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      <invstOrSec>
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        <name>INTERCEPT PHARMACEUTICALS INC</name>
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        <name>CISCO SYSTEMS INC</name>
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        <name>SUNTRUST BANKS INC</name>
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        <name>INTERPUBLIC GROUP OF COS INC</name>
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        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP</title>
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        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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      <invstOrSec>
        <name>GLAXOSMITHKLINE PLC</name>
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      <invstOrSec>
        <name>EXPEDITORS INTL OF WASH INC</name>
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      <invstOrSec>
        <name>PATTERSON COS INC</name>
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      <invstOrSec>
        <name>SCHLUMBERGER LTD</name>
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      <invstOrSec>
        <name>PUMA AG (RUDOLPH DASSLER SPORT</name>
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      <invstOrSec>
        <name>PHILIP MORRIS INTL INC</name>
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      <invstOrSec>
        <name>BROOKFIELD ASSET MGMT INC</name>
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        <name>INTERNATIONAL FLAVS and FRAG INC</name>
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        <name>CIGNA CORP</name>
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        <name>UNITEDHEALTH GROUP INC</name>
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        <name>PUBLIC STORAGE</name>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <name>LOWES COS INC</name>
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        <name>RITCHIE BROS AUCTIONEERS INC</name>
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        <title>RITCHIE BROS AUCTIONEERS</title>
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        <name>AVANTOR INC</name>
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        <name>NORTHERN TRUST CORP</name>
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        <name>PNC FINANCIAL SERVICES GRP INC</name>
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        <name>M and T BANK CORP</name>
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        <name>BECTON DICKINSON and CO</name>
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        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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        <name>ROCKWELL AUTOMATION INC</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>FAGRI ER2 HOLDINGS LLC</name>
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        <name>NESTLE SA</name>
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        <name>INTERFACE INC</name>
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        <name>VISA INC</name>
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        <name>FASTENAL CO</name>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>BRUNSWICK CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PPL CORPORATION</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NOBLE ENERGY INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RELX PLC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BRITISH AMERICAN TOBACCO PLC</name>
        <lei>213800FKA5MF17RJKT63</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>QUALCOMM INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PVH CORP</name>
        <lei>123WALMHY1GZXG2YDL90</lei>
        <title>PVH CORP</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>549300DK79J32SE1QE52</lei>
        <title>CENOVUS ENERGY INC</title>
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          <isin value="CA15135U1093"/>
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        <curCd>USD</curCd>
        <valUSD>26670.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FLOWSERVE CORP</name>
        <lei>6Y0GK87T6V7NJKZJVM41</lei>
        <title>FLOWSERVE CORP</title>
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        <balance>25100.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHUBB LTD</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>CHUBB LTD</title>
        <cusip>N/A</cusip>
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          <isin value="CH0044328745"/>
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        <balance>14700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2226756.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCOTTS MIRACLE GRO CO (THE)</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>SCOTTS MIRACLE GRO CO</title>
        <cusip>810186106</cusip>
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          <isin value="US8101861065"/>
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        <balance>5300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>535724.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CBOE GLOBAL MARKETS INC</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>CBOE GLOBAL MARKETS INC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SHRIRAM TRANSPORT FIN CO LTD</name>
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        <assetCat>EC</assetCat>
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        <invCountry>IN</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>FIRST HAWAIIAN INC</name>
        <lei>5493002DJSH46F5OLV06</lei>
        <title>FIRST HAWAIIAN INC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NUTRIEN LTD</title>
        <cusip>67077M108</cusip>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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        <name>MARSH and MCLENNAN COS INC</name>
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        <name>BHP GROUP LTD</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD SPON ADR(AUS)</title>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>FIDELITY REVERE STREET TRUST</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Securities Lending Cash Central Fund</title>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>WESTINGHOUSE AIR BRAKE TECH CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>3M CO</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>ALPHABET INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>OMNICOM GROUP INC</name>
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        <name>GENERAL DYNAMICS CORP</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>MICROSOFT CORP</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>EXELON CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JOHNSON and JOHNSON</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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          <ticker value="UPS4C130"/>
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        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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        <fairValLevel>1</fairValLevel>
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        <name>GENPACT LTD</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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          <ticker value="GSK1C46"/>
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        <fairValLevel>1</fairValLevel>
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        <name>SEMPRA ENERGY</name>
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        <fairValLevel>1</fairValLevel>
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        <name>WALGREENS BOOTS ALLIANCE INC</name>
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        <name>BOEING CO</name>
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        <name>MSC INDUSTRIAL DIRECT INC</name>
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        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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        <name>EXXON MOBIL CORP</name>
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        <name>SIMON PPTY GROUP INC NEW</name>
        <lei>529900GQL5X8H7AO3T64</lei>
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      <invstOrSec>
        <name>MARVELL TECHNOLOGY GROUP LTD</name>
        <lei>8DF36O58U3QIHUCGZB18</lei>
        <title>MARVELL TECHNOLOGY GROUP LTD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG5876H1051"/>
        </identifiers>
        <balance>14500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382365.00000000</valUSD>
        <pctVal>0.068746207661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRAVELERS COS INC</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRAVELERS COMPANIES INC</title>
        <cusip>89417E109</cusip>
        <identifiers>
          <isin value="US89417E1091"/>
        </identifiers>
        <balance>8800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1203136.00000000</valUSD>
        <pctVal>0.216314352258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <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>2019-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Stacie M. Smith</ncom:nameOfApplicant>
      <ncom:signature>Stacie M. Smith</ncom:signature>
      <ncom:signerName>Stacie M. Smith</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
