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        <name>Xerox Holdings Corp.</name>
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        <name>Valero Energy Corp.</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Fox Factory Holding Corp.</issuerName>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Pure Storage, Inc., Class A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Huntington Ingalls Industries, Inc.</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2556868NWS"/>
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        <balance>16557.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-37774.72000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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              <otherRefInst>
                <issuerName>Everest Re Group Ltd.</issuerName>
                <issueTitle>Everest Re Group Ltd.</issueTitle>
                <identifiers>
                  <cusip value="G3223R108"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com, Inc.</title>
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          <isin value="US0231351067"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="B6T0518NWS"/>
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        <balance>16275.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14484.75000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Post Holdings, Inc.</issuerName>
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      <invstOrSec>
        <name>Jabil, Inc.</name>
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        <title>Jabil, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>ICU Medical, Inc.</issuerName>
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        <name>N/A</name>
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        <name>Essex Property Trust, Inc.</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>Essex Property Trust, Inc.</title>
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        <name>N/A</name>
        <lei>N/A</lei>
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                <issuerName>Invitae Corp.</issuerName>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Northrop Grumman Corp.</issuerName>
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      <invstOrSec>
        <name>NVR, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Northrop Grumman Corp.</name>
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        <title>Northrop Grumman Corp.</title>
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          <isin value="US6668071029"/>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Howmet Aerospace, Inc.</name>
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        <name>Alphabet, Inc.</name>
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        <name>Intel Corp.</name>
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        <name>International Business Machines Corp.</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corp.</title>
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        <name>Phillips 66</name>
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        <name>SBA Communications Corp.</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA Communications Corp.</title>
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        <name>Everest Re Group Ltd.</name>
        <lei>549300N24XF2VV0B3570</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Reinsurance Group of America, Inc.</issuerName>
                <issueTitle>Reinsurance Group of America, Inc.</issueTitle>
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                  <cusip value="759351604"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple, Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc.</title>
        <cusip>037833100</cusip>
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          <isin value="US0378331005"/>
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        <balance>359052.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50805858.00000000</valUSD>
        <pctVal>4.094469000583</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BD8PMK1NWS"/>
        </identifiers>
        <balance>-220694.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-156692.74000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>R1 RCM, Inc.</issuerName>
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                  <cusip value="749397105"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2022-06-30</terminationDt>
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            <unrealizedAppr>-156692.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cerner Corp.</name>
        <lei>549300L4UJ40IEVVI304</lei>
        <title>Cerner Corp.</title>
        <cusip>156782104</cusip>
        <identifiers>
          <isin value="US1567821046"/>
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        <balance>170696.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12037481.92000000</valUSD>
        <pctVal>0.970106568548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="B52KRV2NWS"/>
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        <balance>1858.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-575.98000000</valUSD>
        <pctVal>-0.00004641851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kemper Corp.</issuerName>
                <issueTitle>Kemper Corp.</issueTitle>
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                  <cusip value="488401100"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-09-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>124096.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-575.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2718992NWS"/>
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        <balance>63844.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-40221.72000000</valUSD>
        <pctVal>-0.00324148813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Raymond James Financial, Inc.</issuerName>
                <issueTitle>Raymond James Financial, Inc.</issueTitle>
                <identifiers>
                  <cusip value="754730109"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>5908124.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-40221.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2831811NWS"/>
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        <balance>627892.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-144415.16000000</valUSD>
        <pctVal>-0.01163848853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AT&amp;T, Inc.</issuerName>
                <issueTitle>AT&amp;T, Inc.</issueTitle>
                <identifiers>
                  <cusip value="00206R102"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-08-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>16959363.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-144415.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2142922NWS"/>
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        <balance>6184.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4019.60000000</valUSD>
        <pctVal>-0.00032394153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VeriSign, Inc.</issuerName>
                <issueTitle>VeriSign, Inc.</issueTitle>
                <identifiers>
                  <cusip value="92343E102"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
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            <terminationDt>2022-06-30</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BGLDK10NWS"/>
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        <balance>-1057061.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sirius XM Holdings, Inc.</issuerName>
                <issueTitle>Sirius XM Holdings, Inc.</issueTitle>
                <identifiers>
                  <cusip value="82968B103"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2769503NWS"/>
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        <balance>119273.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-79080.75999999</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>Travelers Cos., Inc. (The)</issuerName>
                <issueTitle>Travelers Cos., Inc. (The)</issueTitle>
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                  <cusip value="89417E109"/>
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            <curCd>USD</curCd>
            <unrealizedAppr>-79080.76000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fox Corp.</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp., Class A</title>
        <cusip>35137L105</cusip>
        <identifiers>
          <isin value="US35137L1052"/>
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        <balance>87721.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3518489.31000000</valUSD>
        <pctVal>0.283556778210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Dropbox, Inc.</name>
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        <name>Cheniere Energy, Inc.</name>
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        <name>ABIOMED, Inc.</name>
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        <name>Albertsons Cos., Inc.</name>
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        <name>Howard Hughes Corp. (The)</name>
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        <name>Camden Property Trust</name>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>4708487.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>280006.79000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BDG75V1NWS"/>
        </identifiers>
        <balance>-8597.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-29143.83000000</valUSD>
        <pctVal>-0.00234871554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Black Knight, Inc.</issuerName>
                <issueTitle>Black Knight, Inc.</issueTitle>
                <identifiers>
                  <cusip value="09215C105"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
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            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-29143.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citrix Systems, Inc.</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>Citrix Systems, Inc.</title>
        <cusip>177376100</cusip>
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          <isin value="US1773761002"/>
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        <balance>51928.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5575509.36000000</valUSD>
        <pctVal>0.449333032363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T, Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
        </identifiers>
        <balance>294595.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7957010.95000000</valUSD>
        <pctVal>0.641259412882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BMXYT16NWS"/>
        </identifiers>
        <balance>29092.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-76221.03999999</valUSD>
        <pctVal>-0.00614269097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Travel + Leisure Co.</issuerName>
                <issueTitle>Travel + Leisure Co.</issueTitle>
                <identifiers>
                  <cusip value="894164102"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2022-08-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1595114.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-76221.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2416779NWS"/>
        </identifiers>
        <balance>-51477.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70666.19000000</valUSD>
        <pctVal>0.005695022891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hexcel Corp.</issuerName>
                <issueTitle>Hexcel Corp.</issueTitle>
                <identifiers>
                  <cusip value="428291108"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="-0.25000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
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            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>3057219.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>70666.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2819118NWS"/>
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        <balance>14046.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8630.58000000</valUSD>
        <pctVal>0.000695542672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>Prudential Financial, Inc.</issuerName>
                <issueTitle>Prudential Financial, Inc.</issueTitle>
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                  <cusip value="744320102"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1491467.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8630.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BP96PQ4NWS"/>
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        <balance>-57360.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8604.00000000</valUSD>
        <pctVal>0.000693400577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Catalent, Inc.</issuerName>
                <issueTitle>Catalent, Inc.</issueTitle>
                <identifiers>
                  <cusip value="148806102"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="-0.25000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
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            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>7632895.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8604.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2599700NWS"/>
        </identifiers>
        <balance>-50752.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-110884.91000000</valUSD>
        <pctVal>-0.00893626925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Entegris, Inc.</issuerName>
                <issueTitle>Entegris, Inc.</issueTitle>
                <identifiers>
                  <cusip value="29362U104"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2022-10-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2562490NWS"/>
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        <balance>62945.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-112042.10000000</valUSD>
        <pctVal>-0.00902952776</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>ManpowerGroup, Inc.</issuerName>
                <issueTitle>ManpowerGroup, Inc.</issueTitle>
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                  <cusip value="56418H100"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-112042.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2980906NWS"/>
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        <balance>43395.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-158391.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Foot Locker, Inc.</issuerName>
                <issueTitle>Foot Locker, Inc.</issueTitle>
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                  <cusip value="344849104"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <name>N/A</name>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Juniper Networks, Inc.</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Prudential Financial, Inc.</name>
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        <name>N/A</name>
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        <name>Grand Canyon Education, Inc.</name>
        <lei>529900XFER799IYOSW74</lei>
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        <name>Hewlett Packard Enterprise Co.</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co.</title>
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        <name>Raymond James Financial, Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Exact Sciences Corp.</issuerName>
                <issueTitle>Exact Sciences Corp.</issueTitle>
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                  <cusip value="30063P105"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>CommScope Holding Co., Inc.</name>
        <lei>254900AW4CEPCQWSRI58</lei>
        <title>CommScope Holding Co., Inc.</title>
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          <isin value="US20337X1090"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nexstar Media Group, Inc.</name>
        <lei>52990083ZRR5UT591988</lei>
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        <cusip>65336K103</cusip>
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          <isin value="US65336K1034"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Incyte Corp.</issuerName>
                <issueTitle>Incyte Corp.</issueTitle>
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                  <cusip value="45337C102"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2212706NWS"/>
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        <balance>23112.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Molina Healthcare, Inc.</issuerName>
                <issueTitle>Molina Healthcare, Inc.</issueTitle>
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                  <cusip value="60855R100"/>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2022-06-30</terminationDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Comerica, Inc.</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica, Inc.</title>
        <cusip>200340107</cusip>
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          <isin value="US2003401070"/>
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        <balance>97318.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7834099.00000000</valUSD>
        <pctVal>0.631353878582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exelixis, Inc.</name>
        <lei>254900PJQB59O2O95R37</lei>
        <title>Exelixis, Inc.</title>
        <cusip>30161Q104</cusip>
        <identifiers>
          <isin value="US30161Q1040"/>
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        <balance>106438.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2250099.32000000</valUSD>
        <pctVal>0.181336607167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2145460NWS"/>
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        <balance>-42194.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118759.40000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Brooks Automation, Inc.</issuerName>
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                  <cusip value="114340102"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2508386NWS"/>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Plug Power, Inc.</issuerName>
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            <swapFlag>Y</swapFlag>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2229126NWS"/>
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        <balance>63519.00000000</balance>
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        <curCd>USD</curCd>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Columbia Sportswear Co.</issuerName>
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      <invstOrSec>
        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
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          <isin value="US92343E1029"/>
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        <balance>64711.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2842255NWS"/>
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        <balance>152408.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-213371.20000000</valUSD>
        <pctVal>-0.01719568959</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Starbucks Corp.</issuerName>
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        <name>Travelers Cos., Inc. (The)</name>
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        <name>Pilgrim's Pride Corp.</name>
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        <name>N/A</name>
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        <name>N/A</name>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Huntsman Corp.</name>
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        <name>N/A</name>
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        <name>Leslie's, Inc.</name>
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        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>AmerisourceBergen Corp.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Airbnb, Inc.</name>
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          <isin value="US0090661010"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
        <cusip>783549108</cusip>
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          <isin value="US7835491082"/>
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        <balance>66776.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5523042.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LyondellBasell Industries NV</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LyondellBasell Industries NV, Class A</title>
        <cusip>N/A</cusip>
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          <isin value="NL0009434992"/>
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        <balance>72905.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6842134.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Corteva, Inc.</name>
        <lei>549300WZN9I2QKLS0O94</lei>
        <title>Corteva, Inc.</title>
        <cusip>22052L104</cusip>
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          <isin value="US22052L1044"/>
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        <balance>271551.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Element Solutions, Inc.</name>
        <lei>549300FLGN6P5CU20J91</lei>
        <title>Element Solutions, Inc.</title>
        <cusip>28618M106</cusip>
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          <isin value="US28618M1062"/>
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        <balance>59449.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1288854.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BNKVVY4NWS"/>
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        <balance>11501.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46464.04000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Concentrix Corp.</issuerName>
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        <name>N/A</name>
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                <issuerName>New Fortress Energy, Inc.</issuerName>
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        <name>N/A</name>
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                <issuerName>Danaher Corp.</issuerName>
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      <invstOrSec>
        <name>APA Corp.</name>
        <lei>N/A</lei>
        <title>APA Corp.</title>
        <cusip>03743Q108</cusip>
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          <isin value="US03743Q1085"/>
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        <balance>681158.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2445063NWS"/>
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                <issuerName>Humana, Inc.</issuerName>
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      <invstOrSec>
        <name>Columbia Sportswear Co.</name>
        <lei>549300OTMCIEUXAH5Z60</lei>
        <title>Columbia Sportswear Co.</title>
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          <isin value="US1985161066"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BDRYFB1NWS"/>
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        <balance>28640.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Spectrum Brands Holdings, Inc.</issuerName>
                <issueTitle>Spectrum Brands Holdings, Inc.</issueTitle>
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      <invstOrSec>
        <name>AutoZone, Inc.</name>
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        <name>McKesson Corp.</name>
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        <name>Facebook, Inc.</name>
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        <name>Costco Wholesale Corp.</name>
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                <issuerName>Xerox Holdings Corp.</issuerName>
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                  <cusip value="98421M106"/>
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            <swapFlag>Y</swapFlag>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="B665KZ5NWS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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              <otherRefInst>
                <issuerName>General Motors Co.</issuerName>
                <issueTitle>General Motors Co.</issueTitle>
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                  <cusip value="37045V100"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Hawaiian Electric Industries, Inc.</name>
        <lei>JJ8FWOCWCV22X7GUPJ23</lei>
        <title>Hawaiian Electric Industries, Inc.</title>
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          <isin value="US4198701009"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Markel Corp.</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>Markel Corp.</title>
        <cusip>570535104</cusip>
        <identifiers>
          <isin value="US5705351048"/>
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        <balance>3238.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3869830.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon Oil Corp.</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>Marathon Oil Corp.</title>
        <cusip>565849106</cusip>
        <identifiers>
          <isin value="US5658491064"/>
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        <balance>308109.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4211850.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2212922NWS"/>
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        <balance>122932.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>NRG Energy, Inc.</issuerName>
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      <invstOrSec>
        <name>GoDaddy, Inc.</name>
        <lei>549300J8H1TB0I2CB447</lei>
        <title>GoDaddy, Inc., Class A</title>
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          <isin value="US3802371076"/>
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        <balance>108478.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BMWWGB0NWS"/>
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        <balance>-74139.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Caesars Entertainment, Inc.</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Fortinet, Inc.</name>
        <lei>549300O0QJWDBAS0QX03</lei>
        <title>Fortinet, Inc.</title>
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        <balance>44759.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BDZCRX3NWS"/>
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        <balance>-15811.00000000</balance>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>RingCentral, Inc., Class A</issuerName>
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        <name>Lumen Technologies, Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>Lumen Technologies, Inc.</title>
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        <name>Cardinal Health, Inc.</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>Cardinal Health, Inc.</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>American Campus Communities, Inc.</name>
        <lei>529900MR3ZXRO3W6UX26</lei>
        <title>American Campus Communities, Inc.</title>
        <cusip>024835100</cusip>
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          <isin value="US0248351001"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>N/A</name>
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        <name>N/A</name>
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        <balance>73361.00000000</balance>
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                <issuerName>Skillz, Inc.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Tenet Healthcare Corp.</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp.</title>
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          <isin value="US88033G4073"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Macy's, Inc.</name>
        <lei>529900NZQ81TIOW3CW52</lei>
        <title>Macy's, Inc.</title>
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          <isin value="US55616P1049"/>
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        <balance>53476.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1208557.60000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Travel + Leisure Co.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>Travel + Leisure Co.</title>
        <cusip>894164102</cusip>
        <identifiers>
          <isin value="US8941641024"/>
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        <balance>22918.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1249718.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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        <name>Starbucks Corp.</name>
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        <title>Starbucks Corp.</title>
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        <name>N/A</name>
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        <name>Huntington Ingalls Industries, Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
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        <name>Hanover Insurance Group, Inc. (The)</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>N/A</name>
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                <issuerName>Targa Resources Corp.</issuerName>
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      <invstOrSec>
        <name>Evercore, Inc.</name>
        <lei>529900P6KLPT95DW3W58</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ciena Corp.</name>
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        <title>Ciena Corp.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AGCO Corp.</name>
        <lei>LYOM0B2GCF1JWXK5ZG04</lei>
        <title>AGCO Corp.</title>
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          <isin value="US0010841023"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Vertex Pharmaceuticals, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Post Holdings, Inc.</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Kohl's Corp.</name>
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        <title>Kohl's Corp.</title>
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        <balance>36635.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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        <name>Schneider National, Inc.</name>
        <lei>529900V6GZ6G6E3BLV72</lei>
        <title>Schneider National, Inc., Class B</title>
        <cusip>80689H102</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Chemours Co. (The)</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>Chemours Co. (The)</title>
        <cusip>163851108</cusip>
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          <isin value="US1638511089"/>
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        <balance>43218.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1255915.08000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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                <issuerName>Walt Disney Co. (The)</issuerName>
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                <issuerName>United Therapeutics Corp.</issuerName>
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        <name>Take-Two Interactive Software, Inc.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cimarex Energy Co.</name>
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          <isin value="US1717981013"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Dell Technologies, Inc., Class C</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corp.</name>
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        <title>Cigna Corp.</title>
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          <isin value="US1255231003"/>
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        <balance>6336.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="2064253NWS"/>
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        <balance>26773.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Autoliv, Inc.</issuerName>
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                  <cusip value="052800109"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="B02T2J7NWS"/>
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        <balance>-45211.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Las Vegas Sands Corp.</issuerName>
                <issueTitle>Las Vegas Sands Corp.</issueTitle>
                <identifiers>
                  <cusip value="517834107"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="-0.25000000" pmntAmt="0.00000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>New Relic, Inc.</name>
        <lei>549300AB8FY2HQILL804</lei>
        <title>New Relic, Inc.</title>
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          <isin value="US64829B1008"/>
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        <balance>53843.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
        <cusip>247361702</cusip>
        <identifiers>
          <isin value="US2473617023"/>
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        <balance>252187.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10745688.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2166320NWS"/>
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        <balance>1989.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437.58000000</valUSD>
        <pctVal>0.000035264786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Camden Property Trust</issuerName>
                <issueTitle>Camden Property Trust</issueTitle>
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                  <cusip value="133131102"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="BK73B42NWS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Corteva, Inc.</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="2003698NWS"/>
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        <balance>2706.00000000</balance>
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                <issuerName>ABIOMED, Inc.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Frontdoor, Inc.</name>
        <lei>5493008RB0JZJI3QGZ06</lei>
        <title>Frontdoor, Inc.</title>
        <cusip>35905A109</cusip>
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        <balance>32083.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1344277.70000000</valUSD>
        <pctVal>0.108335998790</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <balance>234706.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-72925.58000000</valUSD>
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                <issuerName>Occidental Petroleum Corp.</issuerName>
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      <invstOrSec>
        <name>Pure Storage, Inc.</name>
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        <name>Vistra Corp.</name>
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        <name>SolarWinds Corp.</name>
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        <name>Shockwave Medical, Inc.</name>
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        <name>Micron Technology, Inc.</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Westlake Chemical Corp.</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>Westlake Chemical Corp.</title>
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          <isin value="US9604131022"/>
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        <name>Organon &amp; Co.</name>
        <lei>549300AMCKY57OK2CO56</lei>
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        <name>Viatris, Inc.</name>
        <lei>254900ZZTSW7NL773X71</lei>
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        <name>DuPont de Nemours, Inc.</name>
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        <name>Umpqua Holdings Corp.</name>
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        <name>Altice USA, Inc.</name>
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        <name>Olin Corp.</name>
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        <title>Olin Corp.</title>
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        <name>Lear Corp.</name>
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        <title>Lear Corp.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Dow, Inc.</name>
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        <title>Dow, Inc.</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Domino's Pizza, Inc.</name>
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        <name>MetLife, Inc.</name>
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        <name>N/A</name>
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      <invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issueTitle>Fastly, Inc., Class A</issueTitle>
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                  <cusip value="31188V100"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>AutoNation, Inc.</name>
        <lei>N/A</lei>
        <title>AutoNation, Inc.</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Humana, Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana, Inc.</title>
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          <isin value="US4448591028"/>
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        <balance>48764.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18976510.60000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corp.</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp.</title>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>International Flavors &amp; Fragrances, Inc.</issuerName>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Teladoc Health, Inc.</issuerName>
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      <invstOrSec>
        <name>Textron, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Molson Coors Beverage Co.</name>
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          <isin value="US60871R2094"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>N/A</name>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Repligen Corp.</issuerName>
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      <invstOrSec>
        <name>DXC Technology Co.</name>
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        <title>DXC Technology Co.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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                <issuerName>Bruker Corp.</issuerName>
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        <name>Public Storage</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Hawaiian Electric Industries, Inc.</issuerName>
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        <name>Avnet, Inc.</name>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="BF2YWK8NWS"/>
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        <name>Nutanix, Inc.</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>SLM Corp.</issuerName>
                <issueTitle>SLM Corp.</issueTitle>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Pinnacle West Capital Corp.</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>Pinnacle West Capital Corp.</title>
        <cusip>723484101</cusip>
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          <isin value="US7234841010"/>
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        <balance>103785.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7509882.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="B02H871NWS"/>
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        <balance>35987.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-40665.31000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>American Campus Communities, Inc.</issuerName>
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                  <cusip value="024835100"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2471789NWS"/>
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        <balance>23958.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Jabil, Inc.</issuerName>
                <issueTitle>Jabil, Inc.</issueTitle>
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                  <cusip value="466313103"/>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-59932.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Unum Group</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>Unum Group</title>
        <cusip>91529Y106</cusip>
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          <isin value="US91529Y1064"/>
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        <balance>150894.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3781403.64000000</valUSD>
        <pctVal>0.304745172941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2452698NWS"/>
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        <balance>-73102.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72370.98000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>II-VI, Inc.</issuerName>
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                  <cusip value="902104108"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BJ1C2K1NWS"/>
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        <balance>61011.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-32853.99000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Element Solutions, Inc.</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anthem, Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
        <cusip>036752103</cusip>
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          <isin value="US0367521038"/>
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        <balance>65494.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24416163.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2808053NWS"/>
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        <balance>2532.00000000</balance>
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        <curCd>USD</curCd>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>SVB Financial Group</issuerName>
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      <invstOrSec>
        <name>Intuitive Surgical, Inc.</name>
        <lei>54930052SRG011710797</lei>
        <title>Intuitive Surgical, Inc.</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Jacobs Engineering Group, Inc.</name>
        <lei>549300CZ8QS1GE53O776</lei>
        <title>Jacobs Engineering Group, Inc.</title>
        <cusip>469814107</cusip>
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        <balance>21742.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2881467.26000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Hewlett Packard Enterprise Co.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
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      <invstOrSec>
        <name>Arrow Electronics, Inc.</name>
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        <name>Reinsurance Group of America, Inc.</name>
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        <name>Marathon Petroleum Corp.</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corp.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>AMERCO</name>
        <lei>5493003WIDMLDHYC6Y24</lei>
        <title>AMERCO</title>
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        <curCd>USD</curCd>
        <valUSD>1706811.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Affirm Holdings, Inc.</issuerName>
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      <invstOrSec>
        <name>Western Digital Corp.</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>Western Digital Corp.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>NetApp, Inc.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NetApp, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Textron, Inc.</issuerName>
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      <invstOrSec>
        <name>Hershey Co. (The)</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>Hershey Co. (The)</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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        <lei>N/A</lei>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>NetApp, Inc.</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="BCZS820NWS"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Co.</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co.</title>
        <cusip>37045V100</cusip>
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          <isin value="US37045V1008"/>
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        <balance>264271.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="B0GLYB5NWS"/>
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        <balance>-6400.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6256.89000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>RBC Bearings, Inc.</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2000019NWS"/>
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        <balance>1847.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-57109.24000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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                <issuerName>Amazon.com, Inc.</issuerName>
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                  <cusip value="023135106"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Apellis Pharmaceuticals, Inc.</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Brighthouse Financial, Inc.</name>
        <lei>5493003T8SZSHOGGAW52</lei>
        <title>Brighthouse Financial, Inc.</title>
        <cusip>10922N103</cusip>
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          <isin value="US10922N1037"/>
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        <balance>38983.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1763201.09000000</valUSD>
        <pctVal>0.142097240141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Incyte Corp.</name>
        <lei>549300Z4WN6JVZ3T4680</lei>
        <title>Incyte Corp.</title>
        <cusip>45337C102</cusip>
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          <isin value="US45337C1027"/>
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        <balance>112950.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7768701.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Carnival Corp.</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Cirrus Logic, Inc.</name>
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      <invstOrSec>
        <name>HollyFrontier Corp.</name>
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                <issuerName>Carvana Co.</issuerName>
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                <issuerName>Whirlpool Corp.</issuerName>
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Targa Resources Corp.</name>
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        <title>Targa Resources Corp.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Alleghany Corp.</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>Alleghany Corp.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Dell Technologies, Inc.</name>
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        <name>Electronic Arts, Inc.</name>
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        <name>AmerisourceBergen Corp.</name>
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        <name>Ford Motor Co.</name>
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        <name>Zynga, Inc.</name>
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        <name>SLM Corp.</name>
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              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3782937.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>172788.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Envista Holdings Corp.</name>
        <lei>549300BX623VURJZ5269</lei>
        <title>Envista Holdings Corp.</title>
        <cusip>29415F104</cusip>
        <identifiers>
          <isin value="US29415F1049"/>
        </identifiers>
        <balance>77060.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3221878.60000000</valUSD>
        <pctVal>0.259652775696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="B5VR4H9NWS"/>
        </identifiers>
        <balance>18715.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9357.50000000</valUSD>
        <pctVal>-0.00075412551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Howard Hughes Corp. (The)</issuerName>
                <issueTitle>Howard Hughes Corp. (The)</issueTitle>
                <identifiers>
                  <cusip value="44267D107"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1643364.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9357.50000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>H&amp;R Block, Inc.</name>
        <lei>549300CE3KUCWLZBG404</lei>
        <title>H&amp;R Block, Inc.</title>
        <cusip>093671105</cusip>
        <identifiers>
          <isin value="US0936711052"/>
        </identifiers>
        <balance>115696.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2892400.00000000</valUSD>
        <pctVal>0.233099933816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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</name>
        <lei>549300RKVM2ME20JHZ15</lei>
        <title>Service Corp. International</title>
        <cusip>817565104</cusip>
        <identifiers>
          <isin value="US8175651046"/>
        </identifiers>
        <balance>51606.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3109777.56000000</valUSD>
        <pctVal>0.250618497932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BFRBX34NWS"/>
        </identifiers>
        <balance>239240.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19139.20000000</valUSD>
        <pctVal>0.001542437509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CommScope Holding Co., Inc.</issuerName>
                <issueTitle>CommScope Holding Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="20337X109"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3251272.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>19139.20000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kemper Corp.</name>
        <lei>549300FNI1JKTRY2PV09</lei>
        <title>Kemper Corp.</title>
        <cusip>488401100</cusip>
        <identifiers>
          <isin value="US4884011002"/>
        </identifiers>
        <balance>32585.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2176352.15000000</valUSD>
        <pctVal>0.175393286587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BRTLBY3NWS"/>
        </identifiers>
        <balance>-26505.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7686.45000000</valUSD>
        <pctVal>-0.00061945477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Liberty Broadband Corp., Class A</issuerName>
                <issueTitle>Liberty Broadband Corp., Class A</issueTitle>
                <identifiers>
                  <cusip value="530307107"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="-0.25000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4462117.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7686.45000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2020415NWS"/>
        </identifiers>
        <balance>9259.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-15197.11000000</valUSD>
        <pctVal>-0.00122474254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hanover Insurance Group, Inc. (The)</issuerName>
                <issueTitle>Hanover Insurance Group, Inc. (The)</issueTitle>
                <identifiers>
                  <cusip value="410867105"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1206158.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15197.11000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BYVN953NWS"/>
        </identifiers>
        <balance>66852.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-40446.85000000</valUSD>
        <pctVal>-0.00325963146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schneider National, Inc., Class B</issuerName>
                <issueTitle>Schneider National, Inc., Class B</issueTitle>
                <identifiers>
                  <cusip value="80689H102"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USOBFR" floatingRtSpread="0.30000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-08-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1524558.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-40446.85000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Best Buy Co., Inc.</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co., Inc.</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
        </identifiers>
        <balance>112645.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11907702.95000000</valUSD>
        <pctVal>0.959647617739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-11-01</ncom:dateSigned>
      <ncom:nameOfApplicant>Nationwide Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>Lee Cummings</ncom:signature>
      <ncom:signerName>Lee Cummings</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
