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                <name>NIELSEN HOLDINGS PLC</name>
                <lei>549300ZVCBHQE0XHG367</lei>
                <title>COMMON STOCK</title>
                <cusip>G6518L108</cusip>
                <identifiers>
                    <isin value="GB00BWFY5505"/>
                </identifiers>
                <balance>344</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6591.04</valUSD>
                <pctVal>0.032648588454</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>KINDER MORGAN INC</name>
                <lei>549300WR7IX8XE0TBO16</lei>
                <title>COMMON STOCK</title>
                <cusip>49456B101</cusip>
                <identifiers>
                    <isin value="US49456B1017"/>
                </identifiers>
                <balance>964</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>14903.44</valUSD>
                <pctVal>0.07382390019</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>MARATHON PETROLEUM CORP</name>
                <lei>3BNYRYQHD39K4LCKQF12</lei>
                <title>COMMON STOCK</title>
                <cusip>56585A102</cusip>
                <identifiers>
                    <isin value="US56585A1025"/>
                </identifiers>
                <balance>359</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>21845.15</valUSD>
                <pctVal>0.108209525669</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>ALLISON TRANSMISSION HOLDINGS INC</name>
                <lei>529900RP7DJ882LI9T83</lei>
                <title>COMMON STOCK</title>
                <cusip>01973R101</cusip>
                <identifiers>
                    <isin value="US01973R1014"/>
                </identifiers>
                <balance>138</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>4773.42</valUSD>
                <pctVal>0.023645043134</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>META PLATFORMS INC</name>
                <lei>BQ4BKCS1HXDV9HN80Z93</lei>
                <title>COMMON STOCK</title>
                <cusip>30303M102</cusip>
                <identifiers>
                    <isin value="US30303M1027"/>
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                <balance>151</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>48993.46</valUSD>
                <pctVal>0.242688151259</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>SERVICENOW INC</name>
                <lei>549300HJTQM36M0E1G39</lei>
                <title>COMMON STOCK</title>
                <cusip>81762P102</cusip>
                <identifiers>
                    <isin value="US81762P1021"/>
                </identifiers>
                <balance>11</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>7124.7</valUSD>
                <pctVal>0.035292062885</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>PALO ALTO NETWORKS INC</name>
                <lei>549300QXR2YVZV231H43</lei>
                <title>COMMON STOCK</title>
                <cusip>697435105</cusip>
                <identifiers>
                    <isin value="US6974351057"/>
                </identifiers>
                <balance>12</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6563.28</valUSD>
                <pctVal>0.032511079834</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>WORKDAY INC</name>
                <lei>549300J0DYC0N31V7G13</lei>
                <title>COMMON STOCK</title>
                <cusip>98138H101</cusip>
                <identifiers>
                    <isin value="US98138H1014"/>
                </identifiers>
                <balance>22</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6033.06</valUSD>
                <pctVal>0.029884645376</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ABBVIE INC</name>
                <lei>FR5LCKFTG8054YNNRU85</lei>
                <title>COMMON STOCK</title>
                <cusip>00287Y109</cusip>
                <identifiers>
                    <isin value="US00287Y1091"/>
                </identifiers>
                <balance>198</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>22825.44</valUSD>
                <pctVal>0.113065373119</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>IQVIA HOLDINGS INC</name>
                <lei>549300W3R20NM4KQPH86</lei>
                <title>COMMON STOCK</title>
                <cusip>46266C105</cusip>
                <identifiers>
                    <isin value="US46266C1053"/>
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                <balance>119</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>30836.47</valUSD>
                <pctVal>0.152747854421</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>VEEVA SYSTEMS INC</name>
                <lei>549300YZEXPDB92M2F02</lei>
                <title>COMMON STOCK</title>
                <cusip>922475108</cusip>
                <identifiers>
                    <isin value="US9224751084"/>
                </identifiers>
                <balance>148</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>41821.84</valUSD>
                <pctVal>0.207163671067</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>GAMING AND LEISURE PROPERTIES INC</name>
                <lei>5493006GWRDBCZYWTM57</lei>
                <title>COMMON STOCK</title>
                <cusip>36467J108</cusip>
                <identifiers>
                    <isin value="US36467J1088"/>
                </identifiers>
                <balance>214</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>9655.68</valUSD>
                <pctVal>0.047829223091</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>ONEMAIN HOLDINGS INC</name>
                <lei>549300E3VEW8SMS5XW09</lei>
                <title>COMMON STOCK</title>
                <cusip>68268W103</cusip>
                <identifiers>
                    <isin value="US68268W1036"/>
                </identifiers>
                <balance>229</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>11401.91</valUSD>
                <pctVal>0.056479139435</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>BRIXMOR PROPERTY GROUP INC</name>
                <lei>5299007UXW6Y0W2EGZ95</lei>
                <title>COMMON STOCK</title>
                <cusip>11120U105</cusip>
                <identifiers>
                    <isin value="US11120U1051"/>
                </identifiers>
                <balance>257</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5844.18</valUSD>
                <pctVal>0.028949031969</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>ALLY FINANCIAL INC</name>
                <lei>549300JBN1OSM8YNAI90</lei>
                <title>COMMON STOCK</title>
                <cusip>02005N100</cusip>
                <identifiers>
                    <isin value="US02005N1000"/>
                </identifiers>
                <balance>597</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>27360.51</valUSD>
                <pctVal>0.135529754163</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>SYNCHRONY FINANCIAL</name>
                <lei>549300RS7EWPM9MA6C78</lei>
                <title>COMMON STOCK</title>
                <cusip>87165B103</cusip>
                <identifiers>
                    <isin value="US87165B1035"/>
                </identifiers>
                <balance>753</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>33726.87</valUSD>
                <pctVal>0.167065394607</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>AXALTA COATING SYSTEMS LTD</name>
                <lei>529900AGLPA40GV6H619</lei>
                <title>COMMON STOCK</title>
                <cusip>G0750C108</cusip>
                <identifiers>
                    <isin value="BMG0750C1082"/>
                </identifiers>
                <balance>362</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>10975.84</valUSD>
                <pctVal>0.054368609976</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>GODADDY INC</name>
                <lei>549300J8H1TB0I2CB447</lei>
                <title>COMMON STOCK</title>
                <cusip>380237107</cusip>
                <identifiers>
                    <isin value="US3802371076"/>
                </identifiers>
                <balance>264</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>18524.88</valUSD>
                <pctVal>0.091762632798</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>WESTROCK CO</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>96145D105</cusip>
                <identifiers>
                    <isin value="US96145D1054"/>
                </identifiers>
                <balance>119</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5163.41</valUSD>
                <pctVal>0.025576851014</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>PAYPAL HOLDINGS INC</name>
                <lei>5493005X2GO78EFZ3E94</lei>
                <title>COMMON STOCK</title>
                <cusip>70450Y103</cusip>
                <identifiers>
                    <isin value="US70450Y1038"/>
                </identifiers>
                <balance>109</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>20153.01</valUSD>
                <pctVal>0.099827543089</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>ATHENE HOLDING LTD</name>
                <lei>549300H316CT32FQXI76</lei>
                <title>COMMON STOCK</title>
                <cusip>G0684D107</cusip>
                <identifiers>
                    <isin value="BMG0684D1074"/>
                </identifiers>
                <balance>272</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>22282.24</valUSD>
                <pctVal>0.110374642483</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>INVITATION HOMES INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>46187W107</cusip>
                <identifiers>
                    <isin value="US46187W1071"/>
                </identifiers>
                <balance>137</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5540.28</valUSD>
                <pctVal>0.02744366923</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DUPONT DE NEMOURS INC</name>
                <lei>5493004JF0SDFLM8GD76</lei>
                <title>COMMON STOCK</title>
                <cusip>26614N102</cusip>
                <identifiers>
                    <isin value="US26614N1028"/>
                </identifiers>
                <balance>702</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>51919.92</valUSD>
                <pctVal>0.257184313954</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>ROKU INC</name>
                <lei>549300KR6ITU0YIR1T71</lei>
                <title>COMMON STOCK</title>
                <cusip>77543R102</cusip>
                <identifiers>
                    <isin value="US77543R1023"/>
                </identifiers>
                <balance>151</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>34369.11</valUSD>
                <pctVal>0.170246717956</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>DROPBOX INC</name>
                <lei>549300JCDF7UAR6TJR51</lei>
                <title>COMMON STOCK</title>
                <cusip>26210C104</cusip>
                <identifiers>
                    <isin value="US26210C1045"/>
                </identifiers>
                <balance>615</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>15135.15</valUSD>
                <pctVal>0.074971671169</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>DOCUSIGN INC</name>
                <lei>549300Q7PVDWRZ39JG09</lei>
                <title>COMMON STOCK</title>
                <cusip>256163106</cusip>
                <identifiers>
                    <isin value="US2561631068"/>
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                <balance>123</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>30302.28</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>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>EQUITABLE HOLDINGS INC</name>
                <lei>549300FIBAKMNHPZ4009</lei>
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                <cusip>29452E101</cusip>
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                    <isin value="US29452E1010"/>
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                <balance>585</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>18404.1</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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            </invstOrSec>
            <invstOrSec>
                <name>WYNDHAM HOTELS  AND  RESORTS INC</name>
                <lei>549300FE3MQ4RVXXC673</lei>
                <title>COMMON STOCK</title>
                <cusip>98311A105</cusip>
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                    <isin value="US98311A1051"/>
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                <balance>83</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6596.84</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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            <invstOrSec>
                <name>MODERNA INC</name>
                <lei>549300EI6OKH5K5Q2G38</lei>
                <title>COMMON STOCK</title>
                <cusip>60770K107</cusip>
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                    <isin value="US60770K1079"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>45463.47</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>DOW INC</name>
                <lei>5493003S21INSLK2IP73</lei>
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                <cusip>260557103</cusip>
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                    <isin value="US2605571031"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5053.56</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>PINTEREST INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>72352L106</cusip>
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                <curCd>USD</curCd>
                <valUSD>44706.96</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CORTEVA INC</name>
                <lei>549300WZN9I2QKLS0O94</lei>
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                <cusip>22052L104</cusip>
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                    <isin value="US22052L1044"/>
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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>10X GENOMICS INC</name>
                <lei>5493003Z6741WNLG7H43</lei>
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                    <isin value="US88025U1097"/>
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                <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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>KYNDRYL HOLDINGS INC</name>
                <lei>549300LQ4LWX2R8ZV130</lei>
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                <cusip>50155Q100</cusip>
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                    <isin value="US50155Q1004"/>
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                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>UNUM GROUP</name>
                <lei>549300E32YFDO6TZ8R31</lei>
                <title>COMMON STOCK</title>
                <cusip>91529Y106</cusip>
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                    <isin value="US91529Y1064"/>
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                <units>NS</units>
                <curCd>USD</curCd>
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                <pctVal>0.033068940814</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>
            <invstOrSec>
                <name>INCYTE CORP</name>
                <lei>549300Z4WN6JVZ3T4680</lei>
                <title>COMMON STOCK</title>
                <cusip>45337C102</cusip>
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                    <isin value="US45337C1027"/>
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                <balance>347</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>23498.84</valUSD>
                <pctVal>0.116401046922</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>MORGAN STANLEY</name>
                <lei>IGJSJL3JD5P30I6NJZ34</lei>
                <title>COMMON STOCK</title>
                <cusip>617446448</cusip>
                <identifiers>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>16024.58</valUSD>
                <pctVal>0.079377445375</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>FACTSET RESEARCH SYSTEMS INC</name>
                <lei>549300ZSJE7NBK6K9P30</lei>
                <title>COMMON STOCK</title>
                <cusip>303075105</cusip>
                <identifiers>
                    <isin value="US3030751057"/>
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                <balance>8</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>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BIO-TECHNE CORP</name>
                <lei>54930073RLKQ51TILZ35</lei>
                <title>COMMON STOCK</title>
                <cusip>09073M104</cusip>
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                <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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                <name>CAPITAL ONE FINANCIAL CORP</name>
                <lei>ZUE8T73ROZOF6FLBAR73</lei>
                <title>COMMON STOCK</title>
                <cusip>14040H105</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>INTUIT INC</name>
                <lei>VI90HBPH7XSFMB9E4M29</lei>
                <title>COMMON STOCK</title>
                <cusip>461202103</cusip>
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                <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>BIOGEN INC</name>
                <lei>W8J5WZB5IY3K0NDQT671</lei>
                <title>COMMON STOCK</title>
                <cusip>09062X103</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>NORTHROP GRUMMAN CORP</name>
                <lei>RIMU48P07456QXSO0R61</lei>
                <title>COMMON STOCK</title>
                <cusip>666807102</cusip>
                <identifiers>
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                <balance>15</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>APPLE INC</name>
                <lei>HWUPKR0MPOU8FGXBT394</lei>
                <title>COMMON STOCK</title>
                <cusip>037833100</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>CATERPILLAR INC</name>
                <lei>WRJR7GS4GTRECRRTVX92</lei>
                <title>COMMON STOCK</title>
                <cusip>149123101</cusip>
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                <balance>27</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>GARTNER INC</name>
                <lei>PP55B5R38BFB8O8HH686</lei>
                <title>COMMON STOCK</title>
                <cusip>366651107</cusip>
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                <balance>123</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>38406.75</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>WEYERHAEUSER CO</name>
                <lei>08IRJODWFYBI7QWRGS31</lei>
                <title>COMMON STOCK</title>
                <cusip>962166104</cusip>
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                <balance>1025</balance>
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                <curCd>USD</curCd>
                <valUSD>38550.25</valUSD>
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                <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>REPUBLIC SERVICES INC</name>
                <lei>NKNQHM6BLECKVOQP7O46</lei>
                <title>COMMON STOCK</title>
                <cusip>760759100</cusip>
                <identifiers>
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                <balance>92</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>12167.92</valUSD>
                <pctVal>0.060273555072</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>ROSS STORES INC</name>
                <lei>549300ENZFLPGRDFZQ60</lei>
                <title>COMMON STOCK</title>
                <cusip>778296103</cusip>
                <identifiers>
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                <balance>66</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>7199.94</valUSD>
                <pctVal>0.035664762762</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>HALLIBURTON CO</name>
                <lei>ENYF8GB5SMQZ25S06U51</lei>
                <title>COMMON STOCK</title>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>EASTMAN CHEMICAL CO</name>
                <lei>FDPVHDGJ1IQZFK9KH630</lei>
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                <cusip>277432100</cusip>
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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>PULTE HOMES INC</name>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FIDELITY NATIONAL INFORMATION SERVICES INC</name>
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            <invstOrSec>
                <name>AES CORP/THE</name>
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            <invstOrSec>
                <name>AGCO CORP</name>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>UNITED PARCEL SERVICE INC</name>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BRISTOL-MYERS SQUIBB CO</name>
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                <name>INTERNATIONAL BUSINESS MACHINES CORP</name>
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                <name>PROCTER  AND  GAMBLE CO/THE</name>
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            <invstOrSec>
                <name>RYDER SYSTEM INC</name>
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                <name>WALMART INC</name>
                <lei>Y87794H0US1R65VBXU25</lei>
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                <name>WHIRLPOOL CORP</name>
                <lei>WHENKOULSSK7WUM60H03</lei>
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                <name>TORO CO/THE</name>
                <lei>YJKE4YIT6BWQHVEW0D14</lei>
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                <name>EQUITY LIFESTYLE PROPERTIES INC</name>
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                <name>STARBUCKS CORP</name>
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                <name>FIRSTENERGY CORP</name>
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                <name>LOCKHEED MARTIN CORP</name>
                <lei>DPRBOZP0K5RM2YE8UU08</lei>
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                <name>AMERICAN ELECTRIC POWER CO INC</name>
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                <name>MEDTRONIC PLC</name>
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                <name>TYSON FOODS INC</name>
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                <name>MANPOWERGROUP INC</name>
                <lei>ERO1WSFOSR0JJ6CRQ987</lei>
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                <cusip>56418H100</cusip>
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            <invstOrSec>
                <name>CADENCE DESIGN SYSTEMS INC</name>
                <lei>GCT7RXJOGLXPV0NXZY22</lei>
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                <cusip>127387108</cusip>
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                <invCountry>US</invCountry>
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                <name>GENERAL DYNAMICS CORP</name>
                <lei>9C1X8XOOTYY2FNYTVH06</lei>
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                <cusip>369550108</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>QUALCOMM INC</name>
                <lei>H1J8DDZKZP6H7RWC0H53</lei>
                <title>COMMON STOCK</title>
                <cusip>747525103</cusip>
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                <curCd>USD</curCd>
                <valUSD>126030.88</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>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>PEPSICO INC</name>
                <lei>FJSUNZKFNQ5YPJ5OT455</lei>
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                <cusip>713448108</cusip>
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                    <isin value="US7134481081"/>
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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>CROWN HOLDINGS INC</name>
                <lei>NYLWZIOY8PUNIT4JOE22</lei>
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                <cusip>228368106</cusip>
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                    <isin value="US2283681060"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>PARKER-HANNIFIN CORP</name>
                <lei>5493002CONDB4N2HKI23</lei>
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                <cusip>701094104</cusip>
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                    <isin value="US7010941042"/>
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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>AVERY DENNISON CORP</name>
                <lei>549300PW7VPFCYKLIV37</lei>
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                <cusip>053611109</cusip>
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                    <isin value="US0536111091"/>
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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>COCA-COLA CO/THE</name>
                <lei>UWJKFUJFZ02DKWI3RY53</lei>
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                <cusip>191216100</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HONEYWELL INTERNATIONAL INC</name>
                <lei>ISRPG12PN4EIEOEMW547</lei>
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                <cusip>438516106</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CITIGROUP INC</name>
                <lei>6SHGI4ZSSLCXXQSBB395</lei>
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                <cusip>172967424</cusip>
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                    <isin value="US1729674242"/>
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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>CHEVRON CORP</name>
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                <cusip>166764100</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>OMNICOM GROUP INC</name>
                <lei>HKUPACFHSSASQK8HLS17</lei>
                <title>COMMON STOCK</title>
                <cusip>681919106</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>PUBLIC SERVICE ENTERPRISE GROUP INC</name>
                <lei>PUSS41EMO3E6XXNV3U28</lei>
                <title>COMMON STOCK</title>
                <cusip>744573106</cusip>
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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>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>AMERICAN TOWER CORP</name>
                <lei>5493006ORUSIL88JOE18</lei>
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                <cusip>03027X100</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MANHATTAN ASSOCIATES INC</name>
                <lei>529900Q1GJP7KD52SW51</lei>
                <title>COMMON STOCK</title>
                <cusip>562750109</cusip>
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                    <isin value="US5627501092"/>
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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>SLM CORP</name>
                <lei>4K8SLPBF5DXXGPW03H93</lei>
                <title>COMMON STOCK</title>
                <cusip>78442P106</cusip>
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                <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>
                <securityLending>
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            <invstOrSec>
                <name>CSX CORP</name>
                <lei>549300JVQR4N1MMP3Q88</lei>
                <title>COMMON STOCK</title>
                <cusip>126408103</cusip>
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                <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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                <name>MICROSOFT CORP</name>
                <lei>INR2EJN1ERAN0W5ZP974</lei>
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                <cusip>594918104</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>AMAZON.COM INC</name>
                <lei>ZXTILKJKG63JELOEG630</lei>
                <title>COMMON STOCK</title>
                <cusip>023135106</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>AVALONBAY COMMUNITIES INC</name>
                <lei>K9G90K85RBWD2LAGQX17</lei>
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                <cusip>053484101</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>DOVER CORP</name>
                <lei>549300FMC2ALGA7N9E80</lei>
                <title>COMMON STOCK</title>
                <cusip>260003108</cusip>
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                    <isin value="US2600031080"/>
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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>MCDONALD'S CORP</name>
                <lei>UE2136O97NLB5BYP9H04</lei>
                <title>COMMON STOCK</title>
                <cusip>580135101</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>DARDEN RESTAURANTS INC</name>
                <lei>CY1NFSCCB5GUXC7WZC70</lei>
                <title>COMMON STOCK</title>
                <cusip>237194105</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>EXELON CORP</name>
                <lei>3SOUA6IRML7435B56G12</lei>
                <title>COMMON STOCK</title>
                <cusip>30161N101</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>CIRRUS LOGIC INC</name>
                <lei>549300NKSJEM5ZZSSV18</lei>
                <title>COMMON STOCK</title>
                <cusip>172755100</cusip>
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                <curCd>USD</curCd>
                <valUSD>5933.32</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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            <invstOrSec>
                <name>EDWARDS LIFESCIENCES CORP</name>
                <lei>YA13X31F3V31L8TMPR58</lei>
                <title>COMMON STOCK</title>
                <cusip>28176E108</cusip>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>36163.47</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>VERTEX PHARMACEUTICALS INC</name>
                <lei>54930015RAQRRZ5ZGJ91</lei>
                <title>COMMON STOCK</title>
                <cusip>92532F100</cusip>
                <identifiers>
                    <isin value="US92532F1003"/>
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                <balance>251</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>46921.94</valUSD>
                <pctVal>0.232426917227</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>AMETEK INC</name>
                <lei>549300WZDEF9KKE40E98</lei>
                <title>COMMON STOCK</title>
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            <invstOrSec>
                <name>ADOBE INC</name>
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            <invstOrSec>
                <name>GOLDMAN SACHS GROUP INC/THE</name>
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            <invstOrSec>
                <name>SEI INVESTMENTS CO</name>
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            <invstOrSec>
                <name>BOSTON SCIENTIFIC CORP</name>
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            <invstOrSec>
                <name>O'REILLY AUTOMOTIVE INC</name>
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                <name>MERCK  AND  CO INC</name>
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                <name>BOOKING HOLDINGS INC</name>
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                <name>INTERPUBLIC GROUP OF COS INC/THE</name>
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                <name>PUBLIC STORAGE</name>
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            <invstOrSec>
                <name>COLGATE-PALMOLIVE CO</name>
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            <invstOrSec>
                <name>LABORATORY CORP OF AMERICA HOLDINGS</name>
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                <name>EXXON MOBIL CORP</name>
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                <name>NEW YORK TIMES CO/THE</name>
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                <name>SYNOPSYS INC</name>
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                <name>ELI LILLY  AND  CO</name>
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                <name>SIMON PROPERTY GROUP INC</name>
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            <invstOrSec>
                <name>YUM! BRANDS INC</name>
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                <name>DEERE  AND  CO</name>
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                <name>SCHLUMBERGER NV</name>
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                <name>SERVICE CORP INTERNATIONAL/US</name>
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                <name>AMGEN INC</name>
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                <name>ELECTRONIC ARTS INC</name>
                <lei>549300O7A67PUEYKDL45</lei>
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                <name>AT AND T INC</name>
                <lei>549300Z40J86GGSTL398</lei>
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                <cusip>00206R102</cusip>
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                <name>TARGET CORP</name>
                <lei>8WDDFXB5T1Z6J0XC1L66</lei>
                <title>COMMON STOCK</title>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>TJX COS INC/THE</name>
                <lei>V167QI9I69W364E2DY52</lei>
                <title>COMMON STOCK</title>
                <cusip>872540109</cusip>
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                    <isin value="US8725401090"/>
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                <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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>VERIZON COMMUNICATIONS INC</name>
                <lei>2S72QS2UO2OESLG6Y829</lei>
                <title>COMMON STOCK</title>
                <cusip>92343V104</cusip>
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                <balance>1545</balance>
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                <curCd>USD</curCd>
                <valUSD>77667.15</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>FORD MOTOR CO</name>
                <lei>20S05OYHG0MQM4VUIC57</lei>
                <title>COMMON STOCK</title>
                <cusip>345370860</cusip>
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                    <isin value="US3453708600"/>
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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>BRUNSWICK CORP/DE</name>
                <lei>YM4O38W15AX4YLLQKU27</lei>
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                <cusip>117043109</cusip>
                <identifiers>
                    <isin value="US1170431092"/>
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                <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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>AFLAC INC</name>
                <lei>549300N0B7DOGLXWPP39</lei>
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                <cusip>001055102</cusip>
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                <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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ZEBRA TECHNOLOGIES CORP</name>
                <lei>PO0I32GKZ3HZMMDPZZ08</lei>
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                <cusip>989207105</cusip>
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                <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>MARRIOTT INTERNATIONAL INC/MD</name>
                <lei>225YDZ14ZO8E1TXUSU86</lei>
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                <cusip>571903202</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>TEXTRON INC</name>
                <lei>3PPKBHUG1HD6BO7RNR87</lei>
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                <cusip>883203101</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CONSTELLATION BRANDS INC</name>
                <lei>5493005GKEG8QCVY7037</lei>
                <title>COMMON STOCK</title>
                <cusip>21036P108</cusip>
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                    <isin value="US21036P1084"/>
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                <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>CISCO SYSTEMS INC/DELAWARE</name>
                <lei>549300LKFJ962MZ46593</lei>
                <title>COMMON STOCK</title>
                <cusip>17275R102</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>JPMORGAN CHASE  AND  CO</name>
                <lei>8I5DZWZKVSZI1NUHU748</lei>
                <title>COMMON STOCK</title>
                <cusip>46625H100</cusip>
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                    <isin value="US46625H1005"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>150094.35</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>METLIFE INC</name>
                <lei>C4BXATY60WC6XEOZDX54</lei>
                <title>COMMON STOCK</title>
                <cusip>59156R108</cusip>
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                    <isin value="US59156R1086"/>
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                <balance>956</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>56078.96</valUSD>
                <pctVal>0.277786037707</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>UNION PACIFIC CORP</name>
                <lei>549300LMMRSZZCZ8CL11</lei>
                <title>COMMON STOCK</title>
                <cusip>907818108</cusip>
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                    <isin value="US9078181081"/>
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                <balance>86</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>20265.04</valUSD>
                <pctVal>0.100382481515</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>3M CO</name>
                <lei>LUZQVYP4VS22CLWDAR65</lei>
                <title>COMMON STOCK</title>
                <cusip>88579Y101</cusip>
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                    <isin value="US88579Y1010"/>
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                <units>NS</units>
                <curCd>USD</curCd>
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                <pctVal>0.084228983297</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>ABBOTT LABORATORIES</name>
                <lei>HQD377W2YR662HK5JX27</lei>
                <title>COMMON STOCK</title>
                <cusip>002824100</cusip>
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                    <isin value="US0028241000"/>
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                <balance>674</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>INTEL CORP</name>
                <lei>KNX4USFCNGPY45LOCE31</lei>
                <title>COMMON STOCK</title>
                <cusip>458140100</cusip>
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                    <isin value="US4581401001"/>
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                <units>NS</units>
                <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>
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            <invstOrSec>
                <name>CUMMINS ENGINE COMPANY, INC.</name>
                <lei>ZUNI8PYC725B6H8JU438</lei>
                <title>COMMON STOCK</title>
                <cusip>231021106</cusip>
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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>FIRST INDUSTRIAL REALTY TRUST INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>32054K103</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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            <invstOrSec>
                <name>LAMAR ADVERTISING CO</name>
                <lei>529900Y8WW4MKVPTB543</lei>
                <title>COMMON STOCK</title>
                <cusip>512816109</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>APPLIED MATERIALS INC</name>
                <lei>41BNNE1AFPNAZELZ6K07</lei>
                <title>COMMON STOCK</title>
                <cusip>038222105</cusip>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <name>INTERNATIONAL PAPER CO</name>
                <lei>824LMFJDH41EY779Q875</lei>
                <title>COMMON STOCK</title>
                <cusip>460146103</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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            <invstOrSec>
                <name>MCKESSON CORP</name>
                <lei>549300WZWOM80UCFSF54</lei>
                <title>COMMON STOCK</title>
                <cusip>58155Q103</cusip>
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                    <isin value="US58155Q1031"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>45953.12</valUSD>
                <pctVal>0.227627886199</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>ALLSTATE CORP/THE</name>
                <lei>OBT0W1ED8G0NWVOLOJ77</lei>
                <title>COMMON STOCK</title>
                <cusip>020002101</cusip>
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                <balance>127</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>13807.44</valUSD>
                <pctVal>0.068394885506</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>SOUTHERN CO/THE</name>
                <lei>549300FC3G3YU2FBZD92</lei>
                <title>COMMON STOCK</title>
                <cusip>842587107</cusip>
                <identifiers>
                    <isin value="US8425871071"/>
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                <balance>664</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>40570.4</valUSD>
                <pctVal>0.200964687365</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>NVIDIA CORP</name>
                <lei>549300S4KLFTLO7GSQ80</lei>
                <title>COMMON STOCK</title>
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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>ALIGN TECHNOLOGY INC</name>
                <lei>549300N5YSE0U3LCP840</lei>
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                <cusip>016255101</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>CLEAN HARBORS INC</name>
                <lei>5493000SJVZVZJKHJF48</lei>
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                <cusip>184496107</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>COMCAST CORP</name>
                <lei>51M0QTTNCGUN7KFCFZ59</lei>
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                <cusip>20030N101</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>JONES LANG LASALLE INC</name>
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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>OSHKOSH CORP</name>
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                <cusip>688239201</cusip>
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                <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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>LIFE STORAGE INC</name>
                <lei>W9EE01AFDDF9DQCQZC68</lei>
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                <cusip>53223X107</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>AMERISOURCEBERGEN CORP</name>
                <lei>AI8GXW8LG5WK7E9UD086</lei>
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                <cusip>03073E105</cusip>
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                <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>PRINCIPAL FINANCIAL GROUP INC</name>
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                <title>COMMON STOCK</title>
                <cusip>74251V102</cusip>
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                    <isin value="US74251V1026"/>
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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>ANTHEM INC</name>
                <lei>8MYN82XMYQH89CTMTH67</lei>
                <title>COMMON STOCK</title>
                <cusip>036752103</cusip>
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                    <isin value="US0367521038"/>
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                <balance>8</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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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MOLINA HEALTHCARE INC</name>
                <lei>549300NQQCEQ46YHZ591</lei>
                <title>COMMON STOCK</title>
                <cusip>60855R100</cusip>
                <identifiers>
                    <isin value="US60855R1005"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>15114.54</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>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>TEMPUR SEALY INTERNATIONAL INC</name>
                <lei>549300HFEKVR3US71V91</lei>
                <title>COMMON STOCK</title>
                <cusip>88023U101</cusip>
                <identifiers>
                    <isin value="US88023U1016"/>
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                <units>NS</units>
                <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>
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            <invstOrSec>
                <name>CBRE GROUP INC</name>
                <lei>52990016II9MJ2OSWA10</lei>
                <title>COMMON STOCK</title>
                <cusip>12504L109</cusip>
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                    <isin value="US12504L1098"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>24848.2</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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                <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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                <units>NS</units>
                <curCd>USD</curCd>
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                <fairValLevel>1</fairValLevel>
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                <name>CUBESMART</name>
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                <cusip>229663109</cusip>
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                    <isin value="US2296631094"/>
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                <curCd>USD</curCd>
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                <fairValLevel>1</fairValLevel>
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                <name>AMERIPRISE FINANCIAL INC</name>
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                <cusip>03076C106</cusip>
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                <curCd>USD</curCd>
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                <name>FIDELITY NATIONAL FINANCIAL INC</name>
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                <title>COMMON STOCK</title>
                <cusip>31620R303</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <name>OWENS CORNING</name>
                <lei>JO5M6676RDJIZ2U8X907</lei>
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                <cusip>690742101</cusip>
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                <curCd>USD</curCd>
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                <name>ATLANTIC ASSET SECURITIZATION LLC</name>
                <lei>549300BUNY5BIX4CVW20</lei>
                <title>DISC. CP</title>
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                <name>NRW BANK</name>
                <lei>52990002O5KK6XOGJ020</lei>
                <title>DISC. CP</title>
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                <invCountry>DE</invCountry>
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                <name>FAIRWAY FINANCE CO LLC</name>
                <lei>549300GKD6SUOVFV4H89</lei>
                <title>DISC. CP</title>
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                <name>COLLATERALIZED COMMERCIAL PAPER V CO LLC</name>
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                <title>DISC. CP</title>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                <name>FMS WERTMANAGEMENT</name>
                <lei>HZFDOR6TCRSIQLKQTX32</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <balance>250000</balance>
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                <curCd>USD</curCd>
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                <pctVal>1.237927148101</pctVal>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>DE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-02-17</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isDefault>N</isDefault>
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                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NATIONWIDE BUILDING SOCIETY</name>
                <lei>549300XFX12G42QIKN82</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2558640"/>
                </identifiers>
                <balance>250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>249941.96</valUSD>
                <pctVal>1.238082637856</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-01-24</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>MITSUBISHI UFJ TRUST  AND  BANKING CORP/SINGAPORE</name>
                <lei>JBONEPAGQXF4QP29B387</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2554945"/>
                </identifiers>
                <balance>250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>249907.21</valUSD>
                <pctVal>1.237910504407</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>SG</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-02-18</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>LIBERTY STREET FUNDING LLC</name>
                <lei>549300F33VRHM10B9391</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2557717"/>
                </identifiers>
                <balance>250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>249891.94</valUSD>
                <pctVal>1.237834864759</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-APCP</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-03-01</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>CHICAGO MERCANTILE EXCHANGE</name>
                <lei>SNZ2OJLFK8MNNCLQOF39</lei>
                <title>EQUITY INDEX FUTURE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="RTYZ1INDEX"/>
                </identifiers>
                <balance>2</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>219730</valUSD>
                <pctVal>1.088428281574</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
                            <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
                        </counterparties>
                        <payOffProf>Long</payOffProf>
                        <descRefInstrmnt>
                            <indexBasketInfo>
<indexName>RUSSELL 2000 INDEX</indexName>
<indexIdentifier>RTY</indexIdentifier>
                            </indexBasketInfo>
                        </descRefInstrmnt>
                        <expDate>2021-01-17</expDate>
                        <notionalAmt>226607.13</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-6877.13</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ICE FUTURES U.S., INC.</name>
                <lei>5493004R83R1LVX2IL36</lei>
                <title>EQUITY INDEX FUTURE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="MFSZ1INDEX"/>
                </identifiers>
                <balance>5</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>558875</valUSD>
                <pctVal>2.768376443202</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>ICE FUTURES U.S., INC.</counterpartyName>
                            <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
                        </counterparties>
                        <payOffProf>Long</payOffProf>
                        <descRefInstrmnt>
                            <indexBasketInfo>
<indexName>MSCI EAFE INDEX</indexName>
<indexIdentifier>MXEA</indexIdentifier>
                            </indexBasketInfo>
                        </descRefInstrmnt>
                        <expDate>2021-01-17</expDate>
                        <notionalAmt>590245.79</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-31370.79</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHICAGO MERCANTILE EXCHANGE</name>
                <lei>SNZ2OJLFK8MNNCLQOF39</lei>
                <title>EQUITY INDEX FUTURE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="ESZ1INDEX"/>
                </identifiers>
                <balance>7</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1598187.5</valUSD>
                <pctVal>7.916590698851</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
                            <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
                        </counterparties>
                        <payOffProf>Short</payOffProf>
                        <descRefInstrmnt>
                            <indexBasketInfo>
<indexName>S&amp;P 500 INDEX</indexName>
<indexIdentifier>SPX</indexIdentifier>
                            </indexBasketInfo>
                        </descRefInstrmnt>
                        <expDate>2021-01-17</expDate>
                        <notionalAmt>1584889.17</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-13298.33</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SPDR S AND P 500 ETF TRUST</name>
                <lei>549300NZAMSJ8FXPQQ63</lei>
                <title>EXCHANGE TRADED FUND</title>
                <cusip>78462F103</cusip>
                <identifiers>
                    <isin value="US78462F1030"/>
                </identifiers>
                <balance>540</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>246002.4</valUSD>
                <pctVal>1.218568104015</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>RF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SPDR S AND P MIDCAP 400 ETF TRUST</name>
                <lei>5493003TT35P3SIWJJ72</lei>
                <title>EXCHANGE TRADED FUND</title>
                <cusip>78467Y107</cusip>
                <identifiers>
                    <isin value="US78467Y1073"/>
                </identifiers>
                <balance>65</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>32097</valUSD>
                <pctVal>0.15899186526</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>RF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHICAGO BOARD OF TRADE</name>
                <lei>549300EX04Q2QBFQTQ27</lei>
                <title>GOVERNMENT FUTURES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="UXYH2COMDTY"/>
                </identifiers>
                <balance>4</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>587562.5</valUSD>
                <pctVal>2.910479416522</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
                            <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
                        </counterparties>
                        <payOffProf>Short</payOffProf>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNITED STATES OF AMERICA</issuerName>
<issueTitle>US TREASURY N/B               01.2500 08/15/2031</issueTitle>
<identifiers>
    <isin value="US91282CCS89"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <expDate>2022-01-31</expDate>
                        <notionalAmt>575991</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-11571.5</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHICAGO BOARD OF TRADE</name>
                <lei>549300EX04Q2QBFQTQ27</lei>
                <title>GOVERNMENT FUTURES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="FVH2COMDTY"/>
                </identifiers>
                <balance>7</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>849789.07</valUSD>
                <pctVal>4.209413631096</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
                            <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
                        </counterparties>
                        <payOffProf>Short</payOffProf>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNITED STATES OF AMERICA</issuerName>
<issueTitle>US TREASURY N/B               00.7500 05/31/2026</issueTitle>
<identifiers>
    <cusip value="91282CCF6"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <expDate>2022-01-05</expDate>
                        <notionalAmt>843156.13</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-6632.94</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LCH Limited</name>
                <lei>F226TOH6YD6XJB17KS62</lei>
                <title>Inflation Swap Leg</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2542159"/>
                </identifiers>
                <balance>231000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5269.11</valUSD>
                <pctVal>0.026100433909</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>LCH Limited</counterpartyName>
                            <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
                        </counterparties>
                        <swapFlag>Y</swapFlag>
                        <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.78"/>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA Non Revised Consumer Price Index- Urban (CPI-U)" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2032-01-15</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>747.44</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>231000</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-4521.67</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LCH Limited</name>
                <lei>F226TOH6YD6XJB17KS62</lei>
                <title>Inflation Swap Leg</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2542098"/>
                </identifiers>
                <balance>720000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11455.2</valUSD>
                <pctVal>0.056743110413</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>LCH Limited</counterpartyName>
                            <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
                        </counterparties>
                        <swapFlag>Y</swapFlag>
                        <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.7375"/>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA Non Revised Consumer Price Index- Urban (CPI-U)" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2026-09-13</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>303.91</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>720000</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-11151.29</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LCH Limited</name>
                <lei>F226TOH6YD6XJB17KS62</lei>
                <title>Interest Rate Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2506210"/>
                </identifiers>
                <balance>277000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1905.76</valUSD>
                <pctVal>0.009440145096</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>LCH Limited</counterpartyName>
                            <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
                        </counterparties>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3 month USD-LIBOR-BBA" floatingRtSpread="0" pmntAmt="42.5">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <fixedPmntDesc amount="-495.29" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.57"/>
                        <terminationDt>2031-04-20</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>329.1</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>277000</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2029.45</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ACCENTURE PLC</name>
                <lei>N/A</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G1151C101</cusip>
                <identifiers>
                    <isin value="IE00B4BNMY34"/>
                </identifiers>
                <balance>347</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>124017.8</valUSD>
                <pctVal>0.614319760336</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>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ALLEGION PLC</name>
                <lei>984500560CAC2E6FB757</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G0176J109</cusip>
                <identifiers>
                    <isin value="IE00BFRT3W74"/>
                </identifiers>
                <balance>127</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>15702.28</valUSD>
                <pctVal>0.077780938594</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>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NVENT ELECTRIC PLC</name>
                <lei>N/A</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G6700G107</cusip>
                <identifiers>
                    <isin value="IE00BDVJJQ56"/>
                </identifiers>
                <balance>113</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>3935.79</valUSD>
                <pctVal>0.01949585922</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>GARMIN LTD</name>
                <lei>2549001E0HIPIJQ0W046</lei>
                <title>ORDINARY SHARES</title>
                <cusip>H2906T109</cusip>
                <identifiers>
                    <isin value="CH0114405324"/>
                </identifiers>
                <balance>165</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>22034.1</valUSD>
                <pctVal>0.109145485819</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CH</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ATLASSIAN CORP PLC</name>
                <lei>549300AGBII4MWBVJY22</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G06242104</cusip>
                <identifiers>
                    <isin value="GB00BZ09BD16"/>
                </identifiers>
                <balance>108</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>40642.56</valUSD>
                <pctVal>0.201322130522</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>AU</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <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>9893170.02</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>9893170.02</valUSD>
                <pctVal>49.005625286444</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>PF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2560012"/>
                </identifiers>
                <balance>1397</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>160333.69</valUSD>
                <pctVal>0.79420981516</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES CORE U.S. AGGREGATE</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="AGG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES CORE U.S. AGGREGATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".65" pmntAmt="-93.52">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>160193.99</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>136.58</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2559990"/>
                </identifiers>
                <balance>63997</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7344935.69</valUSD>
                <pctVal>36.382996092204</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES CORE U.S. AGGREGATE</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="AGG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES CORE U.S. AGGREGATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".65" pmntAmt="-4281.97">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7338535.99</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>6256.93</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2559968"/>
                </identifiers>
                <balance>756</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>64743.84</valUSD>
                <pctVal>0.320707352267</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES IBOXX HIGH YLD CORP</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="HYG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".35" pmntAmt="-21.94">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>65892.96</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1149.85</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2556589"/>
                </identifiers>
                <balance>14243</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1634669.11</valUSD>
                <pctVal>8.097301644472</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES CORE U.S. AGGREGATE</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="AGG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES CORE U.S. AGGREGATE BOND ETF" floatingRtSpread="0" pmntAmt="2557.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".65" pmntAmt="-920.6">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>1632176.59</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>5017.99</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2559962"/>
                </identifiers>
                <balance>26054</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2231264.56</valUSD>
                <pctVal>11.052525603142</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES IBOXX HIGH YLD CORP</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="HYG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".35" pmntAmt="-757.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2270866.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-39627.32</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2559852"/>
                </identifiers>
                <balance>2024</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>173335.36</valUSD>
                <pctVal>0.858613334642</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES IBOXX HIGH YLD CORP</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="HYG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".35" pmntAmt="-31.32">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>176017.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2683.76</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2559832"/>
                </identifiers>
                <balance>5155</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>591639.35</valUSD>
                <pctVal>2.930674013709</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES CORE U.S. AGGREGATE</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="AGG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES CORE U.S. AGGREGATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".65" pmntAmt="-183.62">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>590107.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1520.59</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2553106"/>
                </identifiers>
                <balance>539</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>46159.96</valUSD>
                <pctVal>0.228652464117</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES IBOXX HIGH YLD CORP</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="HYG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF" floatingRtSpread="0" pmntAmt="149.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".35" pmntAmt="-15.64">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>46979.24</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-670.44</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2559963"/>
                </identifiers>
                <balance>1915</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>219784.55</valUSD>
                <pctVal>1.088698493938</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES CORE U.S. AGGREGATE</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="AGG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES CORE U.S. AGGREGATE BOND ETF" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".65" pmntAmt="-128.11">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>219593.05</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>187.23</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2556592"/>
                </identifiers>
                <balance>5598</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>479412.72</valUSD>
                <pctVal>2.374761584647</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>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES IBOXX HIGH YLD CORP</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="HYG.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF" floatingRtSpread="0" pmntAmt="1551.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread=".35" pmntAmt="-156.93">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2022-09-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>487020.96</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-6062.43</unrealizedAppr>
                    </swapDeriv>
                </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>912796H44</cusip>
                <identifiers>
                    <isin value="US912796H440"/>
                </identifiers>
                <balance>300000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>299875.6</valUSD>
                <pctVal>1.485427952461</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-19</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>2022-01-25</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>
