCd><valUSD>194598</valUSD><pctVal>0.492</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>665</balance><units>NS</units><curCd>USD</curCd><valUSD>60508</valUSD><pctVal>0.153</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>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" 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value="Sedol"/></identifiers><balance>2256</balance><units>NS</units><curCd>USD</curCd><valUSD>41228</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>Arista Networks Inc</name><lei>635400H1WKBLOQERUU95</lei><title>Arista Networks Inc</title><cusip>040413106</cusip><identifiers><isin value="US0404131064"/><ticker value="ANET US"/><other otherDesc="BN33VM5" 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value="Sedol"/></identifiers><balance>12</balance><units>NS</units><curCd>USD</curCd><valUSD>2498</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>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>208</balance><units>NS</units><curCd>USD</curCd><valUSD>46307</valUSD><pctVal>0.117</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AvalonBay Communities Inc</name><lei>K9G90K85RBWD2LAGQX17</lei><title>AvalonBay Communities Inc</title><cusip>053484101</cusip><identifiers><isin value="US0534841012"/><ticker value="AVB US"/><other otherDesc="2131179" 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value="Sedol"/></identifiers><balance>443</balance><units>NS</units><curCd>USD</curCd><valUSD>15151</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>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" 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value="Sedol"/></identifiers><balance>606</balance><units>NS</units><curCd>USD</curCd><valUSD>38857</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>Bristol-Myers Squibb Co</name><lei>HLYYNH7UQUORYSJQCN42</lei><title>Bristol-Myers Squibb Co</title><cusip>110122108</cusip><identifiers><isin value="US1101221083"/><ticker value="BMY US"/><other otherDesc="2126335" value="Sedol"/></identifiers><balance>786</balance><units>NS</units><curCd>USD</curCd><valUSD>54478</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>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>52</balance><units>NS</units><curCd>USD</curCd><valUSD>33360</valUSD><pctVal>0.084</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>520</balance><units>NS</units><curCd>USD</curCd><valUSD>37861</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>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>497</balance><units>NS</units><curCd>USD</curCd><valUSD>95185</valUSD><pctVal>0.241</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>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>369</balance><units>NS</units><curCd>USD</curCd><valUSD>15653</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>Canadian National Railway Co</name><lei>3SU7BEP7TH9YEQOZCS77</lei><title>Canadian National Railway Co</title><cusip>136375102</cusip><identifiers><isin value="CA1363751027"/><ticker value="CNI US"/><other otherDesc="2210959" 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value="Sedol"/></identifiers><balance>1440</balance><units>NS</units><curCd>USD</curCd><valUSD>42422</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>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>5125</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>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>705</balance><units>NS</units><curCd>USD</curCd><valUSD>62329</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ciena Corp</name><lei>W0CZ7N0GH8UIGXDM1H41</lei><title>Ciena Corp</title><cusip>171779309</cusip><identifiers><isin value="US1717793095"/><ticker value="CIEN US"/><other otherDesc="B1FLZ21" 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value="Sedol"/></identifiers><balance>608</balance><units>NS</units><curCd>USD</curCd><valUSD>31783</valUSD><pctVal>0.08</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Cintas Corp</name><lei>N/A</lei><title>Cintas Corp</title><cusip>172908105</cusip><identifiers><isin value="US1729081059"/><ticker value="CTAS US"/><other otherDesc="2197137" value="Sedol"/></identifiers><balance>93</balance><units>NS</units><curCd>USD</curCd><valUSD>43029</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>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>2005</balance><units>NS</units><curCd>USD</curCd><valUSD>124370</valUSD><pctVal>0.315</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>266</balance><units>NS</units><curCd>USD</curCd><valUSD>16207</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>Coinbase Global Inc</name><lei>5493004G3J2SC154DU06</lei><title>Coinbase Global Inc - Class A</title><cusip>19260Q107</cusip><identifiers><isin value="US19260Q1076"/><ticker value="COIN"/><other otherDesc="BMC9P69" value="Sedol"/></identifiers><balance>33</balance><units>NS</units><curCd>USD</curCd><valUSD>2230</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><loanByFundCondition isLoanByFund="Y" loanVal="1539.84"/></securityLending></invstOrSec><invstOrSec><name>Colgate-Palmolive Co</name><lei>YMEGZFW4SBUSS5BQXF88</lei><title>Colgate-Palmolive Co</title><cusip>194162103</cusip><identifiers><isin value="US1941621039"/><ticker value="CL US"/><other otherDesc="2209106" value="Sedol"/></identifiers><balance>829</balance><units>NS</units><curCd>USD</curCd><valUSD>62299</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Constellation Brands Inc</name><lei>5493005GKEG8QCVY7037</lei><title>Constellation Brands Inc</title><cusip>21036P108</cusip><identifiers><isin value="US21036P1084"/><ticker value="STZ US"/><other otherDesc="2170473" value="Sedol"/></identifiers><balance>305</balance><units>NS</units><curCd>USD</curCd><valUSD>68896</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Constellation Energy Corp</name><lei>549300F8Y20RYGNGV346</lei><title>Constellation Energy Corp</title><cusip>21037T109</cusip><identifiers><isin value="US21037T1097"/><ticker value="CEG US"/><other otherDesc="BMH4FS1" value="Sedol"/></identifiers><balance>559</balance><units>NS</units><curCd>USD</curCd><valUSD>43882</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Corning Inc</name><lei>549300X2937PB0CJ7I56</lei><title>Corning Inc</title><cusip>219350105</cusip><identifiers><isin value="US2193501051"/><ticker value="GLW US"/><other otherDesc="2224701" value="Sedol"/></identifiers><balance>2440</balance><units>NS</units><curCd>USD</curCd><valUSD>86083</valUSD><pctVal>0.218</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Corteva Inc</name><lei>549300WZN9I2QKLS0O94</lei><title>Corteva Inc</title><cusip>22052L104</cusip><identifiers><isin value="US22052L1044"/><ticker value="CTVA US"/><other otherDesc="BK73B42" value="Sedol"/></identifiers><balance>1001</balance><units>NS</units><curCd>USD</curCd><valUSD>60370</valUSD><pctVal>0.153</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Costco Wholesale Corp</name><lei>29DX7H14B9S6O3FD6V18</lei><title>Costco Wholesale Corp</title><cusip>22160K105</cusip><identifiers><isin value="US22160K1051"/><ticker value="COST US"/><other otherDesc="2701271" value="Sedol"/></identifiers><balance>22</balance><units>NS</units><curCd>USD</curCd><valUSD>10931</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>CoStar Group Inc</name><lei>N/A</lei><title>CoStar Group Inc</title><cusip>22160N109</cusip><identifiers><isin value="US22160N1090"/><ticker value="CSGP US"/><other otherDesc="2262864" value="Sedol"/></identifiers><balance>558</balance><units>NS</units><curCd>USD</curCd><valUSD>38418</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>Coty Inc</name><lei>549300BO9IWPF3S48F93</lei><title>Coty Inc</title><cusip>222070203</cusip><identifiers><isin value="US2220702037"/><ticker value="COTY US"/><other otherDesc="BBBSMJ2" value="Sedol"/></identifiers><balance>1251</balance><units>NS</units><curCd>USD</curCd><valUSD>15087</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>Cullen/Frost Bankers Inc</name><lei>529900V2E9G9AY665O34</lei><title>Cullen/Frost Bankers Inc</title><cusip>229899109</cusip><identifiers><isin value="US2298991090"/><ticker value="CFR US"/><other otherDesc="2239556" value="Sedol"/></identifiers><balance>35</balance><units>NS</units><curCd>USD</curCd><valUSD>3687</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>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>176</balance><units>NS</units><curCd>USD</curCd><valUSD>42043</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>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>99</balance><units>NS</units><curCd>USD</curCd><valUSD>24952</valUSD><pctVal>0.063</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Darden Restaurants Inc</name><lei>CY1NFSCCB5GUXC7WZC70</lei><title>Darden Restaurants Inc</title><cusip>237194105</cusip><identifiers><isin value="US2371941053"/><ticker value="DRI US"/><other otherDesc="2289874" value="Sedol"/></identifiers><balance>235</balance><units>NS</units><curCd>USD</curCd><valUSD>36463</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dow Inc</name><lei>5493003S21INSLK2IP73</lei><title>Dow Inc</title><cusip>260557103</cusip><identifiers><isin value="US2605571031"/><ticker value="DOW US"/><other otherDesc="BHXCF84" value="Sedol"/></identifiers><balance>784</balance><units>NS</units><curCd>USD</curCd><valUSD>42979</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>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>45</balance><units>NS</units><curCd>USD</curCd><valUSD>3230</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>EOG Resources Inc</name><lei>XWTZDRYZPBUHIQBKDB46</lei><title>EOG Resources Inc</title><cusip>26875P101</cusip><identifiers><isin value="US26875P1012"/><ticker value="EOG US"/><other otherDesc="2318024" value="Sedol"/></identifiers><balance>162</balance><units>NS</units><curCd>USD</curCd><valUSD>18570</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EPR Properties</name><lei>549300YSSXFHMPOWZ492</lei><title>EPR Properties</title><cusip>26884U109</cusip><identifiers><isin value="US26884U1097"/><ticker value="EPR US"/><other otherDesc="B8XXZP1" value="Sedol"/></identifiers><balance>163</balance><units>NS</units><curCd>USD</curCd><valUSD>6210</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>Eastman Chemical Co</name><lei>FDPVHDGJ1IQZFK9KH630</lei><title>Eastman Chemical Co</title><cusip>277432100</cusip><identifiers><isin value="US2774321002"/><ticker value="EMN US"/><other otherDesc="2298386" value="Sedol"/></identifiers><balance>494</balance><units>NS</units><curCd>USD</curCd><valUSD>41664</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>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>542</balance><units>NS</units><curCd>USD</curCd><valUSD>47230</valUSD><pctVal>0.119</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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" 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value="Sedol"/></identifiers><balance>265</balance><units>NS</units><curCd>USD</curCd><valUSD>56164</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>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" 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value="Sedol"/></identifiers><balance>1134</balance><units>NS</units><curCd>USD</curCd><valUSD>39611</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>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>561</balance><units>NS</units><curCd>USD</curCd><valUSD>14945</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>FirstEnergy Corp</name><lei>549300SVYJS666PQJH88</lei><title>FirstEnergy Corp</title><cusip>337932107</cusip><identifiers><isin value="US3379321074"/><ticker value="FE US"/><other otherDesc="2100920" value="Sedol"/></identifiers><balance>120</balance><units>NS</units><curCd>USD</curCd><valUSD>4807</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>Fortinet Inc</name><lei>549300O0QJWDBAS0QX03</lei><title>Fortinet Inc</title><cusip>34959E109</cusip><identifiers><isin value="US34959E1091"/><ticker value="FTNT US"/><other otherDesc="B5B2106" value="Sedol"/></identifiers><balance>275</balance><units>NS</units><curCd>USD</curCd><valUSD>18277</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>Fox Corp</name><lei>549300DDU6FDRBIELS05</lei><title>Fox Corp - Class A</title><cusip>35137L105</cusip><identifiers><isin value="US35137L1052"/><ticker value="FOXA US"/><other otherDesc="BJJMGL2" value="Sedol"/></identifiers><balance>2386</balance><units>NS</units><curCd>USD</curCd><valUSD>81243</valUSD><pctVal>0.206</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>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>151</balance><units>NS</units><curCd>USD</curCd><valUSD>22016</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>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>1304</balance><units>NS</units><curCd>USD</curCd><valUSD>35130</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>General Dynamics Corp</name><lei>9C1X8XOOTYY2FNYTVH06</lei><title>General Dynamics Corp</title><cusip>369550108</cusip><identifiers><isin value="US3695501086"/><ticker value="GD US"/><other otherDesc="2365161" value="Sedol"/></identifiers><balance>393</balance><units>NS</units><curCd>USD</curCd><valUSD>89687</valUSD><pctVal>0.227</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>General Mills Inc</name><lei>2TGYMUGI08PO8X8L6150</lei><title>General Mills Inc</title><cusip>370334104</cusip><identifiers><isin value="US3703341046"/><ticker value="GIS US"/><other otherDesc="2367026" value="Sedol"/></identifiers><balance>272</balance><units>NS</units><curCd>USD</curCd><valUSD>23245</valUSD><pctVal>0.059</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Genuine Parts Co</name><lei>549300D46DQVEU651W04</lei><title>Genuine Parts Co</title><cusip>372460105</cusip><identifiers><isin value="US3724601055"/><ticker value="GPC US"/><other otherDesc="2367480" value="Sedol"/></identifiers><balance>257</balance><units>NS</units><curCd>USD</curCd><valUSD>42999</valUSD><pctVal>0.109</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Gilead Sciences Inc</name><lei>549300WTZWR07K8MNV44</lei><title>Gilead Sciences Inc</title><cusip>375558103</cusip><identifiers><isin value="US3755581036"/><ticker value="GILD US"/><other otherDesc="2369174" value="Sedol"/></identifiers><balance>3</balance><units>NS</units><curCd>USD</curCd><valUSD>249</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WW Grainger Inc</name><lei>549300TWZSP6O1IH2V34</lei><title>WW Grainger Inc</title><cusip>384802104</cusip><identifiers><isin value="US3848021040"/><ticker value="GWW US"/><other otherDesc="2380863" value="Sedol"/></identifiers><balance>18</balance><units>NS</units><curCd>USD</curCd><valUSD>12399</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>HCA Healthcare Inc</name><lei>529900PH4ZGUH2MNEU89</lei><title>HCA Healthcare Inc</title><cusip>40412C101</cusip><identifiers><isin value="US40412C1018"/><ticker value="HCA US"/><other otherDesc="B4MGBG6" value="Sedol"/></identifiers><balance>361</balance><units>NS</units><curCd>USD</curCd><valUSD>95189</valUSD><pctVal>0.241</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HP Inc</name><lei>WHKXQACZ14C5XRO8LW03</lei><title>HP Inc</title><cusip>40434L105</cusip><identifiers><isin value="US40434L1052"/><ticker value="HPQ US"/><other otherDesc="BYX4D52" value="Sedol"/></identifiers><balance>1556</balance><units>NS</units><curCd>USD</curCd><valUSD>45669</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Hashicorp Inc</name><lei>N/A</lei><title>HashiCorp Inc - Class A</title><cusip>418100103</cusip><identifiers><isin value="US4181001037"/><ticker value="HCP"/><other otherDesc="BP0PQT0" value="Sedol"/></identifiers><balance>222</balance><units>NS</units><curCd>USD</curCd><valUSD>6502</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>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>3915</balance><units>NS</units><curCd>USD</curCd><valUSD>62366</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Hilton Worldwide Holdings Inc</name><lei>549300HVGPK36ICB0B89</lei><title>Hilton Worldwide Holdings Inc</title><cusip>43300A203</cusip><identifiers><isin value="US43300A2033"/><ticker value="HLT US"/><other otherDesc="BYVMW06" value="Sedol"/></identifiers><balance>66</balance><units>NS</units><curCd>USD</curCd><valUSD>9297</valUSD><pctVal>0.024</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Hologic Inc</name><lei>549300DYP6F5ZJL0LB74</lei><title>Hologic Inc</title><cusip>436440101</cusip><identifiers><isin value="US4364401012"/><ticker value="HOLX US"/><other otherDesc="2433530" value="Sedol"/></identifiers><balance>544</balance><units>NS</units><curCd>USD</curCd><valUSD>43901</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Huntington Bancshares Inc/OH</name><lei>549300XTVCVV9I7B5T19</lei><title>Huntington Bancshares Inc/OH</title><cusip>446150104</cusip><identifiers><isin value="US4461501045"/><ticker value="HBAN US"/><other otherDesc="2445966" value="Sedol"/></identifiers><balance>677</balance><units>NS</units><curCd>USD</curCd><valUSD>7582</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>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>54</balance><units>NS</units><curCd>USD</curCd><valUSD>13146</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>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>183</balance><units>NS</units><curCd>USD</curCd><valUSD>19085</valUSD><pctVal>0.048</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>IFF</name><lei>BZLRL03D3GPGMOGFO832</lei><title>International Flavors &amp; Fragrances Inc</title><cusip>459506101</cusip><identifiers><isin value="US4595061015"/><ticker value="IFF US"/><other otherDesc="2464165" value="Sedol"/></identifiers><balance>116</balance><units>NS</units><curCd>USD</curCd><valUSD>10667</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>International Paper Co</name><lei>824LMFJDH41EY779Q875</lei><title>International Paper Co</title><cusip>460146103</cusip><identifiers><isin value="US4601461035"/><ticker value="IP US"/><other otherDesc="2465254" value="Sedol"/></identifiers><balance>1148</balance><units>NS</units><curCd>USD</curCd><valUSD>41397</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Iron Mountain Inc</name><lei>SQL3F6CKNNBM3SQGHX24</lei><title>Iron Mountain Inc</title><cusip>46284V101</cusip><identifiers><isin value="US46284V1017"/><ticker value="IRM US"/><other otherDesc="BVFTF03" value="Sedol"/></identifiers><balance>273</balance><units>NS</units><curCd>USD</curCd><valUSD>14444</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>Jabil Inc</name><lei>5493000CGCQY2OQU7669</lei><title>Jabil Inc</title><cusip>466313103</cusip><identifiers><isin value="US4663131039"/><ticker value="JBL US"/><other otherDesc="2471789" 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value="Sedol"/></identifiers><balance>31</balance><units>NS</units><curCd>USD</curCd><valUSD>4161</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>Kimco Realty Corp</name><lei>N/A</lei><title>Kimco Realty Corp</title><cusip>49446R109</cusip><identifiers><isin value="US49446R1095"/><ticker value="KIM US"/><other otherDesc="2491594" value="Sedol"/></identifiers><balance>1606</balance><units>NS</units><curCd>USD</curCd><valUSD>31365</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>L3Harris Technologies Inc</name><lei>549300UTE50ZMDBG8A20</lei><title>L3Harris Technologies Inc</title><cusip>502431109</cusip><identifiers><isin value="US5024311095"/><ticker value="LHX US"/><other otherDesc="BK9DTN5" value="Sedol"/></identifiers><balance>388</balance><units>NS</units><curCd>USD</curCd><valUSD>76141</valUSD><pctVal>0.193</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>67</balance><units>NS</units><curCd>USD</curCd><valUSD>7003</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>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>1857</balance><units>NS</units><curCd>USD</curCd><valUSD>59201</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>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>1264</balance><units>NS</units><curCd>USD</curCd><valUSD>23207</valUSD><pctVal>0.059</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>157</balance><units>NS</units><curCd>USD</curCd><valUSD>6798</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>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>734</balance><units>NS</units><curCd>USD</curCd><valUSD>36495</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>562</balance><units>NS</units><curCd>USD</curCd><valUSD>46764</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>1259</balance><units>NS</units><curCd>USD</curCd><valUSD>72946</valUSD><pctVal>0.185</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>1072</balance><units>NS</units><curCd>USD</curCd><valUSD>320403</valUSD><pctVal>0.81</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Microchip Technology Inc</name><lei>5493007PTFULNYZJ1R12</lei><title>MICROCHIP TECHNOLOGY INC</title><cusip>595017104</cusip><identifiers><isin value="US5950171042"/><ticker value="MCHP US"/><other otherDesc="2592174" value="Sedol"/></identifiers><balance>210</balance><units>NS</units><curCd>USD</curCd><valUSD>17594</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>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>688</balance><units>NS</units><curCd>USD</curCd><valUSD>47967</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>Motorola Solutions Inc</name><lei>6S552MUG6KGJVEBSEC55</lei><title>Motorola Solutions Inc</title><cusip>620076307</cusip><identifiers><isin value="US6200763075"/><ticker value="MSI US"/><other otherDesc="B5BKPQ4" value="Sedol"/></identifiers><balance>155</balance><units>NS</units><curCd>USD</curCd><valUSD>44350</valUSD><pctVal>0.112</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NRG Energy Inc</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377508</cusip><identifiers><isin value="US6293775085"/><ticker value="NRG US"/><other otherDesc="2212922" value="Sedol"/></identifiers><balance>1175</balance><units>NS</units><curCd>USD</curCd><valUSD>40291</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>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>1510</balance><units>NS</units><curCd>USD</curCd><valUSD>82552</valUSD><pctVal>0.209</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>New York Community Bancorp Inc</name><lei>529900HVXOTLY61GL030</lei><title>New York Community Bancorp Inc</title><cusip>649445103</cusip><identifiers><isin value="US6494451031"/><ticker value="NYCB US"/><other otherDesc="2711656" value="Sedol"/></identifiers><balance>2854</balance><units>NS</units><curCd>USD</curCd><valUSD>25800</valUSD><pctVal>0.065</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>1087</balance><units>NS</units><curCd>USD</curCd><valUSD>42263</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NextEra Energy Inc</name><lei>N/A</lei><title>NextEra Energy Inc</title><cusip>65339F101</cusip><identifiers><isin value="US65339F1012"/><ticker value="NEE US"/><other otherDesc="2328915" value="Sedol"/></identifiers><balance>736</balance><units>NS</units><curCd>USD</curCd><valUSD>56731</valUSD><pctVal>0.144</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Nutanix Inc</name><lei>549300X7J6E8TKVIXW09</lei><title>Nutanix Inc</title><cusip>67059N108</cusip><identifiers><isin value="US67059N1081"/><ticker value="NTNX US"/><other otherDesc="BYQBFT8" value="Sedol"/></identifiers><balance>232</balance><units>NS</units><curCd>USD</curCd><valUSD>6030</valUSD><pctVal>0.015</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NVIDIA Corp</name><lei>549300S4KLFTLO7GSQ80</lei><title>NVIDIA Corp</title><cusip>67066G104</cusip><identifiers><isin value="US67066G1040"/><ticker value="NVDA US"/><other otherDesc="2379504" value="Sedol"/></identifiers><balance>265</balance><units>NS</units><curCd>USD</curCd><valUSD>73609</valUSD><pctVal>0.186</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</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>2871</balance><units>NS</units><curCd>USD</curCd><valUSD>12259</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>Olin Corp</name><lei>549300GKK294V7W57P06</lei><title>Olin Corp</title><cusip>680665205</cusip><identifiers><isin value="US6806652052"/><ticker value="OLN US"/><other otherDesc="2658526" value="Sedol"/></identifiers><balance>667</balance><units>NS</units><curCd>USD</curCd><valUSD>37019</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>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>429</balance><units>NS</units><curCd>USD</curCd><valUSD>40472</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>ON Semiconductor Corp</name><lei>ZV20P4CNJVT8V1ZGJ064</lei><title>ON Semiconductor Corp</title><cusip>682189105</cusip><identifiers><isin value="US6821891057"/><ticker value="ON US"/><other otherDesc="2583576" 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value="Sedol"/></identifiers><balance>652</balance><units>NS</units><curCd>USD</curCd><valUSD>93275</valUSD><pctVal>0.236</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Prologis Inc</name><lei>529900DFH19P073LZ636</lei><title>PROLOGIS INC</title><cusip>74340W103</cusip><identifiers><isin value="US74340W1036"/><ticker value="PLD US"/><other otherDesc="B44WZD7" 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value="Sedol"/></identifiers><balance>1302</balance><units>NS</units><curCd>USD</curCd><valUSD>81310</valUSD><pctVal>0.206</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Raymond James Financial Inc</name><lei>RGUZHJ05YTITL6D76949</lei><title>Raymond James Financial Inc</title><cusip>754730109</cusip><identifiers><isin value="US7547301090"/><ticker value="RJF US"/><other otherDesc="2718992" 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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="OATM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-12</expDate><notionalAmt>134047</notionalAmt><curCd>EUR</curCd><unrealizedAppr>4770</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) Jun23</title><cusip>N/A</cusip><identifiers><ticker value="TUM3"/><other otherDesc="TUM3 COMDTY" value="Internal ID"/></identifiers><balance>11</balance><units>NC</units><curCd>USD</curCd><valUSD>12128</valUSD><pctVal>0.031</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="TUM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-07-06</expDate><notionalAmt>2258857</notionalAmt><curCd>USD</curCd><unrealizedAppr>12128</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)Jun23</title><cusip>N/A</cusip><identifiers><ticker value="TYM3"/><other otherDesc="TYM3 COMDTY" value="Internal ID"/></identifiers><balance>28</balance><units>NC</units><curCd>USD</curCd><valUSD>31680</valUSD><pctVal>0.08</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. 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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="USM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-30</expDate><notionalAmt>894406</notionalAmt><curCd>USD</curCd><unrealizedAppr>23688</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 Jun23</title><cusip>N/A</cusip><identifiers><ticker value="WNM3"/><other otherDesc="WNM3 COMDTY" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>4875</valUSD><pctVal>0.012</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="WNM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-30</expDate><notionalAmt>136250</notionalAmt><curCd>USD</curCd><unrealizedAppr>4875</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>AUST 3YR BOND FUT Jun23</title><cusip>N/A</cusip><identifiers><ticker value="YMM3"/><other otherDesc="YMM3 COMDTY" value="Internal ID"/></identifiers><balance>19</balance><units>NC</units><currencyConditional curCd="AUD" exchangeRt="1.49633"/><valUSD>-895</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="YMM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-15</expDate><notionalAmt>1360825</notionalAmt><curCd>AUD</curCd><unrealizedAppr>-895</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>2023-05-15</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><documents>XXXX</documents></edgarSubmission>
