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			<regLei>PJVR01EN4PJWVNUIQ236</regLei>
			<regStreet1>100 BRIGHT MEADOW BLVD.</regStreet1>
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			<regZipOrPostalCode>06082-1981</regZipOrPostalCode>
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			<repPdEnd>2020-09-30</repPdEnd>
			<repPdDate>2020-03-31</repPdDate>
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			<assetsInvested>0</assetsInvested>
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				<isRestrictedSec>N</isRestrictedSec>

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				<isRestrictedSec>N</isRestrictedSec>

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				<isRestrictedSec>N</isRestrictedSec>

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				<title>COMMON STOCK USD.01</title>
				<cusip>156782104</cusip>
				<identifiers>
					<isin value="US1567821046"/>
					<ticker value="CERN"/>
					<other otherDesc="SEDOL Number" value="2185284"/>
				</identifiers>
				<balance>11898</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>749455.02</valUSD>
				<pctVal>0.9851949379</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>CHUBB LTD</name>
				<lei>E0JAN6VLUDI1HITHT809</lei>
				<title>COMMON STOCK</title>
				<cusip>H1467J104</cusip>
				<identifiers>
					<isin value="CH0044328745"/>
					<ticker value="CB"/>
					<other otherDesc="SEDOL Number" value="B3BQMF6"/>
				</identifiers>
				<balance>12840</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1434099.6</valUSD>
				<pctVal>1.885193412</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>COMERICA INC</name>
				<lei>I9Q57JVPWHHZ3ZGBW498</lei>
				<title>COMMON STOCK USD5.0</title>
				<cusip>200340107</cusip>
				<identifiers>
					<isin value="US2003401070"/>
					<ticker value="CMA"/>
					<other otherDesc="SEDOL Number" value="2212870"/>
				</identifiers>
				<balance>23911</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>701548.74</valUSD>
				<pctVal>0.9222198116</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>COMMERCE BANCSHARES INC</name>
				<lei>N/A</lei>
				<title>COMMON STOCK USD5.0</title>
				<cusip>200525103</cusip>
				<identifiers>
					<isin value="US2005251036"/>
					<ticker value="CBSH"/>
					<other otherDesc="SEDOL Number" value="2213204"/>
				</identifiers>
				<balance>17390</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>875586.5</valUSD>
				<pctVal>1.1510008799</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>CONAGRA BRANDS INC</name>
				<lei>54930035UDEIH090K650</lei>
				<title>COMMON STOCK USD5.0</title>
				<cusip>205887102</cusip>
				<identifiers>
					<isin value="US2058871029"/>
					<ticker value="CAG"/>
					<other otherDesc="SEDOL Number" value="2215460"/>
				</identifiers>
				<balance>35682</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1046909.88</valUSD>
				<pctVal>1.3762137642</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>CONOCOPHILLIPS</name>
				<lei>WPTL2Z3FIYTHSP5V2253</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>20825C104</cusip>
				<identifiers>
					<isin value="US20825C1045"/>
					<ticker value="COP"/>
					<other otherDesc="SEDOL Number" value="2685717"/>
				</identifiers>
				<balance>27174</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>836959.2</valUSD>
				<pctVal>1.1002234224</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>CUMMINS INC</name>
				<lei>ZUNI8PYC725B6H8JU438</lei>
				<title>COMMON STOCK USD2.5</title>
				<cusip>231021106</cusip>
				<identifiers>
					<isin value="US2310211063"/>
					<ticker value="CMI"/>
					<other otherDesc="SEDOL Number" value="2240202"/>
				</identifiers>
				<balance>7202</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>974574.64</valUSD>
				<pctVal>1.2811255863</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>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CMKBB9Q01"/>
				</identifiers>
				<balance>589532.12</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-20947.32</valUSD>
				<pctVal>-0.0275362671</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
						</counterparties>
						<amtCurSold>828939.78</amtCurSold>
						<curSold>CAD</curSold>
						<amtCurPur>568584.8</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-20947.32</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CMKBB9Q05"/>
				</identifiers>
				<balance>459118.02</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-3476.97</valUSD>
				<pctVal>-0.0045706455</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
							<counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
						</counterparties>
						<amtCurSold>49181895</amtCurSold>
						<curSold>JPY</curSold>
						<amtCurPur>455641.05</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-3476.97</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CMKBB9Q3H"/>
				</identifiers>
				<balance>601842.41</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-55140.75</valUSD>
				<pctVal>-0.0724851877</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>GOLDMAN SACHS + CO LLC</counterpartyName>
							<counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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						<amtCurSold>6255087.03</amtCurSold>
						<curSold>NOK</curSold>
						<amtCurPur>546701.66</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-55140.75</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CMKBB9Z2R"/>
				</identifiers>
				<balance>2077640.43</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-36307.38</valUSD>
				<pctVal>-0.0477278102</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>CREDIT SUISSE LONDON BRANCH (GFX)</counterpartyName>
							<counterpartyLei>549300FK5LWVMQ9QY386</counterpartyLei>
						</counterparties>
						<amtCurSold>1877450.4</amtCurSold>
						<curSold>EUR</curSold>
						<amtCurPur>2041333.05</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-36307.38</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CMKBCBFK1"/>
				</identifiers>
				<balance>1655726.91</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-104951.51</valUSD>
				<pctVal>-0.1379638452</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
							<counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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						<amtCurSold>1331023.43</amtCurSold>
						<curSold>GBP</curSold>
						<amtCurPur>1550775.4</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-104951.51</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CNKBBWBD8"/>
				</identifiers>
				<balance>47748.02</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>1750.23</valUSD>
				<pctVal>0.0023007621</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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						<amtCurSold>45997.79</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>67138.38</amtCurPur>
						<curPur>CAD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>1750.23</unrealizedAppr>
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				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CNKBCD18R"/>
				</identifiers>
				<balance>126862.37</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>8974.57</valUSD>
				<pctVal>0.0117975071</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
							<counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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						<amtCurSold>117887.8</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>101983.48</amtCurPur>
						<curPur>GBP</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>8974.57</unrealizedAppr>
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				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20COKBCF42D"/>
				</identifiers>
				<balance>45945.14</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-1042.72</valUSD>
				<pctVal>-0.001370706</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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						<amtCurSold>64603.36</amtCurSold>
						<curSold>CAD</curSold>
						<amtCurPur>44902.42</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-1042.72</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CPKBBZ9JJ"/>
				</identifiers>
				<balance>18589.12</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>400.26</valUSD>
				<pctVal>0.0005261612</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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						<amtCurSold>18188.86</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>26138.12</amtCurPur>
						<curPur>CAD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>400.26</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CPKBCDTWM"/>
				</identifiers>
				<balance>64596.93</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>4627.34</valUSD>
				<pctVal>0.0060828626</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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						<curSold>USD</curSold>
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						<unrealizedAppr>4627.34</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
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					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CQKBB4BCB"/>
				</identifiers>
				<balance>53882.93</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>1696.53</valUSD>
				<pctVal>0.0022301709</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
							<counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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						<amtCurSold>52186.4</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>5772077</amtCurPur>
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						<unrealizedAppr>1696.53</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CQKBB83V3"/>
				</identifiers>
				<balance>82367.33</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>4465.05</valUSD>
				<pctVal>0.0058695246</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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						</counterparties>
						<amtCurSold>77902.28</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>66214.33</amtCurPur>
						<curPur>GBP</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>4465.05</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CQKBB8FR4"/>
				</identifiers>
				<balance>37373.81</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>2715.17</valUSD>
				<pctVal>0.0035692225</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>GOLDMAN SACHS + CO LLC</counterpartyName>
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						</counterparties>
						<amtCurSold>34658.64</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>388434.6</amtCurPur>
						<curPur>NOK</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>2715.17</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CQKBBVCPS"/>
				</identifiers>
				<balance>49431.85</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>1506.25</valUSD>
				<pctVal>0.0019800386</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
						</counterparties>
						<amtCurSold>47925.6</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>69506.01</amtCurPur>
						<curPur>CAD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>1506.25</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CRKBB727H"/>
				</identifiers>
				<balance>128801.62</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-1950.56</valUSD>
				<pctVal>-0.0025641056</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>CREDIT SUISSE LONDON BRANCH (GFX)</counterpartyName>
							<counterpartyLei>549300FK5LWVMQ9QY386</counterpartyLei>
						</counterparties>
						<amtCurSold>116391</amtCurSold>
						<curSold>EUR</curSold>
						<amtCurPur>126851.06</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-1950.56</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CRKBB76C8"/>
				</identifiers>
				<balance>57542.16</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-2456.19</valUSD>
				<pctVal>-0.0032287808</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
							<counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
						</counterparties>
						<amtCurSold>46257.61</amtCurSold>
						<curSold>GBP</curSold>
						<amtCurPur>55085.97</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-2456.19</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CRKBBT093"/>
				</identifiers>
				<balance>61018.99</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-1251.88</valUSD>
				<pctVal>-0.0016456569</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
						</counterparties>
						<amtCurSold>85798.67</amtCurSold>
						<curSold>CAD</curSold>
						<amtCurPur>59767.11</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-1251.88</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CRKBBT1B0"/>
				</identifiers>
				<balance>26306.7</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-863.93</valUSD>
				<pctVal>-0.0011356778</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
							<counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
						</counterparties>
						<amtCurSold>2818041</amtCurSold>
						<curSold>JPY</curSold>
						<amtCurPur>25442.77</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-863.93</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CSKBBX7GV"/>
				</identifiers>
				<balance>26569.84</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-134.44</valUSD>
				<pctVal>-0.0001767279</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
						</counterparties>
						<amtCurSold>37359.79</amtCurSold>
						<curSold>CAD</curSold>
						<amtCurPur>26435.4</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-134.44</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CSKBCB9HM"/>
				</identifiers>
				<balance>39633.3</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-175.81</valUSD>
				<pctVal>-0.0002311108</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>GOLDMAN SACHS + CO LLC</counterpartyName>
							<counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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						<amtCurSold>411918.05</amtCurSold>
						<curSold>NOK</curSold>
						<amtCurPur>39457.49</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-175.81</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CSKBCBN1W"/>
				</identifiers>
				<balance>104827.04</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-2263.16</valUSD>
				<pctVal>-0.0029750335</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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						</counterparties>
						<amtCurSold>84269.48</amtCurSold>
						<curSold>GBP</curSold>
						<amtCurPur>102563.88</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-2263.16</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CTKBB40R3"/>
				</identifiers>
				<balance>31444.46</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-296.87</valUSD>
				<pctVal>-0.00039025</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>GOLDMAN SACHS + CO LLC</counterpartyName>
							<counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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						<amtCurSold>326809.53</amtCurSold>
						<curSold>NOK</curSold>
						<amtCurPur>31147.59</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-296.87</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CTKBB49V6"/>
				</identifiers>
				<balance>93375.63</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>370.54</valUSD>
				<pctVal>0.0004870928</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>CREDIT SUISSE LONDON BRANCH (GFX)</counterpartyName>
							<counterpartyLei>549300FK5LWVMQ9QY386</counterpartyLei>
						</counterparties>
						<amtCurSold>84378.47</amtCurSold>
						<curSold>EUR</curSold>
						<amtCurPur>93746.17</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>370.54</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CTKBB583T"/>
				</identifiers>
				<balance>43916.72</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-73.44</valUSD>
				<pctVal>-0.0000965404</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
							<counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
						</counterparties>
						<amtCurSold>35304.24</amtCurSold>
						<curSold>GBP</curSold>
						<amtCurPur>43843.28</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-73.44</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CUKBBW4C3"/>
				</identifiers>
				<balance>30531.7</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>157.96</valUSD>
				<pctVal>0.0002076461</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
						</counterparties>
						<amtCurSold>30373.74</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>42930.55</amtCurPur>
						<curPur>CAD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>157.96</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CUKBBXB0D"/>
				</identifiers>
				<balance>14101.41</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>81.61</valUSD>
				<pctVal>0.0001072803</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
							<counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
						</counterparties>
						<amtCurSold>14019.8</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>1510579</amtCurPur>
						<curPur>JPY</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>81.61</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CUKBCB30N"/>
				</identifiers>
				<balance>61874.16</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-45.76</valUSD>
				<pctVal>-0.0000601537</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>CREDIT SUISSE LONDON BRANCH (GFX)</counterpartyName>
							<counterpartyLei>549300FK5LWVMQ9QY386</counterpartyLei>
						</counterparties>
						<amtCurSold>61919.92</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>55912.31</amtCurPur>
						<curPur>EUR</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-45.76</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CUKBCBR33"/>
				</identifiers>
				<balance>72584.71</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>250.34</valUSD>
				<pctVal>0.0003290841</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
							<counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
						</counterparties>
						<amtCurSold>72334.37</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>58350.17</amtCurPur>
						<curPur>GBP</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>250.34</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CUKBCC5WP"/>
				</identifiers>
				<balance>28611.63</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>328.11</valUSD>
				<pctVal>0.0004313165</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>GOLDMAN SACHS + CO LLC</counterpartyName>
							<counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
						</counterparties>
						<amtCurSold>28283.52</amtCurSold>
						<curSold>USD</curSold>
						<amtCurPur>297367.24</amtCurPur>
						<curPur>NOK</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>328.11</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CVKBB8GQR"/>
				</identifiers>
				<balance>45183.71</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-457.1</valUSD>
				<pctVal>-0.0006008801</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>GOLDMAN SACHS + CO LLC</counterpartyName>
							<counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
						</counterparties>
						<amtCurSold>469604.69</amtCurSold>
						<curSold>NOK</curSold>
						<amtCurPur>44726.61</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-457.1</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>Currency Forward Contract</name>
				<lei>N/A</lei>
				<title>FX Forward</title>
				<cusip>N/A</cusip>
				<identifiers>
					<other otherDesc="Trade ID" value="20CVKBBWT0K"/>
				</identifiers>
				<balance>109605.94</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>-1299.6</valUSD>
				<pctVal>-0.0017083872</pctVal>
				<payoffProfile>N/A</payoffProfile>
				<assetCat>DFE</assetCat>
				<issuerConditional desc="Issued by Counterparty" issuerCat="OTHER"/>
				<invCountry>US</invCountry>
				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>N/A</fairValLevel>
				<derivativeInfo>
					<fwdDeriv derivCat="FWD">
						<counterparties>
							<counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
							<counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
						</counterparties>
						<amtCurSold>154116.67</amtCurSold>
						<curSold>CAD</curSold>
						<amtCurPur>108306.34</amtCurPur>
						<curPur>USD</curPur>
						<settlementDt>2020-06-30</settlementDt>
						<unrealizedAppr>-1299.6</unrealizedAppr>
					</fwdDeriv>
				</derivativeInfo>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>EDISON INTERNATIONAL</name>
				<lei>549300I7ROF15MAEVP56</lei>
				<title>COMMON STOCK</title>
				<cusip>281020107</cusip>
				<identifiers>
					<isin value="US2810201077"/>
					<ticker value="EIX"/>
					<other otherDesc="SEDOL Number" value="2829515"/>
				</identifiers>
				<balance>26434</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1448318.86</valUSD>
				<pctVal>1.9038853183</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>EMERSON ELECTRIC CO</name>
				<lei>FGLT0EWZSUIRRITFOA30</lei>
				<title>COMMON STOCK USD.5</title>
				<cusip>291011104</cusip>
				<identifiers>
					<isin value="US2910111044"/>
					<ticker value="EMR"/>
					<other otherDesc="SEDOL Number" value="2313405"/>
				</identifiers>
				<balance>32239</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1536188.35</valUSD>
				<pctVal>2.0193940205</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>EMPIRE STATE REALTY TRUST A</name>
				<lei>549300VOKY1DUEQSB456</lei>
				<title>REIT USD.01</title>
				<cusip>292104106</cusip>
				<identifiers>
					<isin value="US2921041065"/>
					<ticker value="ESRT"/>
					<other otherDesc="SEDOL Number" value="BF321D7"/>
				</identifiers>
				<balance>44766</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>401103.36</valUSD>
				<pctVal>0.5272698018</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>ENVISTA HOLDINGS CORP</name>
				<lei>549300BX623VURJZ5269</lei>
				<title>COMMON STOCK</title>
				<cusip>29415F104</cusip>
				<identifiers>
					<isin value="US29415F1049"/>
					<ticker value="NVST"/>
					<other otherDesc="SEDOL Number" value="BK63SF3"/>
				</identifiers>
				<balance>33090</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>494364.6</valUSD>
				<pctVal>0.6498662206</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>EVERSOURCE ENERGY</name>
				<lei>SJ7XXD41SQU3ZNWUJ746</lei>
				<title>COMMON STOCK USD5.0</title>
				<cusip>30040W108</cusip>
				<identifiers>
					<isin value="US30040W1080"/>
					<ticker value="ES"/>
					<other otherDesc="SEDOL Number" value="BVVN4Q8"/>
				</identifiers>
				<balance>6630</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>518532.3</valUSD>
				<pctVal>0.6816358333</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>F5 NETWORKS INC</name>
				<lei>N/A</lei>
				<title>COMMON STOCK</title>
				<cusip>315616102</cusip>
				<identifiers>
					<isin value="US3156161024"/>
					<ticker value="FFIV"/>
					<other otherDesc="SEDOL Number" value="2427599"/>
				</identifiers>
				<balance>6268</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>668356.84</valUSD>
				<pctVal>0.8785874507</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>FIRST HAWAIIAN INC</name>
				<lei>5493002DJSH46F5OLV06</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>32051X108</cusip>
				<identifiers>
					<isin value="US32051X1081"/>
					<ticker value="FHB"/>
					<other otherDesc="SEDOL Number" value="BDC6HG1"/>
				</identifiers>
				<balance>28759</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>475386.27</valUSD>
				<pctVal>0.6249182863</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>FOX CORP   CLASS B</name>
				<lei>549300DDU6FDRBIELS05</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>35137L204</cusip>
				<identifiers>
					<isin value="US35137L2043"/>
					<ticker value="FOX"/>
					<other otherDesc="SEDOL Number" value="BJJMGY5"/>
				</identifiers>
				<balance>27004</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>617851.52</valUSD>
				<pctVal>0.8121957604</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>GENERAL DYNAMICS CORP</name>
				<lei>9C1X8XOOTYY2FNYTVH06</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>369550108</cusip>
				<identifiers>
					<isin value="US3695501086"/>
					<ticker value="GD"/>
					<other otherDesc="SEDOL Number" value="2365161"/>
				</identifiers>
				<balance>5429</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>718310.99</valUSD>
				<pctVal>0.9442546014</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>GENUINE PARTS CO</name>
				<lei>549300D46DQVEU651W04</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>372460105</cusip>
				<identifiers>
					<isin value="US3724601055"/>
					<ticker value="GPC"/>
					<other otherDesc="SEDOL Number" value="2367480"/>
				</identifiers>
				<balance>14215</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>957095.95</valUSD>
				<pctVal>1.2581490014</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>GLOBE LIFE INC</name>
				<lei>5493001JFHKQOPP6XA71</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>37959E102</cusip>
				<identifiers>
					<isin value="US37959E1029"/>
					<ticker value="GL"/>
					<other otherDesc="SEDOL Number" value="BK6YKG1"/>
				</identifiers>
				<balance>2168</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>156030.96</valUSD>
				<pctVal>0.2051102572</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>GRAPHIC PACKAGING HOLDING CO</name>
				<lei>N/A</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>388689101</cusip>
				<identifiers>
					<isin value="US3886891015"/>
					<ticker value="GPK"/>
					<other otherDesc="SEDOL Number" value="B2Q8249"/>
				</identifiers>
				<balance>32136</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>392059.2</valUSD>
				<pctVal>0.5153808152</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>HEARTLAND EXPRESS INC</name>
				<lei>5299005V45FZIQGLOG39</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>422347104</cusip>
				<identifiers>
					<isin value="US4223471040"/>
					<ticker value="HTLD"/>
					<other otherDesc="SEDOL Number" value="2414018"/>
				</identifiers>
				<balance>46009</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>854387.13</valUSD>
				<pctVal>1.1231332808</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>HENRY SCHEIN INC</name>
				<lei>VGO3WGL8H45T73F4RR92</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>806407102</cusip>
				<identifiers>
					<isin value="US8064071025"/>
					<ticker value="HSIC"/>
					<other otherDesc="SEDOL Number" value="2416962"/>
				</identifiers>
				<balance>13445</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>679241.4</valUSD>
				<pctVal>0.8928957322</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>HOLOGIC INC</name>
				<lei>549300DYP6F5ZJL0LB74</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>436440101</cusip>
				<identifiers>
					<isin value="US4364401012"/>
					<ticker value="HOLX"/>
					<other otherDesc="SEDOL Number" value="2433530"/>
				</identifiers>
				<balance>23855</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>837310.5</valUSD>
				<pctVal>1.1006852233</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>HONDA MOTOR CO LTD SPONS ADR</name>
				<lei>549300P7ZYCQJ36CCS16</lei>
				<title>ADR</title>
				<cusip>438128308</cusip>
				<identifiers>
					<isin value="US4381283088"/>
					<ticker value="HMC"/>
					<other otherDesc="SEDOL Number" value="2435279"/>
				</identifiers>
				<balance>29924</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>672093.04</valUSD>
				<pctVal>0.8834988667</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>JP</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>1</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<loanByFundCondition isLoanByFund="Y" loanVal="665355.04"/>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>HP INC</name>
				<lei>WHKXQACZ14C5XRO8LW03</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>40434L105</cusip>
				<identifiers>
					<isin value="US40434L1052"/>
					<ticker value="HPQ"/>
					<other otherDesc="SEDOL Number" value="BYX4D52"/>
				</identifiers>
				<balance>39402</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>684018.72</valUSD>
				<pctVal>0.8991757509</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>HUBBELL INC</name>
				<lei>54930088VDQ6840Y6597</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>443510607</cusip>
				<identifiers>
					<isin value="US4435106079"/>
					<ticker value="HUBB"/>
					<other otherDesc="SEDOL Number" value="BDFG6S3"/>
				</identifiers>
				<balance>11127</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1276711.98</valUSD>
				<pctVal>1.6782997595</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>IMI PLC</name>
				<lei>2138002W9Q21PF751R30</lei>
				<title>COMMON STOCK GBP.2857</title>
				<cusip>BGLP8L902</cusip>
				<identifiers>
					<isin value="GB00BGLP8L22"/>
					<ticker value="IMI"/>
					<other otherDesc="SEDOL Number" value="BGLP8L2"/>
				</identifiers>
				<balance>72980</balance>
				<units>NS</units>
				<currencyConditional curCd="GBP" exchangeRt="0.805088"/>
				<valUSD>675031.74</valUSD>
				<pctVal>0.8873619302</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>GB</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>IMPERIAL OIL LTD</name>
				<lei>549300MO45LTBPAU4Z27</lei>
				<title>COMMON STOCK</title>
				<cusip>453038960</cusip>
				<identifiers>
					<isin value="CA4530384086"/>
					<ticker value="IMO"/>
					<other otherDesc="SEDOL Number" value="2454241"/>
				</identifiers>
				<balance>20300</balance>
				<units>NS</units>
				<currencyConditional curCd="CAD" exchangeRt="1.4073"/>
				<valUSD>229498.33</valUSD>
				<pctVal>0.3016866749</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>CA</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<loanByFundCondition isLoanByFund="Y" loanVal="79603.69"/>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>ISHARES RUSSELL MID CAP VALUE</name>
				<lei>5493005J0UKEGJC13J47</lei>
				<title>ISHARES RUSSELL MID CAP VALU</title>
				<cusip>464287473</cusip>
				<identifiers>
					<isin value="US4642874733"/>
					<ticker value="IWS"/>
					<other otherDesc="SEDOL Number" value="2810490"/>
				</identifiers>
				<balance>5955</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>381655.95</valUSD>
				<pctVal>0.501705239</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>JM SMUCKER CO/THE</name>
				<lei>5493000WDH6A0LHDJD55</lei>
				<title>COMMON STOCK</title>
				<cusip>832696405</cusip>
				<identifiers>
					<isin value="US8326964058"/>
					<ticker value="SJM"/>
					<other otherDesc="SEDOL Number" value="2951452"/>
				</identifiers>
				<balance>8075</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>896325</valUSD>
				<pctVal>1.178262643</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>JOHNSON CONTROLS INTERNATION</name>
				<lei>549300XQ6S1GYKGBL205</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>G51502105</cusip>
				<identifiers>
					<isin value="IE00BY7QL619"/>
					<ticker value="JCI"/>
					<other otherDesc="SEDOL Number" value="BY7QL61"/>
				</identifiers>
				<balance>45504</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1226787.84</valUSD>
				<pctVal>1.6126720584</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>KELLOGG CO</name>
				<lei>LONOZNOJYIBXOHXWDB86</lei>
				<title>COMMON STOCK USD.25</title>
				<cusip>487836108</cusip>
				<identifiers>
					<isin value="US4878361082"/>
					<ticker value="K"/>
					<other otherDesc="SEDOL Number" value="2486813"/>
				</identifiers>
				<balance>5030</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>301749.7</valUSD>
				<pctVal>0.3966646016</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>KIMBERLY CLARK CORP</name>
				<lei>MP3J6QPYPGN75NVW2S34</lei>
				<title>COMMON STOCK USD1.25</title>
				<cusip>494368103</cusip>
				<identifiers>
					<isin value="US4943681035"/>
					<ticker value="KMB"/>
					<other otherDesc="SEDOL Number" value="2491839"/>
				</identifiers>
				<balance>2884</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>368777.08</valUSD>
				<pctVal>0.4847753404</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>KONINKLIJKE AHOLD DELHAIZE N</name>
				<lei>724500C9GNBV20UYRX36</lei>
				<title>COMMON STOCK EUR.01</title>
				<cusip>BD0Q39902</cusip>
				<identifiers>
					<isin value="NL0011794037"/>
					<ticker value="AD"/>
					<other otherDesc="SEDOL Number" value="BD0Q398"/>
				</identifiers>
				<balance>46123</balance>
				<units>NS</units>
				<currencyConditional curCd="EUR" exchangeRt="0.906701"/>
				<valUSD>1079429.72</valUSD>
				<pctVal>1.4189626696</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>NL</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>M + T BANK CORP</name>
				<lei>549300WYXDDBYRASEG81</lei>
				<title>COMMON STOCK USD.5</title>
				<cusip>55261F104</cusip>
				<identifiers>
					<isin value="US55261F1049"/>
					<ticker value="MTB"/>
					<other otherDesc="SEDOL Number" value="2340168"/>
				</identifiers>
				<balance>6980</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>721941.4</valUSD>
				<pctVal>0.9490269512</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>MAXIM INTEGRATED PRODUCTS</name>
				<lei>SO0H5YEO14Y4PVKQH532</lei>
				<title>COMMON STOCK USD.001</title>
				<cusip>57772K101</cusip>
				<identifiers>
					<isin value="US57772K1016"/>
					<ticker value="MXIM"/>
					<other otherDesc="SEDOL Number" value="2573760"/>
				</identifiers>
				<balance>18710</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>909493.1</valUSD>
				<pctVal>1.1955727485</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>MCKESSON CORP</name>
				<lei>549300WZWOM80UCFSF54</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>58155Q103</cusip>
				<identifiers>
					<isin value="US58155Q1031"/>
					<ticker value="MCK"/>
					<other otherDesc="SEDOL Number" value="2378534"/>
				</identifiers>
				<balance>8838</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1195427.88</valUSD>
				<pctVal>1.5714478715</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>MGM GROWTH PROPERTIES LLC A</name>
				<lei>549300E2UGIBHWE12262</lei>
				<title>REIT</title>
				<cusip>55303A105</cusip>
				<identifiers>
					<isin value="US55303A1051"/>
					<ticker value="MGP"/>
					<other otherDesc="SEDOL Number" value="BYTP3L5"/>
				</identifiers>
				<balance>35179</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>832686.93</valUSD>
				<pctVal>1.0946073165</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>MICROCHIP TECHNOLOGY INC</name>
				<lei>5493007PTFULNYZJ1R12</lei>
				<title>COMMON STOCK USD.001</title>
				<cusip>595017104</cusip>
				<identifiers>
					<isin value="US5950171042"/>
					<ticker value="MCHP"/>
					<other otherDesc="SEDOL Number" value="2592174"/>
				</identifiers>
				<balance>5644</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>382663.2</valUSD>
				<pctVal>0.503029318</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>MONDELEZ INTERNATIONAL INC A</name>
				<lei>549300DV9GIB88LZ5P30</lei>
				<title>COMMON STOCK</title>
				<cusip>609207105</cusip>
				<identifiers>
					<isin value="US6092071058"/>
					<ticker value="MDLZ"/>
					<other otherDesc="SEDOL Number" value="B8CKK03"/>
				</identifiers>
				<balance>11190</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>560395.2</valUSD>
				<pctVal>0.7366666438</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>MONDI PLC</name>
				<lei>213800LOZA69QFDC9N34</lei>
				<title>COMMON STOCK EUR.2</title>
				<cusip>B1CRLC906</cusip>
				<identifiers>
					<isin value="GB00B1CRLC47"/>
					<ticker value="MNDI"/>
					<other otherDesc="SEDOL Number" value="B1CRLC4"/>
				</identifiers>
				<balance>49664</balance>
				<units>NS</units>
				<currencyConditional curCd="GBP" exchangeRt="0.805088"/>
				<valUSD>847123.16</valUSD>
				<pctVal>1.1135844403</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>GB</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>MSC INDUSTRIAL DIRECT CO A</name>
				<lei>0XVKH0LN6YGOWO2EGO17</lei>
				<title>COMMON STOCK USD.001</title>
				<cusip>553530106</cusip>
				<identifiers>
					<isin value="US5535301064"/>
					<ticker value="MSM"/>
					<other otherDesc="SEDOL Number" value="2567655"/>
				</identifiers>
				<balance>15111</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>830651.67</valUSD>
				<pctVal>1.0919318686</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>NOBLE ENERGY INC</name>
				<lei>02VFQXG2D1LR5ZH3K186</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>655044105</cusip>
				<identifiers>
					<isin value="US6550441058"/>
					<ticker value="NBL"/>
					<other otherDesc="SEDOL Number" value="2640761"/>
				</identifiers>
				<balance>47141</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>284731.64</valUSD>
				<pctVal>0.3742935372</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>NORFOLK SOUTHERN CORP</name>
				<lei>54930036C8MWP850MI84</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>655844108</cusip>
				<identifiers>
					<isin value="US6558441084"/>
					<ticker value="NSC"/>
					<other otherDesc="SEDOL Number" value="2641894"/>
				</identifiers>
				<balance>7841</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1144786</valUSD>
				<pctVal>1.5048766664</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>NORTHERN TRUST CORP</name>
				<lei>549300GLF98S992BC502</lei>
				<title>COMMON STOCK USD1.667</title>
				<cusip>665859104</cusip>
				<identifiers>
					<isin value="US6658591044"/>
					<ticker value="NTRS"/>
					<other otherDesc="SEDOL Number" value="2648668"/>
				</identifiers>
				<balance>30233</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>2281382.18</valUSD>
				<pctVal>2.9989874177</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>NORTHWESTERN CORP</name>
				<lei>3BPWMBHR1R9SHUN7J795</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>668074305</cusip>
				<identifiers>
					<isin value="US6680743050"/>
					<ticker value="NWE"/>
					<other otherDesc="SEDOL Number" value="B03PGL4"/>
				</identifiers>
				<balance>13409</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>802260.47</valUSD>
				<pctVal>1.0546102605</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>NVENT ELECTRIC PLC</name>
				<lei>N/A</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>G6700G107</cusip>
				<identifiers>
					<isin value="IE00BDVJJQ56"/>
					<ticker value="NVT"/>
					<other otherDesc="SEDOL Number" value="BDVJJQ5"/>
				</identifiers>
				<balance>80100</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1351287</valUSD>
				<pctVal>1.7763322367</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>ORKLA ASA</name>
				<lei>549300PZS8G8RG6RVZ52</lei>
				<title>COMMON STOCK NOK1.25</title>
				<cusip>B1VQF4902</cusip>
				<identifiers>
					<isin value="NO0003733800"/>
					<ticker value="ORK"/>
					<other otherDesc="SEDOL Number" value="B1VQF42"/>
				</identifiers>
				<balance>86595</balance>
				<units>NS</units>
				<currencyConditional curCd="NOK" exchangeRt="10.39645"/>
				<valUSD>741031.08</valUSD>
				<pctVal>0.9741212606</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>NO</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>PACCAR INC</name>
				<lei>KDTEY8BWE486IKZ3CC07</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>693718108</cusip>
				<identifiers>
					<isin value="US6937181088"/>
					<ticker value="PCAR"/>
					<other otherDesc="SEDOL Number" value="2665861"/>
				</identifiers>
				<balance>13420</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>820364.6</valUSD>
				<pctVal>1.0784090166</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>PACKAGING CORP OF AMERICA</name>
				<lei>549300XZP8MFZFY8TJ84</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>695156109</cusip>
				<identifiers>
					<isin value="US6951561090"/>
					<ticker value="PKG"/>
					<other otherDesc="SEDOL Number" value="2504566"/>
				</identifiers>
				<balance>9886</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>858401.38</valUSD>
				<pctVal>1.128410207</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>PIEDMONT OFFICE REALTY TRU A</name>
				<lei>N/A</lei>
				<title>REIT USD.01</title>
				<cusip>720190206</cusip>
				<identifiers>
					<isin value="US7201902068"/>
					<ticker value="PDM"/>
					<other otherDesc="SEDOL Number" value="B3M3278"/>
				</identifiers>
				<balance>36887</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>651424.42</valUSD>
				<pctVal>0.8563289642</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>PINNACLE WEST CAPITAL</name>
				<lei>TWSEY0NEDUDCKS27AH81</lei>
				<title>COMMON STOCK</title>
				<cusip>723484101</cusip>
				<identifiers>
					<isin value="US7234841010"/>
					<ticker value="PNW"/>
					<other otherDesc="SEDOL Number" value="2048804"/>
				</identifiers>
				<balance>15768</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1195056.72</valUSD>
				<pctVal>1.5709599637</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>PNC FINANCIAL SERVICES GROUP</name>
				<lei>CFGNEKW0P8842LEUIA51</lei>
				<title>COMMON STOCK USD5.0</title>
				<cusip>693475105</cusip>
				<identifiers>
					<isin value="US6934751057"/>
					<ticker value="PNC"/>
					<other otherDesc="SEDOL Number" value="2692665"/>
				</identifiers>
				<balance>3793</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>363065.96</valUSD>
				<pctVal>0.4772677964</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>PROASSURANCE CORP</name>
				<lei>54930015E5J57R675E89</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>74267C106</cusip>
				<identifiers>
					<isin value="US74267C1062"/>
					<ticker value="PRA"/>
					<other otherDesc="SEDOL Number" value="2612737"/>
				</identifiers>
				<balance>25180</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>629500</valUSD>
				<pctVal>0.8275082518</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>PROSPERITY BANCSHARES INC</name>
				<lei>549300D003QRZFSQ4N43</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>743606105</cusip>
				<identifiers>
					<isin value="US7436061052"/>
					<ticker value="PB"/>
					<other otherDesc="SEDOL Number" value="2310257"/>
				</identifiers>
				<balance>9423</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>454659.75</valUSD>
				<pctVal>0.5976722714</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>PULTEGROUP INC</name>
				<lei>N/A</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>745867101</cusip>
				<identifiers>
					<isin value="US7458671010"/>
					<ticker value="PHM"/>
					<other otherDesc="SEDOL Number" value="2708841"/>
				</identifiers>
				<balance>9631</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>214963.92</valUSD>
				<pctVal>0.2825804887</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>QUEST DIAGNOSTICS INC</name>
				<lei>8MCWUBXQ0WE04KMXBX50</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>74834L100</cusip>
				<identifiers>
					<isin value="US74834L1008"/>
					<ticker value="DGX"/>
					<other otherDesc="SEDOL Number" value="2702791"/>
				</identifiers>
				<balance>12194</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>979178.2</valUSD>
				<pctVal>1.287177189</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>REINSURANCE GROUP OF AMERICA</name>
				<lei>LORM1GNEU1DKEW527V90</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>759351604</cusip>
				<identifiers>
					<isin value="US7593516047"/>
					<ticker value="RGA"/>
					<other otherDesc="SEDOL Number" value="2731193"/>
				</identifiers>
				<balance>8799</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>740347.86</valUSD>
				<pctVal>0.9732231348</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>REPUBLIC SERVICES INC</name>
				<lei>NKNQHM6BLECKVOQP7O46</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>760759100</cusip>
				<identifiers>
					<isin value="US7607591002"/>
					<ticker value="RSG"/>
					<other otherDesc="SEDOL Number" value="2262530"/>
				</identifiers>
				<balance>5811</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>436173.66</valUSD>
				<pctVal>0.5733714104</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>Repurchase Agreement</name>
				<lei>549300H47WTHXPU08X20</lei>
				<title>FIXED INC CLEARING CORP.REPO</title>
				<cusip>85748R009</cusip>
				<identifiers>
					<isin value="US85748R0096"/>
				</identifiers>
				<balance>2761845.6</balance>
				<units>PA</units>
				<curCd>USD</curCd>
				<valUSD>2761845.6</valUSD>
				<pctVal>3.6305798636</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>RA</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>US</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>1</fairValLevel>
				<repurchaseAgrmt>
					<transCat>Repurchase</transCat>
					<notClearedCentCparty isCleared="N">
						<counterpartyInfos>
							<counterpartyInfo lei="549300H47WTHXPU08X20" name="Fixed Income Clearing Corp."/>
						</counterpartyInfos>
					</notClearedCentCparty>
					<isTriParty>N</isTriParty>
					<repurchaseRt>0</repurchaseRt>
					<maturityDt>2020-04-01</maturityDt>
					<repurchaseCollaterals>
						<repurchaseCollateral>
							<principalAmt>2715000</principalAmt>
							<principalCd>USD</principalCd>
							<collateralVal>2818797.17</collateralVal>
							<collateralCd>USD</collateralCd>
							<invstCat>UST</invstCat>
						</repurchaseCollateral>
					</repurchaseCollaterals>
				</repurchaseAgrmt>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>ROGERS COMMUNICATIONS INC B</name>
				<lei>54930030NVF3Y2OL0A78</lei>
				<title>COMMON STOCK</title>
				<cusip>775109960</cusip>
				<identifiers>
					<isin value="CA7751092007"/>
					<ticker value="RCI.B"/>
					<other otherDesc="SEDOL Number" value="2169051"/>
				</identifiers>
				<balance>14232</balance>
				<units>NS</units>
				<currencyConditional curCd="CAD" exchangeRt="1.4073"/>
				<valUSD>594036.58</valUSD>
				<pctVal>0.7808898678</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>CA</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>SCHLUMBERGER LTD</name>
				<lei>213800ZUA17OK3QLGM62</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>806857108</cusip>
				<identifiers>
					<isin value="AN8068571086"/>
					<ticker value="SLB"/>
					<other otherDesc="SEDOL Number" value="2779201"/>
				</identifiers>
				<balance>5766</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>77783.34</valUSD>
				<pctVal>0.1022499693</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>CW</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>1</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>SIEMENS HEALTHINEERS AG</name>
				<lei>529900QBVWXMWANH7H45</lei>
				<title>COMMON STOCK</title>
				<cusip>BD594Y909</cusip>
				<identifiers>
					<isin value="DE000SHL1006"/>
					<ticker value="SHL"/>
					<other otherDesc="SEDOL Number" value="BD594Y4"/>
				</identifiers>
				<balance>17024</balance>
				<units>NS</units>
				<currencyConditional curCd="EUR" exchangeRt="0.906701"/>
				<valUSD>675484.35</valUSD>
				<pctVal>0.887956908</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>DE</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>SODEXO SA</name>
				<lei>969500LCBOG12HXPYM84</lei>
				<title>COMMON STOCK EUR4.0</title>
				<cusip>706271905</cusip>
				<identifiers>
					<isin value="FR0000121220"/>
					<ticker value="SW"/>
					<other otherDesc="SEDOL Number" value="7062713"/>
				</identifiers>
				<balance>13697</balance>
				<units>NS</units>
				<currencyConditional curCd="EUR" exchangeRt="0.906701"/>
				<valUSD>928145.14</valUSD>
				<pctVal>1.2200917589</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>FR</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>2</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>SONOCO PRODUCTS CO</name>
				<lei>GKOMIK4RDJGHEF0VNP11</lei>
				<title>COMMON STOCK</title>
				<cusip>835495102</cusip>
				<identifiers>
					<isin value="US8354951027"/>
					<ticker value="SON"/>
					<other otherDesc="SEDOL Number" value="2821395"/>
				</identifiers>
				<balance>19825</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>918888.75</valUSD>
				<pctVal>1.2079237857</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>SOUTHWEST AIRLINES CO</name>
				<lei>UDTZ87G0STFETI6HGH41</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>844741108</cusip>
				<identifiers>
					<isin value="US8447411088"/>
					<ticker value="LUV"/>
					<other otherDesc="SEDOL Number" value="2831543"/>
				</identifiers>
				<balance>19684</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>700947.24</valUSD>
				<pctVal>0.9214291107</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>SPIRE INC</name>
				<lei>549300NXSY15DRY2R511</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>84857L101</cusip>
				<identifiers>
					<isin value="US84857L1017"/>
					<ticker value="SR"/>
					<other otherDesc="SEDOL Number" value="BYXJQG9"/>
				</identifiers>
				<balance>12592</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>937852.16</valUSD>
				<pctVal>1.232852107</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>STATE STREET CORP</name>
				<lei>549300ZFEEJ2IP5VME73</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>857477103</cusip>
				<identifiers>
					<isin value="US8574771031"/>
					<ticker value="STT"/>
					<other otherDesc="SEDOL Number" value="2842040"/>
				</identifiers>
				<balance>12385</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>659748.95</valUSD>
				<pctVal>0.8672719622</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>State Street Navigator Securities Lending Trust</name>
				<lei>5493005HD34MZLK62085</lei>
				<title>Prime Portfolio</title>
				<cusip>638995910</cusip>
				<identifiers>
					<isin value="US6389959106"/>
				</identifiers>
				<balance>6900</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>6900</valUSD>
				<pctVal>0.0090703843</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>STIV</assetCat>
				<issuerCat>RF</issuerCat>
				<invCountry>US</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>1</fairValLevel>
				<securityLending>
					<cashCollateralCondition cashCollateralVal="6900" isCashCollateral="Y"/>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>SYSCO CORP</name>
				<lei>5RGWIFLMGH3YS7KWI652</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>871829107</cusip>
				<identifiers>
					<isin value="US8718291078"/>
					<ticker value="SYY"/>
					<other otherDesc="SEDOL Number" value="2868165"/>
				</identifiers>
				<balance>14021</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>639778.23</valUSD>
				<pctVal>0.8410194831</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>T ROWE PRICE GROUP INC</name>
				<lei>549300SIV6FPS9Y7IH33</lei>
				<title>COMMON STOCK USD.2</title>
				<cusip>74144T108</cusip>
				<identifiers>
					<isin value="US74144T1088"/>
					<ticker value="TROW"/>
					<other otherDesc="SEDOL Number" value="2702337"/>
				</identifiers>
				<balance>5946</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>580626.9</valUSD>
				<pctVal>0.7632621937</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>TARGET CORP</name>
				<lei>8WDDFXB5T1Z6J0XC1L66</lei>
				<title>COMMON STOCK USD.0833</title>
				<cusip>87612E106</cusip>
				<identifiers>
					<isin value="US87612E1064"/>
					<ticker value="TGT"/>
					<other otherDesc="SEDOL Number" value="2259101"/>
				</identifiers>
				<balance>2927</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>272123.19</valUSD>
				<pctVal>0.3577191187</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>TE CONNECTIVITY LTD</name>
				<lei>894500ZRIX9K13RHXR17</lei>
				<title>COMMON STOCK CHF.57</title>
				<cusip>H84989104</cusip>
				<identifiers>
					<isin value="CH0102993182"/>
					<ticker value="TEL"/>
					<other otherDesc="SEDOL Number" value="B62B7C3"/>
				</identifiers>
				<balance>11701</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>736928.98</valUSD>
				<pctVal>0.9687288514</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>TEXTRON INC</name>
				<lei>3PPKBHUG1HD6BO7RNR87</lei>
				<title>COMMON STOCK USD.125</title>
				<cusip>883203101</cusip>
				<identifiers>
					<isin value="US8832031012"/>
					<ticker value="TXT"/>
					<other otherDesc="SEDOL Number" value="2885937"/>
				</identifiers>
				<balance>25324</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>675391.08</valUSD>
				<pctVal>0.8878343</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>THOR INDUSTRIES INC</name>
				<lei>254900XZO1228PDSG060</lei>
				<title>COMMON STOCK USD.1</title>
				<cusip>885160101</cusip>
				<identifiers>
					<isin value="US8851601018"/>
					<ticker value="THO"/>
					<other otherDesc="SEDOL Number" value="2889876"/>
				</identifiers>
				<balance>10398</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>438587.64</valUSD>
				<pctVal>0.5765447041</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>
					<loanByFundCondition isLoanByFund="Y" loanVal="434200.92"/>
				</securityLending>
			</invstOrSec>
			<invstOrSec>
				<name>TRUIST FINANCIAL CORP</name>
				<lei>549300DRQQI75D2JP341</lei>
				<title>COMMON STOCK USD5.0</title>
				<cusip>89832Q109</cusip>
				<identifiers>
					<isin value="US89832Q1094"/>
					<ticker value="TFC"/>
					<other otherDesc="SEDOL Number" value="BKP7287"/>
				</identifiers>
				<balance>44249</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1364639.16</valUSD>
				<pctVal>1.793884298</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>UMB FINANCIAL CORP</name>
				<lei>549300MGEH3N3CUCV828</lei>
				<title>COMMON STOCK USD1.0</title>
				<cusip>902788108</cusip>
				<identifiers>
					<isin value="US9027881088"/>
					<ticker value="UMBF"/>
					<other otherDesc="SEDOL Number" value="2918510"/>
				</identifiers>
				<balance>8700</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>403506</valUSD>
				<pctVal>0.5304281885</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>UNIVERSAL HEALTH SERVICES B</name>
				<lei>549300YGMGQDO0NMJD09</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>913903100</cusip>
				<identifiers>
					<isin value="US9139031002"/>
					<ticker value="UHS"/>
					<other otherDesc="SEDOL Number" value="2923785"/>
				</identifiers>
				<balance>11526</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1141996.08</valUSD>
				<pctVal>1.5012091814</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>WEC ENERGY GROUP INC</name>
				<lei>549300IGLYTZUK3PVP70</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>92939U106</cusip>
				<identifiers>
					<isin value="US92939U1060"/>
					<ticker value="WEC"/>
					<other otherDesc="SEDOL Number" value="BYY8XK8"/>
				</identifiers>
				<balance>2661</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>234513.93</valUSD>
				<pctVal>0.3082799241</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>WELLTOWER INC</name>
				<lei>T6IZ0MBEG5ACZDTR7D06</lei>
				<title>REIT USD1.0</title>
				<cusip>95040Q104</cusip>
				<identifiers>
					<isin value="US95040Q1040"/>
					<ticker value="WELL"/>
					<other otherDesc="SEDOL Number" value="BYVYHH4"/>
				</identifiers>
				<balance>21683</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>992647.74</valUSD>
				<pctVal>1.304883552</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>WESTAMERICA BANCORPORATION</name>
				<lei>N/A</lei>
				<title>COMMON STOCK</title>
				<cusip>957090103</cusip>
				<identifiers>
					<isin value="US9570901036"/>
					<ticker value="WABC"/>
					<other otherDesc="SEDOL Number" value="2950374"/>
				</identifiers>
				<balance>7954</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>467536.12</valUSD>
				<pctVal>0.6145988837</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>549300JEB576INN13W07</lei>
				<title>COMMON STOCK</title>
				<cusip>96145D105</cusip>
				<identifiers>
					<isin value="US96145D1054"/>
					<ticker value="WRK"/>
					<other otherDesc="SEDOL Number" value="BYR0914"/>
				</identifiers>
				<balance>17383</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>491243.58</valUSD>
				<pctVal>0.6457634886</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>WEYERHAEUSER CO</name>
				<lei>08IRJODWFYBI7QWRGS31</lei>
				<title>REIT USD1.25</title>
				<cusip>962166104</cusip>
				<identifiers>
					<isin value="US9621661043"/>
					<ticker value="WY"/>
					<other otherDesc="SEDOL Number" value="2958936"/>
				</identifiers>
				<balance>64235</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1088783.25</valUSD>
				<pctVal>1.431258338</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>XCEL ENERGY INC</name>
				<lei>LGJNMI9GH8XIDG5RCM61</lei>
				<title>COMMON STOCK USD2.5</title>
				<cusip>98389B100</cusip>
				<identifiers>
					<isin value="US98389B1008"/>
					<ticker value="XEL"/>
					<other otherDesc="SEDOL Number" value="2614807"/>
				</identifiers>
				<balance>20549</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>1239104.7</valUSD>
				<pctVal>1.6288631677</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>ZIMMER BIOMET HOLDINGS INC</name>
				<lei>2P2YLDVPES3BXQ1FRB91</lei>
				<title>COMMON STOCK USD.01</title>
				<cusip>98956P102</cusip>
				<identifiers>
					<isin value="US98956P1021"/>
					<ticker value="ZBH"/>
					<other otherDesc="SEDOL Number" value="2783815"/>
				</identifiers>
				<balance>25322</balance>
				<units>NS</units>
				<curCd>USD</curCd>
				<valUSD>2559547.76</valUSD>
				<pctVal>3.3646495508</pctVal>
				<payoffProfile>Long</payoffProfile>
				<assetCat>EC</assetCat>
				<issuerCat>CORP</issuerCat>
				<invCountry>US</invCountry>

				<isRestrictedSec>N</isRestrictedSec>

				<fairValLevel>1</fairValLevel>
				<securityLending>
					<isCashCollateral>N</isCashCollateral>
					<isNonCashCollateral>N</isNonCashCollateral>
					<isLoanByFund>N</isLoanByFund>
				</securityLending>
			</invstOrSec>
		</invstOrSecs>
		<signature>
			<ncom:dateSigned>2020-05-20</ncom:dateSigned>
			<ncom:nameOfApplicant>MASSMUTUAL SELECT FUNDS</ncom:nameOfApplicant>
			<ncom:signature>/s/ Renee Hitchcock</ncom:signature>
			<ncom:signerName>Renee Hitchcock</ncom:signerName>
			<ncom:title>Treasurer and CFO</ncom:title>
		</signature>
	</formData>
</edgarSubmission>
