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                    <isin value="US7185461040"/>
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                <curCd>USD</curCd>
                <valUSD>124682.6</valUSD>
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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>FACEBOOK INC</name>
                <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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                <cusip>30303M102</cusip>
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                <balance>4100</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ABBVIE INC</name>
                <lei>FR5LCKFTG8054YNNRU85</lei>
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                <cusip>00287Y109</cusip>
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                    <isin value="US00287Y1091"/>
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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>ZOETIS INC</name>
                <lei>549300HD9Q1LOC9KLJ48</lei>
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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>BURLINGTON STORES INC</name>
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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>GAMING AND LEISURE PROPERTIES INC</name>
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                <cusip>36467J108</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>HILTON WORLDWIDE HOLDINGS INC</name>
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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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                <name>ARAMARK</name>
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                <cusip>03852U106</cusip>
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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>OPORTUN FINANCIAL CORPORATION</name>
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                <cusip>68376D104</cusip>
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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>SUMMIT MATERIALS INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>86614U100</cusip>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>21390</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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            <invstOrSec>
                <name>CHARTER COMMUNICATIONS INC</name>
                <lei>0J0XRGZE3PBRFEZ7MV65</lei>
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                <cusip>16119P108</cusip>
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                <curCd>USD</curCd>
                <valUSD>503938.05</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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            <invstOrSec>
                <name>YUM CHINA HOLDINGS INC</name>
                <lei>529900DO9BYZ7VA3K502</lei>
                <title>COMMON STOCK</title>
                <cusip>98850P109</cusip>
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                    <isin value="US98850P1093"/>
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                <balance>2234</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>95235.42</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>DUPONT DE NEMOURS INC</name>
                <lei>5493004JF0SDFLM8GD76</lei>
                <title>COMMON STOCK</title>
                <cusip>26614N102</cusip>
                <identifiers>
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                <balance>1271</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>43341.1</valUSD>
                <pctVal>0.11711805104</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CIGNA CORP</name>
                <lei>549300VIWYMSIGT1U456</lei>
                <title>COMMON STOCK</title>
                <cusip>125523100</cusip>
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                    <isin value="US1255231003"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>517011.24</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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                <name>LEVI STRAUSS  AND  CO</name>
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                <cusip>52736R102</cusip>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>46575.21</valUSD>
                <pctVal>0.125857392221</pctVal>
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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>DOW INC</name>
                <lei>5493003S21INSLK2IP73</lei>
                <title>COMMON STOCK</title>
                <cusip>260557103</cusip>
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                <balance>2842</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>83100.08</valUSD>
                <pctVal>0.224556354382</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>CREE INC</name>
                <lei>549300OGU88P3AW3TO93</lei>
                <title>COMMON STOCK</title>
                <cusip>225447101</cusip>
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                    <isin value="US2254471012"/>
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                <balance>5964</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>211483.44</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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            <invstOrSec>
                <name>COOPER COS INC/THE</name>
                <lei>QJKMVPIGLH7530PCUE20</lei>
                <title>COMMON STOCK</title>
                <cusip>216648402</cusip>
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                <units>NS</units>
                <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>BIOGEN INC</name>
                <lei>W8J5WZB5IY3K0NDQT671</lei>
                <title>COMMON STOCK</title>
                <cusip>09062X103</cusip>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                <name>ALBEMARLE CORP</name>
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                <cusip>012653101</cusip>
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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>CHARLES SCHWAB CORP/THE</name>
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                <title>COMMON STOCK</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>ACTIVISION BLIZZARD INC</name>
                <lei>549300TPQQDBP9GNOF40</lei>
                <title>COMMON STOCK</title>
                <cusip>00507V109</cusip>
                <identifiers>
                    <isin value="US00507V1098"/>
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                <balance>15030</balance>
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                <curCd>USD</curCd>
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                <pctVal>2.41576034269</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>DANAHER CORP</name>
                <lei>S4BKK9OTCEWQ3YHPFM11</lei>
                <title>COMMON STOCK</title>
                <cusip>235851102</cusip>
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                <curCd>USD</curCd>
                <valUSD>209691.15</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>NORTHROP GRUMMAN CORP</name>
                <lei>RIMU48P07456QXSO0R61</lei>
                <title>COMMON STOCK</title>
                <cusip>666807102</cusip>
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                <balance>668</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>202103.4</valUSD>
                <pctVal>0.546131877517</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
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                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ROPER TECHNOLOGIES INC</name>
                <lei>54930003T4SXCIWVXY35</lei>
                <title>COMMON STOCK</title>
                <cusip>776696106</cusip>
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                <balance>475</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>148109.75</valUSD>
                <pctVal>0.400228080508</pctVal>
                <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>
            <invstOrSec>
                <name>SOUTHWEST AIRLINES CO</name>
                <lei>UDTZ87G0STFETI6HGH41</lei>
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                <cusip>844741108</cusip>
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                    <isin value="US8447411088"/>
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                <balance>2283</balance>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>APPLE INC</name>
                <lei>HWUPKR0MPOU8FGXBT394</lei>
                <title>COMMON STOCK</title>
                <cusip>037833100</cusip>
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                <balance>4808</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FISERV INC</name>
                <lei>GI7UBEJLXYLGR2C7GV83</lei>
                <title>COMMON STOCK</title>
                <cusip>337738108</cusip>
                <identifiers>
                    <isin value="US3377381088"/>
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                <balance>3856</balance>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HASBRO INC</name>
                <lei>549300NUB6D2R1ITYR45</lei>
                <title>COMMON STOCK</title>
                <cusip>418056107</cusip>
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                    <isin value="US4180561072"/>
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                <balance>1804</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MCCORMICK  AND  CO INC/MD</name>
                <lei>549300JQQA6MQ4OJP259</lei>
                <title>COMMON STOCK</title>
                <cusip>579780206</cusip>
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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>UNITED RENTALS INC</name>
                <lei>5323X5O7RN0NKFCDRY08</lei>
                <title>COMMON STOCK</title>
                <cusip>911363109</cusip>
                <identifiers>
                    <isin value="US9113631090"/>
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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>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ECOLAB INC</name>
                <lei>82DYEISM090VG8LTLS26</lei>
                <title>COMMON STOCK</title>
                <cusip>278865100</cusip>
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                    <isin value="US2788651006"/>
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                <balance>332</balance>
                <units>NS</units>
                <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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ZIMMER BIOMET HOLDINGS INC</name>
                <lei>2P2YLDVPES3BXQ1FRB91</lei>
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                <cusip>98956P102</cusip>
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                <units>NS</units>
                <curCd>USD</curCd>
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                <pctVal>0.086586144651</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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            <invstOrSec>
                <name>EASTMAN CHEMICAL CO</name>
                <lei>FDPVHDGJ1IQZFK9KH630</lei>
                <title>COMMON STOCK</title>
                <cusip>277432100</cusip>
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                    <isin value="US2774321002"/>
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                <balance>786</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>36611.88</valUSD>
                <pctVal>0.098934084057</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>FIDELITY NATIONAL INFORMATION SERVICES INC</name>
                <lei>6WQI0GK1PRFVBA061U48</lei>
                <title>COMMON STOCK</title>
                <cusip>31620M106</cusip>
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                    <isin value="US31620M1062"/>
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                <balance>6312</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>767791.68</valUSD>
                <pctVal>2.074757335801</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>UNITEDHEALTH GROUP INC</name>
                <lei>549300GHBMY8T5GXDE41</lei>
                <title>COMMON STOCK</title>
                <cusip>91324P102</cusip>
                <identifiers>
                    <isin value="US91324P1021"/>
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                <balance>2019</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>503498.22</valUSD>
                <pctVal>1.360572994888</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>BRISTOL-MYERS SQUIBB CO</name>
                <lei>HLYYNH7UQUORYSJQCN42</lei>
                <title>COMMON STOCK</title>
                <cusip>110122108</cusip>
                <identifiers>
                    <isin value="US1101221083"/>
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                <balance>1074</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>59864.76</valUSD>
                <pctVal>0.161768944886</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>BOEING CO/THE</name>
                <lei>RVHJWBXLJ1RFUBSY1F30</lei>
                <title>COMMON STOCK</title>
                <cusip>097023105</cusip>
                <identifiers>
                    <isin value="US0970231058"/>
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                <balance>274</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>40864.36</valUSD>
                <pctVal>0.110425305316</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>PROCTER  AND  GAMBLE CO/THE</name>
                <lei>2572IBTT8CCZW6AU4141</lei>
                <title>COMMON STOCK</title>
                <cusip>742718109</cusip>
                <identifiers>
                    <isin value="US7427181091"/>
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                <balance>7443</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>818730</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>GENERAL ELECTRIC CO</name>
                <lei>3C7474T6CDKPR9K6YT90</lei>
                <title>COMMON STOCK</title>
                <cusip>369604103</cusip>
                <identifiers>
                    <isin value="US3696041033"/>
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                <balance>14045</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>111517.3</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>BALL CORP</name>
                <lei>0BGI85ALH27ZJP15DY16</lei>
                <title>COMMON STOCK</title>
                <cusip>058498106</cusip>
                <identifiers>
                    <isin value="US0584981064"/>
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                <balance>1320</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <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>PACKAGING CORP OF AMERICA</name>
                <lei>549300XZP8MFZFY8TJ84</lei>
                <title>COMMON STOCK</title>
                <cusip>695156109</cusip>
                <identifiers>
                    <isin value="US6951561090"/>
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                <balance>651</balance>
                <units>NS</units>
                <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>AMERICAN INTERNATIONAL GROUP INC</name>
                <lei>ODVCVCQG2BP6VHV36M30</lei>
                <title>COMMON STOCK</title>
                <cusip>026874784</cusip>
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                <balance>9815</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>WALMART INC</name>
                <lei>Y87794H0US1R65VBXU25</lei>
                <title>COMMON STOCK</title>
                <cusip>931142103</cusip>
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                <balance>4983</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>NIKE INC</name>
                <lei>787RXPR0UX0O0XUXPZ81</lei>
                <title>COMMON STOCK</title>
                <cusip>654106103</cusip>
                <identifiers>
                    <isin value="US6541061031"/>
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                <balance>2655</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>219674.7</valUSD>
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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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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>LOCKHEED MARTIN CORP</name>
                <lei>DPRBOZP0K5RM2YE8UU08</lei>
                <title>COMMON STOCK</title>
                <cusip>539830109</cusip>
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                    <isin value="US5398301094"/>
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                <balance>133</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>45080.35</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>AMERICAN ELECTRIC POWER CO INC</name>
                <lei>1B4S6S7G0TW5EE83BO58</lei>
                <title>COMMON STOCK</title>
                <cusip>025537101</cusip>
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                <curCd>USD</curCd>
                <valUSD>255856.02</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>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MYLAN NV</name>
                <lei>549300A0CD4KNFGIIS89</lei>
                <title>COMMON STOCK</title>
                <cusip>N59465109</cusip>
                <identifiers>
                    <isin value="NL0011031208"/>
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                <balance>5369</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>80051.79</valUSD>
                <pctVal>0.216319143425</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>MEDTRONIC PLC</name>
                <lei>549300GX3ZBSQWUXY261</lei>
                <title>COMMON STOCK</title>
                <cusip>G5960L103</cusip>
                <identifiers>
                    <isin value="IE00BTN1Y115"/>
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                <balance>1645</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>148346.1</valUSD>
                <pctVal>0.400866754915</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>IE</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>WILLIAMS COS INC/THE</name>
                <lei>D71FAKCBLFS2O0RBPG08</lei>
                <title>COMMON STOCK</title>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>GENERAL DYNAMICS CORP</name>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>BERKSHIRE HATHAWAY INC</name>
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            <invstOrSec>
                <name>SHERWIN-WILLIAMS CO/THE</name>
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            <invstOrSec>
                <name>PNC FINANCIAL SERVICES GROUP INC/THE</name>
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            <invstOrSec>
                <name>PEPSICO INC</name>
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            <invstOrSec>
                <name>PARKER-HANNIFIN CORP</name>
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            <invstOrSec>
                <name>AVERY DENNISON CORP</name>
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            <invstOrSec>
                <name>TEXAS INSTRUMENTS INC</name>
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            <invstOrSec>
                <name>COCA-COLA CO/THE</name>
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            <invstOrSec>
                <name>COSTCO WHOLESALE CORP</name>
                <lei>29DX7H14B9S6O3FD6V18</lei>
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            <invstOrSec>
                <name>CMS ENERGY CORP</name>
                <lei>549300IA9XFBAGNIBW29</lei>
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            <invstOrSec>
                <name>HONEYWELL INTERNATIONAL INC</name>
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            <invstOrSec>
                <name>CITIGROUP INC</name>
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                <name>ALTRIA GROUP INC</name>
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                <name>RAYTHEON TECHNOLOGIES CORP</name>
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                <name>BAXTER INTERNATIONAL INC</name>
                <lei>J5OIVXX3P24RJRW5CK77</lei>
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                <cusip>071813109</cusip>
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                <name>MICROSOFT CORP</name>
                <lei>INR2EJN1ERAN0W5ZP974</lei>
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                <name>AMAZON.COM INC</name>
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            <invstOrSec>
                <name>CLOROX CO/THE</name>
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                <cusip>189054109</cusip>
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                <name>DOMINION ENERGY INC</name>
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                <name>EXELON CORP</name>
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                <name>THERMO FISHER SCIENTIFIC INC</name>
                <lei>HCHV7422L5HDJZCRFL38</lei>
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                <name>VERTEX PHARMACEUTICALS INC</name>
                <lei>54930015RAQRRZ5ZGJ91</lei>
                <title>COMMON STOCK</title>
                <cusip>92532F100</cusip>
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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>ADOBE INC</name>
                <lei>FU4LY2G4933NH2E1CP29</lei>
                <title>COMMON STOCK</title>
                <cusip>00724F101</cusip>
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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>E*TRADE FINANCIAL CORP</name>
                <lei>549300LYE2HSVYJFJD24</lei>
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                <cusip>269246401</cusip>
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                <curCd>USD</curCd>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>GOLDMAN SACHS GROUP INC/THE</name>
                <lei>784F5XWPLTWKTBV3E584</lei>
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                <cusip>38141G104</cusip>
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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>BOSTON SCIENTIFIC CORP</name>
                <lei>Y6ZDD9FP4P8JSSJMW954</lei>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>MERCK  AND  CO INC</name>
                <lei>4YV9Y5M8S0BRK1RP0397</lei>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>HP INC</name>
                <lei>WHKXQACZ14C5XRO8LW03</lei>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BOOKING HOLDINGS INC</name>
                <lei>FXM8FAOHMYDIPD38UZ17</lei>
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                <cusip>09857L108</cusip>
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                    <isin value="US09857L1089"/>
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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>BECTON DICKINSON AND CO</name>
                <lei>ICE2EP6D98PQUILVRZ91</lei>
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                <cusip>075887109</cusip>
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                    <isin value="US0758871091"/>
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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>NEXTERA ENERGY INC</name>
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                <cusip>65339F101</cusip>
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                    <isin value="US65339F1012"/>
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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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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>FEDEX CORP</name>
                <lei>549300E707U7WNPZN687</lei>
                <title>COMMON STOCK</title>
                <cusip>31428X106</cusip>
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                    <isin value="US31428X1063"/>
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                <balance>641</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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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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            <invstOrSec>
                <name>FREEPORT-MCMORAN INC</name>
                <lei>549300IRDTHJQ1PVET45</lei>
                <title>COMMON STOCK</title>
                <cusip>35671D857</cusip>
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                    <isin value="US35671D8570"/>
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                <balance>21812</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>147231</valUSD>
                <pctVal>0.397853487169</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>GILEAD SCIENCES INC</name>
                <lei>549300WTZWR07K8MNV44</lei>
                <title>COMMON STOCK</title>
                <cusip>375558103</cusip>
                <identifiers>
                    <isin value="US3755581036"/>
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                <balance>2040</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <pctVal>0.412119692657</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>REGENERON PHARMACEUTICALS INC</name>
                <lei>549300RCBFWIRX3HYQ56</lei>
                <title>COMMON STOCK</title>
                <cusip>75886F107</cusip>
                <identifiers>
                    <isin value="US75886F1075"/>
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                <balance>360</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>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ELI LILLY AND CO</name>
                <lei>FRDRIPF3EKNDJ2CQJL29</lei>
                <title>COMMON STOCK</title>
                <cusip>532457108</cusip>
                <identifiers>
                    <isin value="US5324571083"/>
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                <balance>434</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>60204.48</valUSD>
                <pctVal>0.162686949835</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>JOHNSON  AND  JOHNSON</name>
                <lei>549300G0CFPGEF6X2043</lei>
                <title>COMMON STOCK</title>
                <cusip>478160104</cusip>
                <identifiers>
                    <isin value="US4781601046"/>
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                <balance>3534</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>463413.42</valUSD>
                <pctVal>1.252254247732</pctVal>
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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>DEERE  AND  CO</name>
                <lei>PWFTNG3EI0Y73OXWDH08</lei>
                <title>COMMON STOCK</title>
                <cusip>244199105</cusip>
                <identifiers>
                    <isin value="US2441991054"/>
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                <balance>796</balance>
                <units>NS</units>
                <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>AMGEN INC</name>
                <lei>62QBXGPJ34PQ72Z12S66</lei>
                <title>COMMON STOCK</title>
                <cusip>031162100</cusip>
                <identifiers>
                    <isin value="US0311621009"/>
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                <balance>389</balance>
                <units>NS</units>
                <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>TARGET CORP</name>
                <lei>8WDDFXB5T1Z6J0XC1L66</lei>
                <title>COMMON STOCK</title>
                <cusip>87612E106</cusip>
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                    <isin value="US87612E1064"/>
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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>TJX COS INC/THE</name>
                <lei>V167QI9I69W364E2DY52</lei>
                <title>COMMON STOCK</title>
                <cusip>872540109</cusip>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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            <invstOrSec>
                <name>INTUITIVE SURGICAL INC</name>
                <lei>54930052SRG011710797</lei>
                <title>COMMON STOCK</title>
                <cusip>46120E602</cusip>
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                    <isin value="US46120E6023"/>
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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>WASTE MANAGEMENT INC</name>
                <lei>549300YX8JIID70NFS41</lei>
                <title>COMMON STOCK</title>
                <cusip>94106L109</cusip>
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                    <isin value="US94106L1098"/>
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                <balance>1243</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>AMEREN CORP</name>
                <lei>XRZQ5S7HYJFPHJ78L959</lei>
                <title>COMMON STOCK</title>
                <cusip>023608102</cusip>
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                <balance>1970</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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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CONSTELLATION BRANDS INC</name>
                <lei>5493005GKEG8QCVY7037</lei>
                <title>COMMON STOCK</title>
                <cusip>21036P108</cusip>
                <identifiers>
                    <isin value="US21036P1084"/>
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                <balance>1148</balance>
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                <curCd>USD</curCd>
                <valUSD>164577.28</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>UNION PACIFIC CORP</name>
                <lei>549300LMMRSZZCZ8CL11</lei>
                <title>COMMON STOCK</title>
                <cusip>907818108</cusip>
                <identifiers>
                    <isin value="US9078181081"/>
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                <balance>2518</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>355138.72</valUSD>
                <pctVal>0.959670029958</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>3M CO</name>
                <lei>LUZQVYP4VS22CLWDAR65</lei>
                <title>COMMON STOCK</title>
                <cusip>88579Y101</cusip>
                <identifiers>
                    <isin value="US88579Y1010"/>
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                <balance>920</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>125589.2</valUSD>
                <pctVal>0.339372151047</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ABBOTT LABORATORIES</name>
                <lei>HQD377W2YR662HK5JX27</lei>
                <title>COMMON STOCK</title>
                <cusip>002824100</cusip>
                <identifiers>
                    <isin value="US0028241000"/>
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                <balance>3294</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>259929.54</valUSD>
                <pctVal>0.702391982036</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>EATON CORP PLC</name>
                <lei>549300VDIGTMXUNT7H71</lei>
                <title>COMMON STOCK</title>
                <cusip>G29183103</cusip>
                <identifiers>
                    <isin value="IE00B8KQN827"/>
                </identifiers>
                <balance>3776</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>293357.44</valUSD>
                <pctVal>0.7927221882</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>COSTAR GROUP INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>22160N109</cusip>
                <identifiers>
                    <isin value="US22160N1090"/>
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                <balance>280</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>164418.8</valUSD>
                <pctVal>0.444299046642</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>PFIZER INC</name>
                <lei>765LHXWGK1KXCLTFYQ30</lei>
                <title>COMMON STOCK</title>
                <cusip>717081103</cusip>
                <identifiers>
                    <isin value="US7170811035"/>
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                <balance>8925</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>291312</valUSD>
                <pctVal>0.787194918558</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>MONDELEZ INTERNATIONAL INC</name>
                <lei>549300DV9GIB88LZ5P30</lei>
                <title>COMMON STOCK</title>
                <cusip>609207105</cusip>
                <identifiers>
                    <isin value="US6092071058"/>
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                <balance>1888</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>94551.04</valUSD>
                <pctVal>0.255499595734</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HOME DEPOT INC/THE</name>
                <lei>QEKMOTMBBKA8I816DO57</lei>
                <title>COMMON STOCK</title>
                <cusip>437076102</cusip>
                <identifiers>
                    <isin value="US4370761029"/>
                </identifiers>
                <balance>3785</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>706697.35</valUSD>
                <pctVal>1.909665797764</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>COMMON STOCK</title>
                <cusip>444859102</cusip>
                <identifiers>
                    <isin value="US4448591028"/>
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                <balance>318</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>99858.36</valUSD>
                <pctVal>0.26984124776</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>NEWMONT CORP</name>
                <lei>549300VSP3RIX7FGDZ51</lei>
                <title>COMMON STOCK</title>
                <cusip>651639106</cusip>
                <identifiers>
                    <isin value="US6516391066"/>
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                <balance>1224</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>55422.72</valUSD>
                <pctVal>0.149765487026</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>CONAGRA BRANDS INC</name>
                <lei>54930035UDEIH090K650</lei>
                <title>COMMON STOCK</title>
                <cusip>205887102</cusip>
                <identifiers>
                    <isin value="US2058871029"/>
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                <balance>2129</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>62464.86</valUSD>
                <pctVal>0.168795038929</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>NVIDIA CORP</name>
                <lei>549300S4KLFTLO7GSQ80</lei>
                <title>COMMON STOCK</title>
                <cusip>67066G104</cusip>
                <identifiers>
                    <isin value="US67066G1040"/>
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                <balance>2219</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>584928.4</valUSD>
                <pctVal>1.58061687881</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ENTERPRISE PRODUCTS PARTN</name>
                <lei>K4CDIF4M54DJZ6TB4Q48</lei>
                <title>COMMON STOCK</title>
                <cusip>293792107</cusip>
                <identifiers>
                    <isin value="US2937921078"/>
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                <balance>8640</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>123552</valUSD>
                <pctVal>0.333867147861</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>ADVANCE AUTO PARTS INC</name>
                <lei>529900UCNQ5H9FSL0Y70</lei>
                <title>COMMON STOCK</title>
                <cusip>00751Y106</cusip>
                <identifiers>
                    <isin value="US00751Y1064"/>
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                <balance>502</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>46846.64</valUSD>
                <pctVal>0.126590861205</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>CENTENE CORP</name>
                <lei>549300Z7JJ4TQSQGT333</lei>
                <title>COMMON STOCK</title>
                <cusip>15135B101</cusip>
                <identifiers>
                    <isin value="US15135B1017"/>
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                <balance>2579</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>153218.39</valUSD>
                <pctVal>0.414032851505</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>NETFLIX INC</name>
                <lei>549300Y7VHGU0I7CE873</lei>
                <title>COMMON STOCK</title>
                <cusip>64110L106</cusip>
                <identifiers>
                    <isin value="US64110L1061"/>
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                <balance>1012</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>380006</valUSD>
                <pctVal>1.02686738693</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>WYNN RESORTS LTD</name>
                <lei>254900CEKKWIHTEAB172</lei>
                <title>COMMON STOCK</title>
                <cusip>983134107</cusip>
                <identifiers>
                    <isin value="US9831341071"/>
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                <balance>1574</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>94739.06</valUSD>
                <pctVal>0.256007670885</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>CARMAX INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>143130102</cusip>
                <identifiers>
                    <isin value="US1431301027"/>
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                <balance>2215</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>119233.45</valUSD>
                <pctVal>0.32219738961</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>NRG ENERGY INC</name>
                <lei>5E2UPK5SW04M13XY7I38</lei>
                <title>COMMON STOCK</title>
                <cusip>629377508</cusip>
                <identifiers>
                    <isin value="US6293775085"/>
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                <balance>14434</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>393470.84</valUSD>
                <pctVal>1.063252615232</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>SALESFORCE.COM INC</name>
                <lei>RCGZFPDMRW58VJ54VR07</lei>
                <title>COMMON STOCK</title>
                <cusip>79466L302</cusip>
                <identifiers>
                    <isin value="US79466L3024"/>
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                <balance>2280</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>328274.4</valUSD>
                <pctVal>0.887076191755</pctVal>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ALPHABET INC</name>
                <lei>5493006MHB84DD0ZWV18</lei>
                <title>COMMON STOCK</title>
                <cusip>02079K305</cusip>
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                    <isin value="US02079K3059"/>
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                <balance>1076</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1250258.2</valUSD>
                <pctVal>3.378497631148</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493000F4ZO33MV32P92</lei>
                <title>COMMON STOCK</title>
                <cusip>45866F104</cusip>
                <identifiers>
                    <isin value="US45866F1049"/>
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                <balance>2695</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>217621.25</valUSD>
                <pctVal>0.588064831418</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>LIVE NATION ENTERTAINMENT INC</name>
                <lei>5493007B9BM9ZXJINO78</lei>
                <title>COMMON STOCK</title>
                <cusip>538034109</cusip>
                <identifiers>
                    <isin value="US5380341090"/>
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                <balance>8170</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>371408.2</valUSD>
                <pctVal>1.003634068458</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHIPOTLE MEXICAN GRILL INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>169656105</cusip>
                <identifiers>
                    <isin value="US1696561059"/>
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                <balance>248</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>162291.2</valUSD>
                <pctVal>0.438549760966</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MASTERCARD INC</name>
                <lei>AR5L2ODV9HN37376R084</lei>
                <title>COMMON STOCK</title>
                <cusip>57636Q104</cusip>
                <identifiers>
                    <isin value="US57636Q1040"/>
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                <balance>2177</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>525876.12</valUSD>
                <pctVal>1.421043449823</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>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>STATE STREET B AND T CO</name>
                <lei>571474TGEMMWANRLN572</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368291"/>
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                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>937045.17</valUSD>
                <pctVal>2.532120874811</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>STATE STREET B AND T CO</counterpartyName>
                            <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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                        <amtCurSold>295267.49</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>289539.64</amtCurPur>
                        <curPur>GBP</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>5727.85</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                <name>STATE STREET B AND T CO</name>
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                <name>GOLDMAN SACHS INTL FX</name>
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                            <counterpartyName>GOLDMAN SACHS INTL FX</counterpartyName>
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                    <other otherDesc="Internal ID" value="2369339"/>
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                <fairValLevel>2</fairValLevel>
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                    <fwdDeriv derivCat="FWD">
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                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
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                    <other otherDesc="Internal ID" value="2368285"/>
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                <name>UBS AG</name>
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                    <other otherDesc="Internal ID" value="2369349"/>
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                <name>BARCLAYS BANK PLC WHOLESALE, LONDON </name>
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                    <other otherDesc="Internal ID" value="2368951"/>
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                <lei>7H6GLXDRUGQFU57RNE97</lei>
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                <name>BofA Securities, Inc.</name>
                <lei>549300HN4UKV1E2R3U73</lei>
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                        <counterparties>
                            <counterpartyName>BofA Securities, Inc.</counterpartyName>
                            <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
                        </counterparties>
                        <payOffProf>Long</payOffProf>
                        <descRefInstrmnt>
                            <indexBasketInfo>
<indexName>S&amp;P 500 INDEX</indexName>
<indexIdentifier>SPX</indexIdentifier>
                            </indexBasketInfo>
                        </descRefInstrmnt>
                        <expDate>2020-01-19</expDate>
                        <notionalAmt>112112.15</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>16372.85</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CLARIVATE PLC</name>
                <lei>549300WDHIIODXFO0R55</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G21810109</cusip>
                <identifiers>
                    <isin value="JE00BJJN4441"/>
                </identifiers>
                <balance>16924</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>351173</valUSD>
                <pctVal>0.948953703022</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LINDE PLC</name>
                <lei>8945002PAZHZLBGKGF02</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G5494J103</cusip>
                <identifiers>
                    <isin value="IE00BZ12WP82"/>
                </identifiers>
                <balance>318</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>55014</valUSD>
                <pctVal>0.148661027522</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>YELLOW CAKE PLC</name>
                <lei>213800CVMYUGOA9EZY95</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="JE00BF50RG45"/>
                </identifiers>
                <balance>43238</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.242100242"/>
                <valUSD>100744.8</valUSD>
                <pctVal>0.272236621324</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <loanByFundCondition isLoanByFund="Y" loanVal="93501"/>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>QUILTER PLC</name>
                <lei>54930092XIVK28RZGM95</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB00BDCXV269"/>
                </identifiers>
                <balance>80335</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.242100242"/>
                <valUSD>117398.21</valUSD>
                <pctVal>0.3172381308</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NXP SEMICONDUCTORS NV</name>
                <lei>724500M9BY5293JDF951</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N6596X109</cusip>
                <identifiers>
                    <isin value="NL0009538784"/>
                </identifiers>
                <balance>3966</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>328900.38</valUSD>
                <pctVal>0.888767739907</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>NL</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PARTNERS GROUP HOLDING AG</name>
                <lei>549300I3IVVWZWDHI788</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="CH0024608827"/>
                </identifiers>
                <balance>135</balance>
                <units>NS</units>
                <currencyConditional curCd="CHF" exchangeRt="1.038961039"/>
                <valUSD>93376.86</valUSD>
                <pctVal>0.252326679652</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CH</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LULULEMON ATHLETICA INC</name>
                <lei>549300D9GZ4BMLDW5T40</lei>
                <title>ORDINARY SHARES</title>
                <cusip>550021109</cusip>
                <identifiers>
                    <isin value="US5500211090"/>
                </identifiers>
                <balance>224</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>42459.2</valUSD>
                <pctVal>0.114734945646</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CENOVUS ENERGY INC</name>
                <lei>549300EIRQ0Z2B9C1W06</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="CA15135U1093"/>
                </identifiers>
                <balance>61297</balance>
                <units>NS</units>
                <currencyConditional curCd="CAD" exchangeRt=".710580544"/>
                <valUSD>123700.33</valUSD>
                <pctVal>0.33426797111</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ASSURED GUARANTY LTD</name>
                <lei>549300BBOQUJEPH87M14</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G0585R106</cusip>
                <identifiers>
                    <isin value="BMG0585R1060"/>
                </identifiers>
                <balance>12494</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>322220.26</valUSD>
                <pctVal>0.870716452904</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>CAIRN ENERGY PLC</name>
                <lei>213800ZJEUQ8ZOC9AL24</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB00B74CDH82"/>
                </identifiers>
                <balance>44207</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.242100242"/>
                <valUSD>42316.52</valUSD>
                <pctVal>0.114349390053</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DASSAULT SYSTEMES SE</name>
                <lei>96950065LBWY0APQIM86</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="FR0000130650"/>
                </identifiers>
                <balance>1264</balance>
                <units>NS</units>
                <currencyConditional curCd="EUR" exchangeRt="1.102899412"/>
                <valUSD>187447.09</valUSD>
                <pctVal>0.506527011405</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AXA SA</name>
                <lei>F5WCUMTUM4RKZ1MAIE39</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="FR0000120628"/>
                </identifiers>
                <balance>9978</balance>
                <units>NS</units>
                <currencyConditional curCd="EUR" exchangeRt="1.102899412"/>
                <valUSD>172788.13</valUSD>
                <pctVal>0.466914984357</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ANGLO AMERICAN PLC</name>
                <lei>549300S9XF92D1X8ME43</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB00B1XZS820"/>
                </identifiers>
                <balance>6617</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.242100242"/>
                <valUSD>115627.34</valUSD>
                <pctVal>0.312452815175</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PRUDENTIAL PLC</name>
                <lei>5493001Z3ZE83NGK8Y12</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G72899100</cusip>
                <identifiers>
                    <isin value="GB0007099541"/>
                </identifiers>
                <balance>24941</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.242100242"/>
                <valUSD>318372.69</valUSD>
                <pctVal>0.860319395615</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BP PLC</name>
                <lei>213800LH1BZH3DI6G760</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB0007980591"/>
                </identifiers>
                <balance>86848</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.242100242"/>
                <valUSD>369466.24</valUSD>
                <pctVal>0.998386426603</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PUTNAM CASH COLLATERAL POOL LLC</name>
                <lei>N/A</lei>
                <title>SHORT TERM INV FUND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="1181681"/>
                </identifiers>
                <balance>882243</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>882243</valUSD>
                <pctVal>2.384032262773</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>PF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <cashCollateralCondition cashCollateralVal="882243" isCashCollateral="Y"/>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PUTNAM SHORT TERM INVESTMENT FUND</name>
                <lei>5493003MK0Q7JP8CPP42</lei>
                <title>SHORT TERM INV FUND</title>
                <cusip>74676P664</cusip>
                <identifiers>
                    <isin value="US74676P6640"/>
                </identifiers>
                <balance>480627</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>480627</valUSD>
                <pctVal>1.298769470951</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>PF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GOLDMAN SACHS INTERNATIONAL</name>
                <lei>W22LROWP2IHZNBB6K528</lei>
                <title>Total Return Swap</title>
                <cusip>99EK759O4</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="1801243"/>
                </identifiers>
                <balance>78</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>456667.5</valUSD>
                <pctVal>1.234025153342</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                            <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 month USD-LIBOR-BBA" floatingRtSpread="-.58" pmntAmt="18.47">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Russell 2000 Total Return Index" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-12-15</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>410430.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-46218.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912796XH7</cusip>
                <identifiers>
                    <isin value="US912796XH73"/>
                </identifiers>
                <balance>17000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>16992.94</valUSD>
                <pctVal>0.045919001</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-09-03</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912796TV1</cusip>
                <identifiers>
                    <isin value="US912796TV14"/>
                </identifiers>
                <balance>11000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>10998.98</valUSD>
                <pctVal>0.029721882948</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-05-14</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912796TX7</cusip>
                <identifiers>
                    <isin value="US912796TX79"/>
                </identifiers>
                <balance>16000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>15997.94</valUSD>
                <pctVal>0.04323027227</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-06-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
        </invstOrSecs>
        <signature>
            <ncom:dateSigned>2020-05-28</ncom:dateSigned>
            <ncom:nameOfApplicant>Putnam Investments Inc</ncom:nameOfApplicant>
            <ncom:signature>Janet C. Smith</ncom:signature>
            <ncom:signerName>NPORT</ncom:signerName>
            <ncom:title>Principal Financial Officer</ncom:title>
        </signature>
    </formData>
    <documents>XXXX</documents>
</edgarSubmission>
