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      <regZipOrPostalCode>94403-1906</regZipOrPostalCode>
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        <name>ORACLE CORP COM USD0.01</name>
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        <name>HARTFORD FINANCIAL SERVICES GROUP INC COM USD.01</name>
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        <name>MUELLER INDUSTRIES INC 6.00% 03/01/2027</name>
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        <name>Tapestry Inc COM USD.01</name>
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        <name>MOLSON COORS BEVERAGE CO COM USD 0.01 CL B</name>
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        <name>NORTONLIFELOCK INC COM USD0.01</name>
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        <name>RELIANCE STEEL &amp; ALUMINUM CO COM NPV</name>
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        <name>DISCOVERY INC COM USD NPV CL C</name>
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        <name>HUNTINGTON INGALLS INDUSTRIES INC COM USD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>KINDER MORGAN INC COM USD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SCHLUMBERGER LTD ORD USD0.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>EVEREST RE GROUP LTD ORD USD.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VOYA FINANCIAL INC COM USD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>REGAL BELOIT CORP COM USD.01</name>
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        <fairValLevel>1</fairValLevel>
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        <name>WESTLAKE CHEMICAL CORP COM USD1</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TETRA TECH INC COM USD.01</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DICKS SPORTING GOODS INC COM USD.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <lei>KDTEY8BWE486IKZ3CC07</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>LENNAR CORP COM USD.1 CLASS B</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CORNING INC COM USD.5</name>
        <lei>549300X2937PB0CJ7I56</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>OSHKOSH CORP COM USD.01</name>
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        <name>JOHNSON CONTROLS INTERNATIONAL PLC ORD USD.01</name>
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        <name>GENERAL MOTORS CO COM USD.01</name>
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        <name>VALERO ENERGY CORP COM USD.01</name>
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        <name>HUNTSMAN CORP COM USD</name>
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        <name>ARCHER-DANIELS-MIDLAND CO COM NPV</name>
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        <name>GENERAL ELECTRIC CO COM USD.06</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>COGNIZANT TECHNOLOGY SOLUTIONS CORP COM USD.01 CL A</name>
        <lei>5493006IEVQEFQO40L83</lei>
        <title>COGNIZANT TECHNOLOGY SOLUTIONS CORP COM USD.01 CL A</title>
        <cusip>192446102</cusip>
        <identifiers>
          <ticker value="CTSH"/>
          <other otherDesc="Internal Identifier" value="203677"/>
        </identifiers>
        <balance>147000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8528940.00000000</valUSD>
        <pctVal>1.408375632054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ CO/THE COM USD.01</name>
        <lei>N/A</lei>
        <title>KRAFT HEINZ CO/THE COM USD.01</title>
        <cusip>500754106</cusip>
        <identifiers>
          <ticker value="KHC"/>
          <other otherDesc="Internal Identifier" value="607978"/>
        </identifiers>
        <balance>712100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21597993.00000000</valUSD>
        <pctVal>3.566455742738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-05-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
