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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FORTUNE BRANDS HOME  AND  SECURITY INC</name>
                <lei>54930032LHW54PQUJD44</lei>
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                <cusip>34964C106</cusip>
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                    <isin value="US34964C1062"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>PHILLIPS 66</name>
                <lei>5493005JBO5YSIGK1814</lei>
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                <cusip>718546104</cusip>
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                    <isin value="US7185461040"/>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FACEBOOK INC</name>
                <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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                <cusip>30303M102</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ABBVIE INC</name>
                <lei>FR5LCKFTG8054YNNRU85</lei>
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                <cusip>00287Y109</cusip>
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                    <isin value="US00287Y1091"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ZOETIS INC</name>
                <lei>549300HD9Q1LOC9KLJ48</lei>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BURLINGTON STORES INC</name>
                <lei>5299003Z37DVGKKC1W09</lei>
                <title>COMMON STOCK</title>
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                    <isin value="US1220171060"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GAMING AND LEISURE PROPERTIES INC</name>
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                <cusip>36467J108</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>HILTON WORLDWIDE HOLDINGS INC</name>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ARAMARK</name>
                <lei>549300MR6PG2DWZUIL39</lei>
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                <cusip>03852U106</cusip>
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                    <isin value="US03852U1060"/>
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                <balance>19311</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>527383.41</valUSD>
                <pctVal>0.161553743913</pctVal>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>SUMMIT MATERIALS INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>86614U100</cusip>
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                    <isin value="US86614U1007"/>
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                <balance>11286</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CHARTER COMMUNICATIONS INC</name>
                <lei>0J0XRGZE3PBRFEZ7MV65</lei>
                <title>COMMON STOCK</title>
                <cusip>16119P108</cusip>
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                <balance>9157</balance>
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                <curCd>USD</curCd>
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                <pctVal>1.389155051915</pctVal>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>YUM CHINA HOLDINGS INC</name>
                <lei>529900DO9BYZ7VA3K502</lei>
                <title>COMMON STOCK</title>
                <cusip>98850P109</cusip>
                <identifiers>
                    <isin value="US98850P1093"/>
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                <balance>15644</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>758108.24</valUSD>
                <pctVal>0.232231849052</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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                <name>DUPONT DE NEMOURS INC</name>
                <lei>5493004JF0SDFLM8GD76</lei>
                <title>COMMON STOCK</title>
                <cusip>26614N102</cusip>
                <identifiers>
                    <isin value="US26614N1028"/>
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                <balance>10001</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>470247.02</valUSD>
                <pctVal>0.14405111197</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CIGNA CORP</name>
                <lei>549300VIWYMSIGT1U456</lei>
                <title>COMMON STOCK</title>
                <cusip>125523100</cusip>
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                    <isin value="US1255231003"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>4432459.2</valUSD>
                <pctVal>1.357798453507</pctVal>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>LEVI STRAUSS  AND  CO</name>
                <lei>MB0UERO0RDFKU8258G77</lei>
                <title>COMMON STOCK</title>
                <cusip>52736R102</cusip>
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                <curCd>USD</curCd>
                <valUSD>382407.63</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>DOW INC</name>
                <lei>5493003S21INSLK2IP73</lei>
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                <cusip>260557103</cusip>
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                    <isin value="US2605571031"/>
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                <balance>22485</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>OTIS WORLDWIDE CORP</name>
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                <cusip>68902V107</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>CARRIER GLOBAL CORP</name>
                <lei>549300JE3W6CWY2NAN77</lei>
                <title>COMMON STOCK</title>
                <cusip>14448C104</cusip>
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                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>CREE INC</name>
                <lei>549300OGU88P3AW3TO93</lei>
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                <cusip>225447101</cusip>
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                    <isin value="US2254471012"/>
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                <balance>46976</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2026074.88</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>COOPER COS INC/THE</name>
                <lei>QJKMVPIGLH7530PCUE20</lei>
                <title>COMMON STOCK</title>
                <cusip>216648402</cusip>
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                    <isin value="US2166484020"/>
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                <balance>3083</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>BIOGEN INC</name>
                <lei>W8J5WZB5IY3K0NDQT671</lei>
                <title>COMMON STOCK</title>
                <cusip>09062X103</cusip>
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                    <isin value="US09062X1037"/>
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                <balance>7186</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2133020.38</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isNonCashCollateral>N</isNonCashCollateral>
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            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>COMMON STOCK</title>
                <cusip>012653101</cusip>
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                <balance>4444</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>272994.92</valUSD>
                <pctVal>0.08362673258</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>CHARLES SCHWAB CORP/THE</name>
                <lei>549300VSGCJ7E698NM85</lei>
                <title>COMMON STOCK</title>
                <cusip>808513105</cusip>
                <identifiers>
                    <isin value="US8085131055"/>
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                <balance>68823</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2596003.56</valUSD>
                <pctVal>0.79523566039</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>ACTIVISION BLIZZARD INC</name>
                <lei>549300TPQQDBP9GNOF40</lei>
                <title>COMMON STOCK</title>
                <cusip>00507V109</cusip>
                <identifiers>
                    <isin value="US00507V1098"/>
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                <balance>128501</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>8189368.73</valUSD>
                <pctVal>2.508655284811</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>DANAHER CORP</name>
                <lei>S4BKK9OTCEWQ3YHPFM11</lei>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>NORTHROP GRUMMAN CORP</name>
                <lei>RIMU48P07456QXSO0R61</lei>
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                <cusip>666807102</cusip>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ROPER TECHNOLOGIES INC</name>
                <lei>54930003T4SXCIWVXY35</lei>
                <title>COMMON STOCK</title>
                <cusip>776696106</cusip>
                <identifiers>
                    <isin value="US7766961061"/>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>SOUTHWEST AIRLINES CO</name>
                <lei>UDTZ87G0STFETI6HGH41</lei>
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                <cusip>844741108</cusip>
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                    <isin value="US8447411088"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>APPLE INC</name>
                <lei>HWUPKR0MPOU8FGXBT394</lei>
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                <cusip>037833100</cusip>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FISERV INC</name>
                <lei>GI7UBEJLXYLGR2C7GV83</lei>
                <title>COMMON STOCK</title>
                <cusip>337738108</cusip>
                <identifiers>
                    <isin value="US3377381088"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HASBRO INC</name>
                <lei>549300NUB6D2R1ITYR45</lei>
                <title>COMMON STOCK</title>
                <cusip>418056107</cusip>
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                    <isin value="US4180561072"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MCCORMICK  AND  CO INC/MD</name>
                <lei>549300JQQA6MQ4OJP259</lei>
                <title>COMMON STOCK</title>
                <cusip>579780206</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>UNITED RENTALS INC</name>
                <lei>5323X5O7RN0NKFCDRY08</lei>
                <title>COMMON STOCK</title>
                <cusip>911363109</cusip>
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                    <isin value="US9113631090"/>
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                <balance>9071</balance>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ECOLAB INC</name>
                <lei>82DYEISM090VG8LTLS26</lei>
                <title>COMMON STOCK</title>
                <cusip>278865100</cusip>
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                    <isin value="US2788651006"/>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ZIMMER BIOMET HOLDINGS INC</name>
                <lei>2P2YLDVPES3BXQ1FRB91</lei>
                <title>COMMON STOCK</title>
                <cusip>98956P102</cusip>
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                    <isin value="US98956P1021"/>
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                <balance>3809</balance>
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                <curCd>USD</curCd>
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                <pctVal>0.139667605025</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>EASTMAN CHEMICAL CO</name>
                <lei>FDPVHDGJ1IQZFK9KH630</lei>
                <title>COMMON STOCK</title>
                <cusip>277432100</cusip>
                <identifiers>
                    <isin value="US2774321002"/>
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                <balance>6255</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>378490.05</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>FIDELITY NATIONAL INFORMATION SERVICES INC</name>
                <lei>6WQI0GK1PRFVBA061U48</lei>
                <title>COMMON STOCK</title>
                <cusip>31620M106</cusip>
                <identifiers>
                    <isin value="US31620M1062"/>
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                <balance>50051</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6601226.39</valUSD>
                <pctVal>2.022158485652</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>UNITEDHEALTH GROUP INC</name>
                <lei>549300GHBMY8T5GXDE41</lei>
                <title>COMMON STOCK</title>
                <cusip>91324P102</cusip>
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                    <isin value="US91324P1021"/>
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                <balance>15978</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BRISTOL-MYERS SQUIBB CO</name>
                <lei>HLYYNH7UQUORYSJQCN42</lei>
                <title>COMMON STOCK</title>
                <cusip>110122108</cusip>
                <identifiers>
                    <isin value="US1101221083"/>
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                <balance>8516</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>517857.96</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BOEING CO/THE</name>
                <lei>RVHJWBXLJ1RFUBSY1F30</lei>
                <title>COMMON STOCK</title>
                <cusip>097023105</cusip>
                <identifiers>
                    <isin value="US0970231058"/>
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                <balance>2109</balance>
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                <curCd>USD</curCd>
                <valUSD>297411.18</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>PROCTER  AND  GAMBLE CO/THE</name>
                <lei>2572IBTT8CCZW6AU4141</lei>
                <title>COMMON STOCK</title>
                <cusip>742718109</cusip>
                <identifiers>
                    <isin value="US7427181091"/>
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                <balance>58828</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>GENERAL ELECTRIC CO</name>
                <lei>3C7474T6CDKPR9K6YT90</lei>
                <title>COMMON STOCK</title>
                <cusip>369604103</cusip>
                <identifiers>
                    <isin value="US3696041033"/>
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                <balance>90122</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>BALL CORP</name>
                <lei>0BGI85ALH27ZJP15DY16</lei>
                <title>COMMON STOCK</title>
                <cusip>058498106</cusip>
                <identifiers>
                    <isin value="US0584981064"/>
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                <balance>10442</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>PACKAGING CORP OF AMERICA</name>
                <lei>549300XZP8MFZFY8TJ84</lei>
                <title>COMMON STOCK</title>
                <cusip>695156109</cusip>
                <identifiers>
                    <isin value="US6951561090"/>
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                <balance>5143</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>AMERICAN INTERNATIONAL GROUP INC</name>
                <lei>ODVCVCQG2BP6VHV36M30</lei>
                <title>COMMON STOCK</title>
                <cusip>026874784</cusip>
                <identifiers>
                    <isin value="US0268747849"/>
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                <balance>77564</balance>
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                <curCd>USD</curCd>
                <valUSD>1972452.52</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>WALMART INC</name>
                <lei>Y87794H0US1R65VBXU25</lei>
                <title>COMMON STOCK</title>
                <cusip>931142103</cusip>
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                    <isin value="US9311421039"/>
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                <balance>37360</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>4541108</valUSD>
                <pctVal>1.391080919505</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>NIKE INC</name>
                <lei>787RXPR0UX0O0XUXPZ81</lei>
                <title>COMMON STOCK</title>
                <cusip>654106103</cusip>
                <identifiers>
                    <isin value="US6541061031"/>
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                <balance>20777</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1811338.86</valUSD>
                <pctVal>0.554868751614</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>LOCKHEED MARTIN CORP</name>
                <lei>DPRBOZP0K5RM2YE8UU08</lei>
                <title>COMMON STOCK</title>
                <cusip>539830109</cusip>
                <identifiers>
                    <isin value="US5398301094"/>
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                <balance>1026</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>399175.56</valUSD>
                <pctVal>0.122279739889</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>AMERICAN ELECTRIC POWER CO INC</name>
                <lei>1B4S6S7G0TW5EE83BO58</lei>
                <title>COMMON STOCK</title>
                <cusip>025537101</cusip>
                <identifiers>
                    <isin value="US0255371017"/>
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                <balance>24414</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MYLAN NV</name>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MEDTRONIC PLC</name>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>WILLIAMS COS INC/THE</name>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>GENERAL DYNAMICS CORP</name>
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            <invstOrSec>
                <name>BERKSHIRE HATHAWAY INC</name>
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            <invstOrSec>
                <name>SHERWIN-WILLIAMS CO/THE</name>
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            <invstOrSec>
                <name>PEPSICO INC</name>
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            <invstOrSec>
                <name>PARKER-HANNIFIN CORP</name>
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            <invstOrSec>
                <name>AVERY DENNISON CORP</name>
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            <invstOrSec>
                <name>TEXAS INSTRUMENTS INC</name>
                <lei>WDJNR2L6D8RWOEB8T652</lei>
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            <invstOrSec>
                <name>COCA-COLA CO/THE</name>
                <lei>UWJKFUJFZ02DKWI3RY53</lei>
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                <name>COSTCO WHOLESALE CORP</name>
                <lei>29DX7H14B9S6O3FD6V18</lei>
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                <assetCat>EC</assetCat>
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            <invstOrSec>
                <name>CMS ENERGY CORP</name>
                <lei>549300IA9XFBAGNIBW29</lei>
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            <invstOrSec>
                <name>HONEYWELL INTERNATIONAL INC</name>
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                <name>CITIGROUP INC</name>
                <lei>6SHGI4ZSSLCXXQSBB395</lei>
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                <name>ALTRIA GROUP INC</name>
                <lei>XSGZFLO9YTNO9VCQV219</lei>
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                <cusip>02209S103</cusip>
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                <name>BIO-RAD LABORATORIES INC</name>
                <lei>549300ZC1GPV35XYDK53</lei>
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                <cusip>090572207</cusip>
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                <name>RAYTHEON TECHNOLOGIES CORP</name>
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                <name>BAXTER INTERNATIONAL INC</name>
                <lei>J5OIVXX3P24RJRW5CK77</lei>
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                <cusip>071813109</cusip>
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                <name>MICROSOFT CORP</name>
                <lei>INR2EJN1ERAN0W5ZP974</lei>
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                <name>AMAZON.COM INC</name>
                <lei>ZXTILKJKG63JELOEG630</lei>
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                <name>DOMINION ENERGY INC</name>
                <lei>ILUL7B6Z54MRYCF6H308</lei>
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                <cusip>25746U109</cusip>
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                <name>EXELON CORP</name>
                <lei>3SOUA6IRML7435B56G12</lei>
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                <cusip>30161N101</cusip>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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                <name>THERMO FISHER SCIENTIFIC INC</name>
                <lei>HCHV7422L5HDJZCRFL38</lei>
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                <cusip>883556102</cusip>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>EDWARDS LIFESCIENCES CORP</name>
                <lei>YA13X31F3V31L8TMPR58</lei>
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                <cusip>28176E108</cusip>
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                    <isin value="US28176E1082"/>
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                <curCd>USD</curCd>
                <valUSD>156382.5</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>VERTEX PHARMACEUTICALS INC</name>
                <lei>54930015RAQRRZ5ZGJ91</lei>
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                <cusip>92532F100</cusip>
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                    <isin value="US92532F1003"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>ADOBE INC</name>
                <lei>FU4LY2G4933NH2E1CP29</lei>
                <title>COMMON STOCK</title>
                <cusip>00724F101</cusip>
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                    <isin value="US00724F1012"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>E*TRADE FINANCIAL CORP</name>
                <lei>549300LYE2HSVYJFJD24</lei>
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                <cusip>269246401</cusip>
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                    <isin value="US2692464017"/>
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                <balance>44941</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GOLDMAN SACHS GROUP INC/THE</name>
                <lei>784F5XWPLTWKTBV3E584</lei>
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                <cusip>38141G104</cusip>
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                    <isin value="US38141G1040"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BOSTON SCIENTIFIC CORP</name>
                <lei>Y6ZDD9FP4P8JSSJMW954</lei>
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                <cusip>101137107</cusip>
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                    <isin value="US1011371077"/>
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                <balance>63605</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MERCK  AND  CO INC</name>
                <lei>4YV9Y5M8S0BRK1RP0397</lei>
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                <cusip>58933Y105</cusip>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GENERAL MILLS INC</name>
                <lei>2TGYMUGI08PO8X8L6150</lei>
                <title>COMMON STOCK</title>
                <cusip>370334104</cusip>
                <identifiers>
                    <isin value="US3703341046"/>
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                <balance>8571</balance>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HP INC</name>
                <lei>WHKXQACZ14C5XRO8LW03</lei>
                <title>COMMON STOCK</title>
                <cusip>40434L105</cusip>
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                    <isin value="US40434L1052"/>
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                <balance>89487</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1387943.37</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>BOOKING HOLDINGS INC</name>
                <lei>FXM8FAOHMYDIPD38UZ17</lei>
                <title>COMMON STOCK</title>
                <cusip>09857L108</cusip>
                <identifiers>
                    <isin value="US09857L1089"/>
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                <balance>1503</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2225296.71</valUSD>
                <pctVal>0.68167676116</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>NEXTERA ENERGY INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>65339F101</cusip>
                <identifiers>
                    <isin value="US65339F1012"/>
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                <balance>10188</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2354650.56</valUSD>
                <pctVal>0.721301820199</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>FEDEX CORP</name>
                <lei>549300E707U7WNPZN687</lei>
                <title>COMMON STOCK</title>
                <cusip>31428X106</cusip>
                <identifiers>
                    <isin value="US31428X1063"/>
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                <balance>7531</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>954704.87</valUSD>
                <pctVal>0.292455437839</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>FREEPORT-MCMORAN INC</name>
                <lei>549300IRDTHJQ1PVET45</lei>
                <title>COMMON STOCK</title>
                <cusip>35671D857</cusip>
                <identifiers>
                    <isin value="US35671D8570"/>
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                <balance>172570</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1523793.1</valUSD>
                <pctVal>0.466784649624</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>GILEAD SCIENCES INC</name>
                <lei>549300WTZWR07K8MNV44</lei>
                <title>COMMON STOCK</title>
                <cusip>375558103</cusip>
                <identifiers>
                    <isin value="US3755581036"/>
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                <balance>16177</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1358868</valUSD>
                <pctVal>0.416263023678</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>COLGATE-PALMOLIVE CO</name>
                <lei>YMEGZFW4SBUSS5BQXF88</lei>
                <title>COMMON STOCK</title>
                <cusip>194162103</cusip>
                <identifiers>
                    <isin value="US1941621039"/>
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                <balance>8311</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>584013.97</valUSD>
                <pctVal>0.178901424584</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>LABORATORY CORP OF AMERICA HOLDINGS</name>
                <lei>OZ7UA8IXAIFILY2VZH07</lei>
                <title>COMMON STOCK</title>
                <cusip>50540R409</cusip>
                <identifiers>
                    <isin value="US50540R4092"/>
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                <balance>3243</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>533311.35</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>STRYKER CORP</name>
                <lei>5493002F0SC4JTBU5137</lei>
                <title>COMMON STOCK</title>
                <cusip>863667101</cusip>
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                    <isin value="US8636671013"/>
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                <balance>1671</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>311524.53</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>REGENERON PHARMACEUTICALS INC</name>
                <lei>549300RCBFWIRX3HYQ56</lei>
                <title>COMMON STOCK</title>
                <cusip>75886F107</cusip>
                <identifiers>
                    <isin value="US75886F1075"/>
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                <balance>2857</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ELI LILLY AND CO</name>
                <lei>FRDRIPF3EKNDJ2CQJL29</lei>
                <title>COMMON STOCK</title>
                <cusip>532457108</cusip>
                <identifiers>
                    <isin value="US5324571083"/>
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                <balance>3428</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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            <invstOrSec>
                <name>JOHNSON  AND  JOHNSON</name>
                <lei>549300G0CFPGEF6X2043</lei>
                <title>COMMON STOCK</title>
                <cusip>478160104</cusip>
                <identifiers>
                    <isin value="US4781601046"/>
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                <balance>29737</balance>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>DEERE  AND  CO</name>
                <lei>PWFTNG3EI0Y73OXWDH08</lei>
                <title>COMMON STOCK</title>
                <cusip>244199105</cusip>
                <identifiers>
                    <isin value="US2441991054"/>
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                <balance>6249</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>906479.94</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>AMGEN INC</name>
                <lei>62QBXGPJ34PQ72Z12S66</lei>
                <title>COMMON STOCK</title>
                <cusip>031162100</cusip>
                <identifiers>
                    <isin value="US0311621009"/>
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                <balance>3081</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>737036.82</valUSD>
                <pctVal>0.225777025623</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>TARGET CORP</name>
                <lei>8WDDFXB5T1Z6J0XC1L66</lei>
                <title>COMMON STOCK</title>
                <cusip>87612E106</cusip>
                <identifiers>
                    <isin value="US87612E1064"/>
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                <balance>22820</balance>
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                <curCd>USD</curCd>
                <valUSD>2504266.8</valUSD>
                <pctVal>0.767133871917</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>TJX COS INC/THE</name>
                <lei>V167QI9I69W364E2DY52</lei>
                <title>COMMON STOCK</title>
                <cusip>872540109</cusip>
                <identifiers>
                    <isin value="US8725401090"/>
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                <balance>11764</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>577024.2</valUSD>
                <pctVal>0.176760243252</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>WASTE MANAGEMENT INC</name>
                <lei>549300YX8JIID70NFS41</lei>
                <title>COMMON STOCK</title>
                <cusip>94106L109</cusip>
                <identifiers>
                    <isin value="US94106L1098"/>
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                <balance>7079</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>708041.58</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>AMEREN CORP</name>
                <lei>XRZQ5S7HYJFPHJ78L959</lei>
                <title>COMMON STOCK</title>
                <cusip>023608102</cusip>
                <identifiers>
                    <isin value="US0236081024"/>
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                <balance>15106</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1098961.5</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>UNION PACIFIC CORP</name>
                <lei>549300LMMRSZZCZ8CL11</lei>
                <title>COMMON STOCK</title>
                <cusip>907818108</cusip>
                <identifiers>
                    <isin value="US9078181081"/>
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                <balance>19315</balance>
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                <curCd>USD</curCd>
                <valUSD>3086343.85</valUSD>
                <pctVal>0.945441958387</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>3M CO</name>
                <lei>LUZQVYP4VS22CLWDAR65</lei>
                <title>COMMON STOCK</title>
                <cusip>88579Y101</cusip>
                <identifiers>
                    <isin value="US88579Y1010"/>
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                <balance>5935</balance>
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                <curCd>USD</curCd>
                <valUSD>901645.2</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>ABBOTT LABORATORIES</name>
                <lei>HQD377W2YR662HK5JX27</lei>
                <title>COMMON STOCK</title>
                <cusip>002824100</cusip>
                <identifiers>
                    <isin value="US0028241000"/>
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                <balance>18762</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1727792.58</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>EATON CORP PLC</name>
                <lei>549300VDIGTMXUNT7H71</lei>
                <title>COMMON STOCK</title>
                <cusip>G29183103</cusip>
                <identifiers>
                    <isin value="IE00B8KQN827"/>
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                <balance>29896</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2496316</valUSD>
                <pctVal>0.764698297565</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>COSTAR GROUP INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>22160N109</cusip>
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                    <isin value="US22160N1090"/>
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                <balance>2220</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1439137.2</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>PFIZER INC</name>
                <lei>765LHXWGK1KXCLTFYQ30</lei>
                <title>COMMON STOCK</title>
                <cusip>717081103</cusip>
                <identifiers>
                    <isin value="US7170811035"/>
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                <balance>70772</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2714813.92</valUSD>
                <pctVal>0.831630924462</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MONDELEZ INTERNATIONAL INC</name>
                <lei>549300DV9GIB88LZ5P30</lei>
                <title>COMMON STOCK</title>
                <cusip>609207105</cusip>
                <identifiers>
                    <isin value="US6092071058"/>
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                <balance>22933</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1179673.52</valUSD>
                <pctVal>0.361370248168</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>HOME DEPOT INC/THE</name>
                <lei>QEKMOTMBBKA8I816DO57</lei>
                <title>COMMON STOCK</title>
                <cusip>437076102</cusip>
                <identifiers>
                    <isin value="US4370761029"/>
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                <balance>29183</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6415298.89</valUSD>
                <pctVal>1.965203179225</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>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>COMMON STOCK</title>
                <cusip>444859102</cusip>
                <identifiers>
                    <isin value="US4448591028"/>
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                <balance>2497</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>953404.54</valUSD>
                <pctVal>0.292057106804</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>NEWMONT CORP</name>
                <lei>549300VSP3RIX7FGDZ51</lei>
                <title>COMMON STOCK</title>
                <cusip>651639106</cusip>
                <identifiers>
                    <isin value="US6516391066"/>
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                <balance>9602</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>571126.96</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CONAGRA BRANDS INC</name>
                <lei>54930035UDEIH090K650</lei>
                <title>COMMON STOCK</title>
                <cusip>205887102</cusip>
                <identifiers>
                    <isin value="US2058871029"/>
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                <balance>32765</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1095661.6</valUSD>
                <pctVal>0.335634815555</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>NVIDIA CORP</name>
                <lei>549300S4KLFTLO7GSQ80</lei>
                <title>COMMON STOCK</title>
                <cusip>67066G104</cusip>
                <identifiers>
                    <isin value="US67066G1040"/>
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                <balance>17481</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5109346.68</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ENTERPRISE PRODUCTS PARTN</name>
                <lei>K4CDIF4M54DJZ6TB4Q48</lei>
                <title>COMMON STOCK</title>
                <cusip>293792107</cusip>
                <identifiers>
                    <isin value="US2937921078"/>
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                <balance>5687</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>99863.72</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HOLOGIC INC</name>
                <lei>549300DYP6F5ZJL0LB74</lei>
                <title>COMMON STOCK</title>
                <cusip>436440101</cusip>
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                    <isin value="US4364401012"/>
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                <balance>1794</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>89879.4</valUSD>
                <pctVal>0.027532822033</pctVal>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ADVANCE AUTO PARTS INC</name>
                <lei>529900UCNQ5H9FSL0Y70</lei>
                <title>COMMON STOCK</title>
                <cusip>00751Y106</cusip>
                <identifiers>
                    <isin value="US00751Y1064"/>
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                <balance>3648</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CENTENE CORP</name>
                <lei>549300Z7JJ4TQSQGT333</lei>
                <title>COMMON STOCK</title>
                <cusip>15135B101</cusip>
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                    <isin value="US15135B1017"/>
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                <balance>20354</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1355169.32</valUSD>
                <pctVal>0.415130004341</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>NETFLIX INC</name>
                <lei>549300Y7VHGU0I7CE873</lei>
                <title>COMMON STOCK</title>
                <cusip>64110L106</cusip>
                <identifiers>
                    <isin value="US64110L1061"/>
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                <balance>8017</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>3365937.45</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>WYNN RESORTS LTD</name>
                <lei>254900CEKKWIHTEAB172</lei>
                <title>COMMON STOCK</title>
                <cusip>983134107</cusip>
                <identifiers>
                    <isin value="US9831341071"/>
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                <balance>12481</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1067499.93</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CARMAX INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>143130102</cusip>
                <identifiers>
                    <isin value="US1431301027"/>
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                <balance>18310</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1348531.5</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>NRG ENERGY INC</name>
                <lei>5E2UPK5SW04M13XY7I38</lei>
                <title>COMMON STOCK</title>
                <cusip>629377508</cusip>
                <identifiers>
                    <isin value="US6293775085"/>
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                <balance>110522</balance>
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                <curCd>USD</curCd>
                <valUSD>3705802.66</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>SALESFORCE.COM INC</name>
                <lei>RCGZFPDMRW58VJ54VR07</lei>
                <title>COMMON STOCK</title>
                <cusip>79466L302</cusip>
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                    <isin value="US79466L3024"/>
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                <balance>17931</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2903925.45</valUSD>
                <pctVal>0.889561597117</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>ALPHABET INC</name>
                <lei>5493006MHB84DD0ZWV18</lei>
                <title>COMMON STOCK</title>
                <cusip>02079K305</cusip>
                <identifiers>
                    <isin value="US02079K3059"/>
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                <balance>8528</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>11484657.6</valUSD>
                <pctVal>3.518103523284</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>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493000F4ZO33MV32P92</lei>
                <title>COMMON STOCK</title>
                <cusip>45866F104</cusip>
                <identifiers>
                    <isin value="US45866F1049"/>
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                <balance>21178</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1894372.1</valUSD>
                <pctVal>0.58030438447</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIVE NATION ENTERTAINMENT INC</name>
                <lei>5493007B9BM9ZXJINO78</lei>
                <title>COMMON STOCK</title>
                <cusip>538034109</cusip>
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                    <isin value="US5380341090"/>
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                <balance>52848</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2371289.76</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>CHIPOTLE MEXICAN GRILL INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>169656105</cusip>
                <identifiers>
                    <isin value="US1696561059"/>
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                <balance>1945</balance>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MASTERCARD INC</name>
                <lei>AR5L2ODV9HN37376R084</lei>
                <title>COMMON STOCK</title>
                <cusip>57636Q104</cusip>
                <identifiers>
                    <isin value="US57636Q1040"/>
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                <balance>16639</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>UBS AG</name>
                <lei>BFM8T61CT2L1QCEMIK50</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369349"/>
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                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>1657296.79</valUSD>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>UBS AG</counterpartyName>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>BARCLAYS BANK PLC WHOLESALE, LONDON </name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368619"/>
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                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>5027066.4</valUSD>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>BARCLAYS BANK PLC WHOLESALE, LONDON </counterpartyName>
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                        <curSold>GBP</curSold>
                        <amtCurPur>5027066.4</amtCurPur>
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                        <settlementDt>2020-06-17</settlementDt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>WESTPAC BANKING CORPORATION</name>
                <lei>EN5TNI6CI43VEPAMHL14</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369339"/>
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                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>2525752.55</valUSD>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>WESTPAC BANKING CORPORATION</counterpartyName>
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                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>65850.3</unrealizedAppr>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>BANK OF AMERICA N.A.</name>
                <lei>B4TYDEB6GKMZO031MB27</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369337"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>5329022.95</valUSD>
                <pctVal>1.632443479731</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
                            <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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                        <amtCurSold>5468022.33</amtCurSold>
                        <curSold>GBP</curSold>
                        <amtCurPur>5329022.95</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>138999.38</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>HSBC BANK USA</name>
                <lei>1IE8VN30JCEQV1H4R804</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368959"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>305454.88</valUSD>
                <pctVal>0.093570215757</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>HSBC BANK USA</counterpartyName>
                            <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
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                        <amtCurSold>305454.88</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>301151.38</amtCurPur>
                        <curPur>EUR</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>4303.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>WESTPAC BANKING CORPORATION</name>
                <lei>EN5TNI6CI43VEPAMHL14</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368945"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>305454.88</valUSD>
                <pctVal>0.093570215757</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>WESTPAC BANKING CORPORATION</counterpartyName>
                            <counterpartyLei>EN5TNI6CI43VEPAMHL14</counterpartyLei>
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                        <amtCurSold>305454.88</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>301127.85</amtCurPur>
                        <curPur>EUR</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>4327.03</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>UBS AG</name>
                <lei>BFM8T61CT2L1QCEMIK50</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368873"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>305454.88</valUSD>
                <pctVal>0.093570215757</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>UBS AG</counterpartyName>
                            <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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                        <amtCurSold>305454.88</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>301183.55</amtCurPur>
                        <curPur>EUR</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>4271.33</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>GOLDMAN SACHS INTL FX</name>
                <lei>N/A</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377381"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>1682040.25</valUSD>
                <pctVal>0.515260614285</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>GOLDMAN SACHS INTL FX</counterpartyName>
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                        <amtCurSold>1682040.25</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>1671653.52</amtCurPur>
                        <curPur>CAD</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>10386.73</unrealizedAppr>
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            </invstOrSec>
            <invstOrSec>
                <name>BARCLAYS BANK PLC WHOLESALE, LONDON </name>
                <lei>N/A</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377230"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>322123.39</valUSD>
                <pctVal>0.09867629256</pctVal>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>BARCLAYS BANK PLC WHOLESALE, LONDON </counterpartyName>
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                        <curSold>CAD</curSold>
                        <amtCurPur>322123.39</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>-2080.67</unrealizedAppr>
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            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377187"/>
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                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>892934.95</valUSD>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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                        <amtCurSold>886727.63</amtCurSold>
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                        <amtCurPur>892934.95</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>-6207.32</unrealizedAppr>
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            </invstOrSec>
            <invstOrSec>
                <name>GOLDMAN SACHS INTL FX</name>
                <lei>N/A</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369347"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>1334050.85</valUSD>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>GOLDMAN SACHS INTL FX</counterpartyName>
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                        <amtCurPur>1334050.85</amtCurPur>
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            <invstOrSec>
                <name>STATE STREET B AND T CO</name>
                <lei>571474TGEMMWANRLN572</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377646"/>
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                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>2098.83</valUSD>
                <pctVal>0.000642936122</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>STATE STREET B AND T CO</counterpartyName>
                            <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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                        <amtCurSold>2098.83</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>2015.29</amtCurPur>
                        <curPur>ILS</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>83.54</unrealizedAppr>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>BANK OF AMERICA N.A.</name>
                <lei>B4TYDEB6GKMZO031MB27</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377185"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>1292661.12</valUSD>
                <pctVal>0.39598182193</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
                            <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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                        <amtCurSold>1283556</amtCurSold>
                        <curSold>CAD</curSold>
                        <amtCurPur>1292661.12</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>-9105.12</unrealizedAppr>
                    </fwdDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>STATE STREET B AND T CO</name>
                <lei>571474TGEMMWANRLN572</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377183"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>473017.68</valUSD>
                <pctVal>0.144899850265</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>STATE STREET B AND T CO</counterpartyName>
                            <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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                        <amtCurSold>473017.68</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>470133.69</amtCurPur>
                        <curPur>CAD</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>2883.99</unrealizedAppr>
                    </fwdDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377179"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>1093480.65</valUSD>
                <pctVal>0.334966723554</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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                        <amtCurSold>1087038.82</amtCurSold>
                        <curSold>CAD</curSold>
                        <amtCurPur>1093480.65</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-07-15</settlementDt>
                        <unrealizedAppr>-6441.83</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>HSBC BANK USA</name>
                <lei>1IE8VN30JCEQV1H4R804</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356299"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>1332799.8</valUSD>
                <pctVal>0.408277532994</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>HSBC BANK USA</counterpartyName>
                            <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
                        </counterparties>
                        <amtCurSold>1346182.92</amtCurSold>
                        <curSold>CNY</curSold>
                        <amtCurPur>1332799.8</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-05-20</settlementDt>
                        <unrealizedAppr>13383.12</unrealizedAppr>
                    </fwdDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368202"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>2465136.02</valUSD>
                <pctVal>0.755146911592</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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                        <amtCurSold>2512443.7</amtCurSold>
                        <curSold>EUR</curSold>
                        <amtCurPur>2465136.02</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>47307.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>STATE STREET B AND T CO</name>
                <lei>571474TGEMMWANRLN572</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368291"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>7476353.52</valUSD>
                <pctVal>2.290236816466</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>STATE STREET B AND T CO</counterpartyName>
                            <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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                        <amtCurSold>2301395.18</amtCurSold>
                        <curSold>USD</curSold>
                        <amtCurPur>2221745</amtCurPur>
                        <curPur>GBP</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>79650.18</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>CURRENCY FORWARDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368611"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>N/A</curCd>
                <valUSD>714662.37</valUSD>
                <pctVal>0.218923044067</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <amtCurSold>705908.63</amtCurSold>
                        <curSold>CHF</curSold>
                        <amtCurPur>714662.37</amtCurPur>
                        <curPur>USD</curPur>
                        <settlementDt>2020-06-17</settlementDt>
                        <unrealizedAppr>-8753.74</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>BofA Securities, Inc.</name>
                <lei>549300HN4UKV1E2R3U73</lei>
                <title>EQUITY INDEX FUTURE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="ESM0INDEX"/>
                </identifiers>
                <balance>6</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>870720</valUSD>
                <pctVal>0.266728291472</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>BofA Securities, Inc.</counterpartyName>
                            <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
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                        <payOffProf>Long</payOffProf>
                        <descRefInstrmnt>
                            <indexBasketInfo>
<indexName>S&amp;P 500 INDEX</indexName>
<indexIdentifier>SPX</indexIdentifier>
                            </indexBasketInfo>
                        </descRefInstrmnt>
                        <expDate>2020-01-19</expDate>
                        <notionalAmt>835812.42</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>34907.58</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CLARIVATE PLC</name>
                <lei>549300WDHIIODXFO0R55</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G21810109</cusip>
                <identifiers>
                    <isin value="JE00BJJN4441"/>
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                <balance>127103</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2920826.94</valUSD>
                <pctVal>0.894739042853</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LINDE PLC</name>
                <lei>8945002PAZHZLBGKGF02</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G5494J103</cusip>
                <identifiers>
                    <isin value="IE00BZ12WP82"/>
                </identifiers>
                <balance>2121</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>390242.79</valUSD>
                <pctVal>0.119543357952</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>YELLOW CAKE PLC</name>
                <lei>213800CVMYUGOA9EZY95</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="JE00BF50RG45"/>
                </identifiers>
                <balance>317643</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.259499777"/>
                <valUSD>880156.83</valUSD>
                <pctVal>0.269619082476</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>QUILTER PLC</name>
                <lei>54930092XIVK28RZGM95</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB00BDCXV269"/>
                </identifiers>
                <balance>629997</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.259499777"/>
                <valUSD>977965.43</valUSD>
                <pctVal>0.299580862118</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>NXP SEMICONDUCTORS NV</name>
                <lei>724500M9BY5293JDF951</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N6596X109</cusip>
                <identifiers>
                    <isin value="NL0009538784"/>
                </identifiers>
                <balance>35167</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>3501578.19</valUSD>
                <pctVal>1.072640996045</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>NL</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>PARTNERS GROUP HOLDING AG</name>
                <lei>549300I3IVVWZWDHI788</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="CH0024608827"/>
                </identifiers>
                <balance>1135</balance>
                <units>NS</units>
                <currencyConditional curCd="CHF" exchangeRt="1.036001036"/>
                <valUSD>893419.32</valUSD>
                <pctVal>0.273681790693</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>
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            <invstOrSec>
                <name>LULULEMON ATHLETICA INC</name>
                <lei>549300D9GZ4BMLDW5T40</lei>
                <title>ORDINARY SHARES</title>
                <cusip>550021109</cusip>
                <identifiers>
                    <isin value="US5500211090"/>
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                <balance>1763</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>393995.24</valUSD>
                <pctVal>0.120692848692</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>CENOVUS ENERGY INC</name>
                <lei>549300EIRQ0Z2B9C1W06</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="CA15135U1093"/>
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                <balance>495333</balance>
                <units>NS</units>
                <currencyConditional curCd="CAD" exchangeRt=".71841661"/>
                <valUSD>1797070.05</valUSD>
                <pctVal>0.550497776659</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>ASSURED GUARANTY LTD</name>
                <lei>549300BBOQUJEPH87M14</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G0585R106</cusip>
                <identifiers>
                    <isin value="BMG0585R1060"/>
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                <balance>97628</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2902480.44</valUSD>
                <pctVal>0.889118946152</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>BM</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CAIRN ENERGY PLC</name>
                <lei>213800ZJEUQ8ZOC9AL24</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB00B74CDH82"/>
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                <balance>351792</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.259499777"/>
                <valUSD>496251.78</valUSD>
                <pctVal>0.152017169032</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>DASSAULT SYSTEMES SE</name>
                <lei>96950065LBWY0APQIM86</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="FR0000130650"/>
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                <balance>3633</balance>
                <units>NS</units>
                <currencyConditional curCd="EUR" exchangeRt="1.095849579"/>
                <valUSD>531692.13</valUSD>
                <pctVal>0.162873637248</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AXA SA</name>
                <lei>F5WCUMTUM4RKZ1MAIE39</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="FR0000120628"/>
                </identifiers>
                <balance>78248</balance>
                <units>NS</units>
                <currencyConditional curCd="EUR" exchangeRt="1.095849579"/>
                <valUSD>1388775.22</valUSD>
                <pctVal>0.425424524152</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ANGLO AMERICAN PLC</name>
                <lei>549300S9XF92D1X8ME43</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB00B1XZS820"/>
                </identifiers>
                <balance>48114</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.259499777"/>
                <valUSD>857605.15</valUSD>
                <pctVal>0.262710809925</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BP PLC</name>
                <lei>213800LH1BZH3DI6G760</lei>
                <title>ORDINARY SHARES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="GB0007980591"/>
                </identifiers>
                <balance>660382</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.259499777"/>
                <valUSD>2604212.32</valUSD>
                <pctVal>0.797750255817</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PRUDENTIAL PLC</name>
                <lei>5493001Z3ZE83NGK8Y12</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G72899100</cusip>
                <identifiers>
                    <isin value="GB0007099541"/>
                </identifiers>
                <balance>195591</balance>
                <units>NS</units>
                <currencyConditional curCd="GBP" exchangeRt="1.259499777"/>
                <valUSD>2780023.88</valUSD>
                <pctVal>0.85160673898</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>State Street Institutional U.S. Government Money Market Fund, Premier Class</name>
                <lei>N/A</lei>
                <title>SHORT TERM INV FUND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="715802"/>
                </identifiers>
                <balance>440000</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>440000</valUSD>
                <pctVal>0.134785520314</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</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>PUTNAM SHORT TERM INVESTMENT FUND</name>
                <lei>5493003MK0Q7JP8CPP42</lei>
                <title>SHORT TERM INV FUND</title>
                <cusip>74676P664</cusip>
                <identifiers>
                    <isin value="US74676P6640"/>
                </identifiers>
                <balance>5137699.9</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5137699.9</valUSD>
                <pctVal>1.573835350543</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>PF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PUTNAM CASH COLLATERAL POOL LLC</name>
                <lei>N/A</lei>
                <title>SHORT TERM INV FUND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="1181681"/>
                </identifiers>
                <balance>6604550</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6604550</valUSD>
                <pctVal>2.023176609524</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>PF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <securityLending>
                    <cashCollateralCondition cashCollateralVal="6604550" isCashCollateral="Y"/>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GOLDMAN SACHS INTERNATIONAL</name>
                <lei>W22LROWP2IHZNBB6K528</lei>
                <title>Total Return Swap</title>
                <cusip>99EK759O4</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="1801243"/>
                </identifiers>
                <balance>399</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2656893.68</valUSD>
                <pctVal>0.813888175177</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                            <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                        </counterparties>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 month USD-LIBOR-BBA" floatingRtSpread="-.58" pmntAmt="171.57">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Russell 2000 Total Return Index" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-12-15</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2399563.66</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-257158.45</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912796TZ2</cusip>
                <identifiers>
                    <isin value="US912796TZ28"/>
                </identifiers>
                <balance>83000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>82990.91</valUSD>
                <pctVal>0.025422665878</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-06-11</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912796SV2</cusip>
                <identifiers>
                    <isin value="US912796SV23"/>
                </identifiers>
                <balance>64000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>63992.96</valUSD>
                <pctVal>0.019603010023</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-06-18</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912796TX7</cusip>
                <identifiers>
                    <isin value="US912796TX79"/>
                </identifiers>
                <balance>181000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>180984.18</valUSD>
                <pctVal>0.055441015613</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-06-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>9127963D9</cusip>
                <identifiers>
                    <isin value="US9127963D91"/>
                </identifiers>
                <balance>69000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>68987.94</valUSD>
                <pctVal>0.021133125882</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2020-07-14</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T. NOTE</title>
                <cusip>912828YS3</cusip>
                <identifiers>
                    <isin value="US912828YS30"/>
                </identifiers>
                <balance>219000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>243701.01</valUSD>
                <pctVal>0.074653107804</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-11-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
        </invstOrSecs>
        <signature>
            <ncom:dateSigned>2020-06-25</ncom:dateSigned>
            <ncom:nameOfApplicant>Putnam Investments Inc</ncom:nameOfApplicant>
            <ncom:signature>Janet C. Smith</ncom:signature>
            <ncom:signerName>NPORT</ncom:signerName>
            <ncom:title>Principal Financial Officer</ncom:title>
        </signature>
    </formData>
    <documents>XXXX</documents>
</edgarSubmission>
