# EDGAR Filing Document

**Accession Number:** 0000067160
**File Stem:** 0001398344-23-004819
**Filing Date:** 2023-2
**Character Count:** 162733
**Document Hash:** 1d4f50860326de02ef0742e430233f4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004819.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004819

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML SERIES INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000067160
- **IRS NUMBER:** 042476032
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02224
- **FILM NUMBER:** 23671568

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MML EQUITY INVESTMENT CO INC
- **DATE OF NAME CHANGE:** 19850227

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MML INVESTMENT CO INC
- **DATE OF NAME CHANGE:** 19811109

## Series and Classes Contracts Data

### MML Managed Volatility Fund (Series ID: S000003825)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000010667 | Initial Class |  |
| C000067762 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** MML SERIES INVESTMENT FUND

- **b. Investment Company Act file number:** 811-02224

- **c. CIK number of Registrant:** 0000067160

- **d. LEI of Registrant:** VQ1HG47DNRJG3HBJH467

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 4137441000

**Item A.2. Information about the Series.**

- **a. Name of Series:** MML Managed Volatility Fund

- **b. EDGAR series identifier (if any):** S000003825

- **c. LEI of Series:** 4VL5GQK3JZW0G6TX4145

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $106143892.59

**Total Liabilities:** $3555669.02

**Net Assets:** $102588223.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010667 | -2.60%               | 3.23%                | 4.26%                |
| Class ID C000067762 | -2.62%               | 3.20%                | 4.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $101934.07               | $-6429045.37                               |
| Month 2  | $643955.40               | $4859995.55                                |
| Month 3  | $1314755.68              | $6457099.17                                |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPX

### Schedule of Portfolio Investments

| Name                         | Title                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3M CO W/D                    | COMMON STOCK USD.01          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1685 | NS      | $202065.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES          | COMMON STOCK                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5456 | NS      | $599014.24    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                   | COMMON STOCK USD.01          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5560 | NS      | $898551.60    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC CL A           | COMMON STOCK USD.0000225     | CUSIP: G1151C101<br>LEI: 549300JY6CF6DO4YFQ03 | Long             | EC               | CORP              | IE        |      1967 | NS      | $524874.28    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC      | COMMON STOCK USD.000001      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      2258 | NS      | $172849.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                    | COMMON STOCK USD.0001        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1460 | NS      | $491333.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC       | COMMON STOCK USD.0001        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       186 | NS      | $27347.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES       | COMMON STOCK USD.01          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5023 | NS      | $325339.71    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                     | COMMON STOCK USD.01          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2022 | NS      | $58152.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                    | COMMON STOCK USD.1           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1789 | NS      | $128700.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC     | COMMON STOCK USD.01          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       913 | NS      | $136630.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS + CHEMICALS INC | COMMON STOCK USD1.0          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       685 | NS      | $211158.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC      | COMMON STOCK USD.01          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       486 | NS      | $40969.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC         | COMMON STOCK USD.01          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       399 | NS      | $17133.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP               | COMMON STOCK USD.01          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       369 | NS      | $80021.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       456 | NS      | $66425.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC         | COMMON STOCK USD.0001        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       226 | NS      | $47663.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                 | COMMON STOCK USD.01          | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       250 | NS      | $26315.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP          | COMMON STOCK USD.01          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       726 | NS      | $40082.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                | COMMON STOCK USD.01          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       819 | NS      | $111056.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL A            | COMMON STOCK USD.001         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     18725 | NS      | $1652106.75   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL C            | COMMON STOCK USD.001         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16698 | NS      | $1481613.54   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC             | COMMON STOCK USD.333         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      5663 | NS      | $258855.73    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC               | COMMON STOCK USD.01          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     27892 | NS      | $2342928.00   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                    | COMMON STOCK USD.01          | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      4630 | NS      | $55143.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION           | COMMON STOCK USD.01          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       892 | NS      | $79316.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC  | COMMON STOCK                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      2059 | NS      | $26190.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER      | COMMON STOCK USD6.5          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1567 | NS      | $148786.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO          | COMMON STOCK USD.2           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1865 | NS      | $275553.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2301 | NS      | $145515.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP          | REIT USD.01                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1470 | NS      | $311434.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC  | COMMON STOCK USD.01          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       568 | NS      | $86574.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC     | COMMON STOCK USD.01          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       334 | NS      | $103997.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP       | COMMON STOCK USD.01          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       501 | NS      | $83020.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                   | COMMON STOCK USD.01          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       706 | NS      | $98642.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                    | COMMON STOCK USD.0001        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1665 | NS      | $437295.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP CL A           | COMMON STOCK USD.001         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1782 | NS      | $135681.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC           | COMMON STOCK USD.167         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1643 | NS      | $269501.29    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                    | COMMON STOCK USD.01          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       268 | NS      | $64746.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC CLASS A              | COMMON STOCK                 | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       665 | NS      | $199593.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                     | COMMON STOCK USD.625         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1038 | NS      | $48453.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                    | COMMON STOCK USD.00001       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     46995 | NS      | $6106060.35   | 5.95%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC        | COMMON STOCK USD.01          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2747 | NS      | $267502.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                    | COMMON STOCK USD.01          | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       865 | NS      | $80557.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD       | COMMON STOCK USD.01          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1080 | NS      | $67802.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO    | COMMON STOCK                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1770 | NS      | $164344.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC          | COMMON STOCK USD.0001        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       772 | NS      | $93682.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER + CO      | COMMON STOCK USD1.0          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       659 | NS      | $124247.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                 | COMMON STOCK USD.01          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       169 | NS      | $21135.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT+T INC                     | COMMON STOCK USD1.0          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     22183 | NS      | $408389.03    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP            | COMMON STOCK                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       483 | NS      | $54129.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                 | COMMON STOCK USD.01          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       684 | NS      | $127819.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING    | COMMON STOCK USD.1           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1315 | NS      | $314100.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                 | COMMON STOCK USD.01          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        60 | NS      | $147970.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC    | REIT USD.01                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       426 | NS      | $68807.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP          | COMMON STOCK USD1.0          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       274 | NS      | $49594.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO              | COMMON STOCK USD.0001        | CUSIP: 05722G100<br>LEI: 549300XU3XH6F05YEQ93 | Long             | EC               | CORP              | US        |      3093 | NS      | $91336.29     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                    | COMMON STOCK                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       984 | NS      | $50321.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP         | COMMON STOCK USD.01          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     21823 | NS      | $722777.76    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2303 | NS      | $104832.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH + BODY WORKS INC        | COMMON STOCK USD.5           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       701 | NS      | $29540.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC     | COMMON STOCK USD1.0          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1605 | NS      | $81806.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO      | COMMON STOCK USD1.0          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       898 | NS      | $228361.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC CL B  | COMMON STOCK USD.0033        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5667 | NS      | $1750536.30   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC              | COMMON STOCK USD.1           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       634 | NS      | $50853.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO RAD LABORATORIES A       | COMMON STOCK USD.0001        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        72 | NS      | $30275.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO TECHNE CORP              | COMMON STOCK USD.01          | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       520 | NS      | $43097.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                   | COMMON STOCK USD.0005        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       459 | NS      | $127106.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                | COMMON STOCK USD.01          | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       466 | NS      | $330221.58    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                | COMMON STOCK USD5.0          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1764 | NS      | $336024.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC         | COMMON STOCK USD.008         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       122 | NS      | $245864.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC               | COMMON STOCK USD.01          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       693 | NS      | $27893.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC        | REIT USD.01                  | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       462 | NS      | $31221.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP       | COMMON STOCK USD.01          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4388 | NS      | $203032.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO      | COMMON STOCK USD.1           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6649 | NS      | $478395.55    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                 | COMMON STOCK                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1270 | NS      | $710095.10    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01          | CUSIP: 11133T103<br>LEI: 213800WWTABZ1GOJHH37 | Long             | EC               | CORP              | US        |       358 | NS      | $48018.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN + BROWN INC            | COMMON STOCK USD.1           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       719 | NS      | $40961.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP CLASS B    | COMMON STOCK USD.15          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       604 | NS      | $39670.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE INC  | COMMON STOCK USD.1           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       352 | NS      | $32229.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC       | COMMON STOCK USD.01          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       844 | NS      | $135580.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC    | COMMON STOCK                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       688 | NS      | $28620.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST        | REIT USD.01                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       340 | NS      | $38039.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO             | COMMON STOCK USD.0375        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       671 | NS      | $38079.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP   | COMMON STOCK USD.01          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1176 | NS      | $109320.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC          | COMMON STOCK                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       846 | NS      | $65032.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                   | COMMON STOCK USD.5           | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       465 | NS      | $28313.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                | COMMON STOCK USD.01          | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3073 | NS      | $24768.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP          | COMMON STOCK USD.01          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2645 | NS      | $109106.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                 | COMMON STOCK USD.01          | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $24935.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC              | COMMON STOCK USD1.0          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1643 | NS      | $393597.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC      | COMMON STOCK                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       326 | NS      | $40903.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC   A           | COMMON STOCK USD.01          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1043 | NS      | $80269.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP/DE                  | COMMON STOCK USD.01          | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $79468.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                | COMMON STOCK USD.0001        | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       307 | NS      | $31387.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                 | COMMON STOCK USD.001         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1801 | NS      | $147700.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC       | COMMON STOCK USD.01          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1884 | NS      | $56501.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC     | COMMON STOCK USD.01          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       474 | NS      | $30407.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC   | COMMON STOCK USD.01          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       627 | NS      | $53420.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES   | COMMON STOCK USD.01          | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       154 | NS      | $33556.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       337 | NS      | $114276.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                 | COMMON STOCK USD.75          | CUSIP: 166764100<br>LEI: LJOF0JWZSCIUPEC3LQ45 | Long             | EC               | CORP              | US        |      5583 | NS      | $1002092.67   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC   | COMMON STOCK USD.01          | CUSIP: 169656105<br>LEI: 5493007DZOMUBASCBX97 | Long             | EC               | CORP              | US        |        88 | NS      | $122099.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                    | COMMON STOCK                 | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1330 | NS      | $293398.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH + DWIGHT CO INC       | COMMON STOCK USD1.0          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       736 | NS      | $59328.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                   | COMMON STOCK USD.01          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       964 | NS      | $319411.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP    | COMMON STOCK USD2.0          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       499 | NS      | $51092.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                  | COMMON STOCK                 | CUSIP: 172908105<br>LEI: 549300QVUQTTKMTE0G41 | Long             | EC               | CORP              | US        |       267 | NS      | $120582.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC            | COMMON STOCK USD.001         | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     12927 | NS      | $615842.28    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                | COMMON STOCK USD.01          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      6117 | NS      | $276671.91    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP     | COMMON STOCK USD.01          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1470 | NS      | $57873.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX COMPANY               | COMMON STOCK USD1.0          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       380 | NS      | $53325.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                | COMMON STOCK USD.01          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1137 | NS      | $191197.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP              | COMMON STOCK USD.01          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       919 | NS      | $58200.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO/THE             | COMMON STOCK USD.25          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     12241 | NS      | $778650.01    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECH SOLUTIONS A   | COMMON STOCK USD.01          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1622 | NS      | $92762.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE PALMOLIVE CO         | COMMON STOCK USD1.0          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2614 | NS      | $205957.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP CLASS A         | COMMON STOCK USD.01          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     13680 | NS      | $478389.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                 | COMMON STOCK USD5.0          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       420 | NS      | $28077.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC           | COMMON STOCK USD5.0          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1475 | NS      | $57082.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS               | COMMON STOCK USD.01          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3956 | NS      | $466808.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC      | COMMON STOCK USD.1           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1113 | NS      | $106080.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC A   | COMMON STOCK USD.01          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       498 | NS      | $115411.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY         | COMMON STOCK                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1043 | NS      | $89917.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC           | COMMON STOCK                 | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COOPER COS INC/THE           | COMMON STOCK USD.1           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       154 | NS      | $50923.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                   | COMMON STOCK                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1320 | NS      | $80374.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                  | COMMON STOCK USD.5           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2489 | NS      | $79498.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                  | COMMON STOCK USD.01          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2261 | NS      | $132901.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC             | COMMON STOCK USD.01          | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1253 | NS      | $96831.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP        | COMMON STOCK USD.005         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1378 | NS      | $629057.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC           | COMMON STOCK USD.1           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2511 | NS      | $61695.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC             | REIT USD.01                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1382 | NS      | $187454.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                     | COMMON STOCK USD1.0          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      6536 | NS      | $202485.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                  | COMMON STOCK USD2.5          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       444 | NS      | $107576.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP              | COMMON STOCK USD.01          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4083 | NS      | $380494.77    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                 | COMMON STOCK USD.01          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2067 | NS      | $548623.14    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC       | COMMON STOCK                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       387 | NS      | $53533.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                   | COMMON STOCK USD.001         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       189 | NS      | $14112.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE + CO                   | COMMON STOCK USD1.0          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       863 | NS      | $370019.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC          | COMMON STOCK USD.0001        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2045 | NS      | $67198.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC          | COMMON STOCK USD.01          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       744 | NS      | $23688.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP            | COMMON STOCK USD.1           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2058 | NS      | $126587.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                   | COMMON STOCK USD.001         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1237 | NS      | $140077.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC       | COMMON STOCK USD.01          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       552 | NS      | $75502.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC     | REIT USD.01                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       869 | NS      | $87134.63     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES  | COMMON STOCK USD.01          | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       818 | NS      | $80024.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP A          | COMMON STOCK USD.01          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       884 | NS      | $12411.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP          | COMMON STOCK USD.875         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       717 | NS      | $176561.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC              | COMMON STOCK USD.01          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       666 | NS      | $94199.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC          | COMMON STOCK                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2561 | NS      | $157040.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO S PIZZA INC           | COMMON STOCK USD.01          | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |       115 | NS      | $39836.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                   | COMMON STOCK USD1.0          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       450 | NS      | $60934.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                      | COMMON STOCK USD.01          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2175 | NS      | $109598.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                | COMMON STOCK USD.01          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       963 | NS      | $85841.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY           | COMMON STOCK                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       631 | NS      | $74161.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP             | COMMON STOCK USD.001         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2430 | NS      | $250265.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC        | COMMON STOCK USD.01          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1606 | NS      | $110219.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO            | COMMON STOCK USD.01          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       704 | NS      | $18656.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO          | COMMON STOCK USD.01          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       327 | NS      | $26630.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC               | COMMON STOCK USD.01          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1247 | NS      | $195716.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                     | COMMON STOCK USD.001         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1792 | NS      | $74314.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                   | COMMON STOCK USD1.0          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       799 | NS      | $116302.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL         | COMMON STOCK                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1131 | NS      | $71954.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP    | COMMON STOCK USD1.0          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1948 | NS      | $145340.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC          | COMMON STOCK USD.01          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       840 | NS      | $102631.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC          | COMMON STOCK USD.01          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       743 | NS      | $381136.71    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY + CO               | COMMON STOCK                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2478 | NS      | $906551.52    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO          | COMMON STOCK USD.5           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1825 | NS      | $175309.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC           | COMMON STOCK USD.00001       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       422 | NS      | $111813.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                 | COMMON STOCK USD.01          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       614 | NS      | $69075.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC            | COMMON STOCK USD.01          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1812 | NS      | $234690.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC             | COMMON STOCK USD.001         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       181 | NS      | $59320.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                     | COMMON STOCK                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1130 | NS      | $38227.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                  | COMMON STOCK USD1.25         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       371 | NS      | $72107.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                  | REIT USD.001                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       286 | NS      | $187338.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL           | REIT USD.01                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1045 | NS      | $61655.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC     | REIT USD.0001                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       201 | NS      | $42595.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES CL A  | COMMON STOCK USD.01          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       717 | NS      | $177894.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                     | COMMON STOCK USD.001         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       397 | NS      | $47552.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD         | COMMON STOCK USD.01          | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       118 | NS      | $39089.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                   | COMMON STOCK                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       739 | NS      | $46505.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY            | COMMON STOCK USD5.0          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1123 | NS      | $94152.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                  | COMMON STOCK                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      3190 | NS      | $137903.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC            | COMMON STOCK USD.001         | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       474 | NS      | $41522.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL WASH INC     | COMMON STOCK USD.01          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       520 | NS      | $54038.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC      | REIT USD.01                  | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       399 | NS      | $58724.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP             | COMMON STOCK                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12916 | NS      | $1424634.80   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                       | COMMON STOCK                 | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $25401.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       117 | NS      | $46941.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                  | COMMON STOCK USD.01          | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1825 | NS      | $86359.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVS TRUST    | REIT USD.01                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       250 | NS      | $25260.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                   | COMMON STOCK USD.1           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       751 | NS      | $130073.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFO SERV  | COMMON STOCK USD.01          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1861 | NS      | $126268.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP          | COMMON STOCK                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2107 | NS      | $69130.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK/CA       | COMMON STOCK USD.01          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       586 | NS      | $71427.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC              | COMMON STOCK USD.001         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       308 | NS      | $46135.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP             | COMMON STOCK USD.1           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1728 | NS      | $72472.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                   | COMMON STOCK USD.01          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2018 | NS      | $203959.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC    | COMMON STOCK USD.001         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       236 | NS      | $43348.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                     | COMMON STOCK USD.1           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       385 | NS      | $48048.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                | COMMON STOCK USD.01          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     12468 | NS      | $145002.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                 | COMMON STOCK USD.001         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2098 | NS      | $102571.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                 | COMMON STOCK USD.01          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1101 | NS      | $70739.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP   CLASS A           | COMMON STOCK USD.01          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       576 | NS      | $17493.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP   CLASS B           | COMMON STOCK USD.01          | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       837 | NS      | $23812.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC       | COMMON STOCK USD.1           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       962 | NS      | $25377.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT MCMORAN INC         | COMMON STOCK USD.1           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      4489 | NS      | $170582.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                   | COMMON STOCK CHF.1           | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       508 | NS      | $46883.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                  | COMMON STOCK USD.0005        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       248 | NS      | $83362.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC              | COMMON STOCK USD.01          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1956 | NS      | $41917.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC         | COMMON STOCK USD.01          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       209 | NS      | $21037.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP        | COMMON STOCK USD1.0          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       707 | NS      | $175413.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO          | COMMON STOCK USD.01          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3457 | NS      | $289662.03    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC            | COMMON STOCK USD.1           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1791 | NS      | $150175.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO            | COMMON STOCK USD.01          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4456 | NS      | $149899.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO             | COMMON STOCK USD1.0          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       410 | NS      | $71139.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC          | COMMON STOCK USD.001         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3962 | NS      | $340137.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC          | COMMON STOCK                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       844 | NS      | $83826.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC               | COMMON STOCK USD1.0          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       227 | NS      | $27364.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | COMMON STOCK USD.01          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1078 | NS      | $370163.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO               | COMMON STOCK USD2.5          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2831 | NS      | $111399.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SVCS GRP  | COMMON STOCK USD.01          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1007 | NS      | $76360.81     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                   | COMMON STOCK USD.5           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       432 | NS      | $26356.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC           | COMMON STOCK USD.01          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       667 | NS      | $160053.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC    | REIT USD1.0                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      1659 | NS      | $41591.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC             | COMMON STOCK USD.01          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       411 | NS      | $32826.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO/THE               | COMMON STOCK USD1.0          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       457 | NS      | $105827.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                    | COMMON STOCK USD1.0          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       874 | NS      | $123950.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE   | COMMON STOCK USD.01          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3930 | NS      | $62722.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       809 | NS      | $102225.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                  | COMMON STOCK USD.01          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       755 | NS      | $56481.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC               | COMMON STOCK USD.05          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3207 | NS      | $1012963.02   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC  | COMMON STOCK USD1.0          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2119 | NS      | $454101.70    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP            | COMMON STOCK USD.01465       | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       937 | NS      | $42680.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS + RESORTS INC    | REIT USD.01                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      2321 | NS      | $37252.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC         | COMMON STOCK                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1237 | NS      | $48750.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                       | COMMON STOCK USD.01          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2895 | NS      | $77788.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                   | COMMON STOCK USD.1666666     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       400 | NS      | $204876.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPRT SVCS INC  | COMMON STOCK USD.01          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       267 | NS      | $46554.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC    | COMMON STOCK USD.01          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4405 | NS      | $62110.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       127 | NS      | $29296.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORP                    | COMMON STOCK USD.01          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       245 | NS      | $55940.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC       | COMMON STOCK USD.1           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       268 | NS      | $109333.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS          | COMMON STOCK USD.01          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       881 | NS      | $194084.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                 | COMMON STOCK USD.01          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       485 | NS      | $98067.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                  | COMMON STOCK USD.001         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       544 | NS      | $43694.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC           | COMMON STOCK USD.01          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1282 | NS      | $66984.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                   | COMMON STOCK USD.001         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     12994 | NS      | $343431.42    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1761 | NS      | $180660.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO       | COMMON STOCK USD1.0          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1124 | NS      | $38924.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1250 | NS      | $41637.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BUSINESS MACHINES CORP  | COMMON STOCK USD.2           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2859 | NS      | $402804.51    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVORS + FRAGRANCES    | COMMON STOCK USD.125         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       794 | NS      | $83242.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                   | COMMON STOCK USD.01          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       876 | NS      | $340956.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC       | COMMON STOCK USD.001         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1126 | NS      | $298784.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                  | COMMON STOCK USD.2           | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      1194 | NS      | $21480.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC         | REIT USD.01                  | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1889 | NS      | $55989.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC           | COMMON STOCK USD.01          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       571 | NS      | $116992.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC            | REIT USD.01                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       951 | NS      | $47407.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY + ASSOCIATES INC  | COMMON STOCK USD.01          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       242 | NS      | $42485.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC         | COMMON STOCK                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $47667.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE            | COMMON STOCK                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       332 | NS      | $52608.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON + JOHNSON            | COMMON STOCK USD1.0          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8223 | NS      | $1452592.95   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      2126 | NS      | $136064.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE + CO          | COMMON STOCK USD1.0          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9229 | NS      | $1237608.90   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC         | COMMON STOCK USD.00001       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      1049 | NS      | $33526.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                   | COMMON STOCK USD.25          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       852 | NS      | $60696.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC         | COMMON STOCK USD.01          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2676 | NS      | $95426.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                      | COMMON STOCK USD1.0          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2789 | NS      | $48584.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN     | COMMON STOCK                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       579 | NS      | $99049.53     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK CORP          | COMMON STOCK USD1.25         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1091 | NS      | $148103.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP            | REIT USD.01                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      1802 | NS      | $38166.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC            | COMMON STOCK USD.01          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6260 | NS      | $113180.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                     | COMMON STOCK USD.001         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       448 | NS      | $168909.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO/THE           | COMMON STOCK USD.01          | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2533 | NS      | $103118.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                    | COMMON STOCK USD1.0          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2109 | NS      | $94019.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC    | COMMON STOCK USD1.0          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       612 | NS      | $127424.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       286 | NS      | $67347.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP            | COMMON STOCK USD.001         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       424 | NS      | $178207.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC     | COMMON STOCK USD1.0          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       473 | NS      | $42267.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP         | COMMON STOCK USD.001         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1035 | NS      | $49752.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC          | COMMON STOCK USD.0001        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       415 | NS      | $43653.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP A                | COMMON STOCK USD.1           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       816 | NS      | $73848.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP        | COMMON STOCK                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       464 | NS      | $14254.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                    | COMMON STOCK EUR.001         | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      1555 | NS      | $507209.90    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01          | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       465 | NS      | $32429.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                     | COMMON STOCK USD.01          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       804 | NS      | $42941.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP         | COMMON STOCK USD1.0          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       732 | NS      | $356110.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                   | COMMON STOCK USD.01          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       650 | NS      | $37914.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE S COS INC               | COMMON STOCK USD.5           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1944 | NS      | $387322.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC       | COMMON STOCK USD1.0          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      3054 | NS      | $15941.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDU CL A     | COMMON STOCK EUR.04          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       781 | NS      | $64846.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M + T BANK CORP              | COMMON STOCK USD.5           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       572 | NS      | $82974.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP            | COMMON STOCK USD1.0          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2095 | NS      | $56711.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP      | COMMON STOCK USD.01          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1454 | NS      | $169231.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC     | COMMON STOCK USD.003         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       123 | NS      | $34303.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL  CL A | COMMON STOCK USD.01          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       868 | NS      | $129236.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH + MCLENNAN COS         | COMMON STOCK USD1.0          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1576 | NS      | $260796.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS    | COMMON STOCK USD.01          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       191 | NS      | $64552.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                   | COMMON STOCK USD1.0          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       717 | NS      | $33462.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC   A           | COMMON STOCK USD.0001        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2663 | NS      | $926004.99    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC              | COMMON STOCK USD.001         | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       854 | NS      | $35432.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK + CO NON VTG SHRS  | COMMON STOCK                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       805 | NS      | $66726.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP              | COMMON STOCK USD.01          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2292 | NS      | $604010.76    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                | COMMON STOCK USD.01          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       457 | NS      | $171429.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                | COMMON STOCK USD.1           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4194 | NS      | $325957.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK + CO. INC.             | COMMON STOCK USD.5           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7908 | NS      | $877392.60    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC CLASS A   | COMMON STOCK USD.000006      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7072 | NS      | $851044.48    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                  | COMMON STOCK USD.01          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2115 | NS      | $153062.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01          | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        72 | NS      | $104072.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL    | COMMON STOCK USD.01          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1068 | NS      | $35810.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC     | COMMON STOCK USD.001         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1731 | NS      | $121602.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC        | COMMON STOCK USD.1           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3426 | NS      | $171231.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP               | COMMON STOCK USD.00000625    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     23431 | NS      | $5619222.42   | 5.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MID AMERICA APARTMENT COMM   | REIT USD.01                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       358 | NS      | $56202.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                  | COMMON STOCK USD.0001        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1040 | NS      | $186804.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC        | COMMON STOCK USD.01          | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       180 | NS      | $18399.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC        | COMMON STOCK USD.001         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       182 | NS      | $60100.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO   B | COMMON STOCK USD.01          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       613 | NS      | $31581.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC A | COMMON STOCK                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4309 | NS      | $287194.85    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC | COMMON STOCK USD.001         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       138 | NS      | $48798.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP        | COMMON STOCK                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1183 | NS      | $120109.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY S CORP                 | COMMON STOCK USD.01          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       501 | NS      | $139588.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY               | COMMON STOCK USD.01          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4156 | NS      | $353343.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                | COMMON STOCK USD.01          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1085 | NS      | $47598.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC       | COMMON STOCK USD.01          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       513 | NS      | $132205.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                     | COMMON STOCK USD.01          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       258 | NS      | $120013.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                   | COMMON STOCK USD.01          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1089 | NS      | $66810.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                   | COMMON STOCK USD.001         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       671 | NS      | $40300.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                  | COMMON STOCK USD.001         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1387 | NS      | $408998.56    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC            | COMMON STOCK USD1.0          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      1080 | NS      | $14126.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                 | COMMON STOCK USD1.6          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2448 | NS      | $115545.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP   CLASS A          | COMMON STOCK USD.01          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       837 | NS      | $15233.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP   CLASS B          | COMMON STOCK                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       716 | NS      | $13203.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC           | COMMON STOCK USD.01          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6217 | NS      | $519741.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC  CL B               | COMMON STOCK                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3924 | NS      | $459147.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                 | COMMON STOCK USD.01          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      1069 | NS      | $29311.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                 | COMMON STOCK                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       149 | NS      | $35420.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP        | COMMON STOCK USD1.0          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       738 | NS      | $181857.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP          | COMMON STOCK USD1.666666     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       660 | NS      | $58403.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP        | COMMON STOCK USD1.0          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       459 | NS      | $250434.99    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001         | CUSIP: G66721104<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | BM        |      1239 | NS      | $15165.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC               | COMMON STOCK USD.01          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       802 | NS      | $25519.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                   | COMMON STOCK USD.4           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       835 | NS      | $110061.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                  | COMMON STOCK USD.001         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7823 | NS      | $1143253.22   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                      | COMMON STOCK USD.01          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        10 | NS      | $46125.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV        | COMMON STOCK                 | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       826 | NS      | $130532.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O REILLY AUTOMOTIVE INC      | COMMON STOCK USD.01          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       201 | NS      | $169650.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP    | COMMON STOCK USD.2           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2270 | NS      | $142987.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE    | COMMON STOCK USD.1           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       293 | NS      | $83147.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP                | COMMON STOCK USD.15          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       632 | NS      | $51552.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR             | COMMON STOCK USD.01          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1363 | NS      | $85010.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                    | COMMON STOCK USD.01          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1351 | NS      | $88760.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                  | COMMON STOCK USD.01          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4827 | NS      | $394558.98    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON + CO                 | COMMON STOCK USD.01          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       877 | NS      | $24494.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP          | COMMON STOCK USD.01          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1304 | NS      | $102116.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| P G + E CORP                 | COMMON STOCK                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5055 | NS      | $82194.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                   | COMMON STOCK USD1.0          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1033 | NS      | $102236.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA    | COMMON STOCK USD.01          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       320 | NS      | $40931.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL CLASS B     | COMMON STOCK USD.001         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      1595 | NS      | $26923.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP         | COMMON STOCK USD.5           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       404 | NS      | $117564.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                  | COMMON STOCK USD.01          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1029 | NS      | $118911.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC          | COMMON STOCK USD.01          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       155 | NS      | $48098.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC          | COMMON STOCK USD.0001        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3596 | NS      | $256107.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                  | COMMON STOCK USD.01          | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       468 | NS      | $21050.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                  | COMMON STOCK USD.017         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4308 | NS      | $778283.28    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC              | COMMON STOCK USD1.0          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       384 | NS      | $53844.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                   | COMMON STOCK USD.05          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     17649 | NS      | $904334.76    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL  | COMMON STOCK                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4813 | NS      | $487123.73    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                  | COMMON STOCK                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1514 | NS      | $157577.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL        | COMMON STOCK                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       364 | NS      | $27678.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       761 | NS      | $173804.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1292 | NS      | $204058.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                    | COMMON STOCK USD.001         | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       122 | NS      | $36884.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC           | COMMON STOCK USD1.66666      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       760 | NS      | $95562.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                     | COMMON STOCK USD.01          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      2219 | NS      | $64839.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP    | COMMON STOCK USD.01          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       717 | NS      | $60170.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER + GAMBLE CO/THE      | COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7460 | NS      | $1130637.60   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP             | COMMON STOCK USD1.0          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1851 | NS      | $240093.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                 | REIT USD.01                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2913 | NS      | $328382.49    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC     | COMMON STOCK USD.01          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1183 | NS      | $117661.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                      | COMMON STOCK USD.01          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       318 | NS      | $38172.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1575 | NS      | $96500.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE               | REIT USD.1                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       504 | NS      | $141215.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC               | COMMON STOCK USD.01          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $31688.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                    | COMMON STOCK USD.0001        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       321 | NS      | $29095.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                 | COMMON STOCK USD.0001        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3504 | NS      | $385229.76    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC          | COMMON STOCK USD.00001       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       460 | NS      | $65550.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | COMMON STOCK USD.01          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       364 | NS      | $56944.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP            | COMMON STOCK USD.01          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       120 | NS      | $12680.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC  | COMMON STOCK USD.01          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       602 | NS      | $64323.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP   | COMMON STOCK USD1.0          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4572 | NS      | $461406.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP           | REIT USD1.0                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1962 | NS      | $124449.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP         | REIT USD.01                  | CUSIP: 758849103<br>LEI: 5493008PTR2GAOYBXW28 | Long             | EC               | CORP              | US        |       437 | NS      | $27312.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS    | COMMON STOCK USD.001         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       339 | NS      | $244585.11    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP       | COMMON STOCK USD.01          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2764 | NS      | $59591.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC        | COMMON STOCK USD.01          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       649 | NS      | $83714.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement         | FIXED INC CLEARING CORP.REPO | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2717809 | PA      | $2717809.02   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                   | COMMON STOCK USD.004         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       459 | NS      | $95531.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTL INC         | COMMON STOCK USD.001         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       357 | NS      | $26357.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC      | COMMON STOCK USD1.0          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       367 | NS      | $94528.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                  | COMMON STOCK USD1.0          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       750 | NS      | $27405.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC       | COMMON STOCK USD.01          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       340 | NS      | $146910.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC              | COMMON STOCK USD.01          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1114 | NS      | $129301.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD  | COMMON STOCK USD.01          | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       724 | NS      | $35787.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | MAR23 3500 PUT               | CUSIP: ADI245VX7<br>LEI: N/A                  | N/A              | DE               |  | US        |        40 | NC      | $185560.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | MAR23 3425 PUT               | CUSIP: ADI247W95<br>LEI: N/A                  | N/A              | DE               |  | US        |        37 | NC      | $138454.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | MAR23 3575 PUT               | CUSIP: ADI24NS12<br>LEI: N/A                  | N/A              | DE               |  | US        |        39 | NC      | $256347.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | MAR23 3900 CALL              | CUSIP: ADI2737N8<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-387005.00   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | MAR23 3550 PUT               | CUSIP: ADI291H09<br>LEI: N/A                  | N/A              | DE               |  | US        |        34 | NC      | $190740.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | FEB23 3900 CALL              | CUSIP: ADI29HB00<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-234436.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | FEB23 3425 PUT               | CUSIP: ADI2B44W4<br>LEI: N/A                  | N/A              | DE               |  | US        |        39 | NC      | $68640.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | JAN23 4100 CALL              | CUSIP: ADI29Z5M9<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-12760.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | FEB23 3500 PUT               | CUSIP: ADI2B55P5<br>LEI: N/A                  | N/A              | DE               |  | US        |        39 | NC      | $93483.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | FEB23 3975 CALL              | CUSIP: ADI2BDH42<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-157789.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | JAN23 4075 CALL              | CUSIP: ADI2BH0M1<br>LEI: N/A                  | N/A              | DE               |  | US        |       -30 | NC      | $-18000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | FEB23 3950 CALL              | CUSIP: ADI2BV545<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-190124.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | JAN23 3850 CALL              | CUSIP: ADI2BVRC3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-214165.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | FEB23 3825 CALL              | CUSIP: ADI2BXW25<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-388600.00   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | JAN23 3925 CALL              | CUSIP: ADI2C3D62<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29 | NC      | $-137866.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| S+P 500 INDEX                | MAR23 3400 PUT               | CUSIP: ADI242N70<br>LEI: N/A                  | N/A              | DE               |  | US        |        34 | NC      | $112200.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S+P GLOBAL INC               | COMMON STOCK USD1.0          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1050 | NS      | $351687.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC               | COMMON STOCK USD.001         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3149 | NS      | $417525.91    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP      | REIT USD.01                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       345 | NS      | $96706.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD             | COMMON STOCK USD.01          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      4470 | NS      | $238966.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP        | COMMON STOCK USD.01          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4761 | NS      | $396400.86    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS  | COMMON STOCK USD.00001       | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       604 | NS      | $31776.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP              | COMMON STOCK USD.1           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       401 | NS      | $20001.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                | COMMON STOCK                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       994 | NS      | $153612.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC               | COMMON STOCK USD.001         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       638 | NS      | $247716.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO/THE      | COMMON STOCK USD1.0          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       731 | NS      | $173488.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK               | COMMON STOCK USD.01          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       210 | NS      | $24196.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC     | REIT USD.0001                | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1021 | NS      | $119947.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO FOREST CORPORATION      | 08/13 FIXED 5                | CUSIP: 829ESC9B0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $0.00         | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| SKYWORKS SOLUTIONS INC       | COMMON STOCK USD.25          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       529 | NS      | $48207.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (A.O.) CORP            | COMMON STOCK USD1.0          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       389 | NS      | $22266.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP ON INC                  | COMMON STOCK USD1.0          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       182 | NS      | $41585.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC   | COMMON STOCK USD.0001        | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       178 | NS      | $50422.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE              | COMMON STOCK USD5.0          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3468 | NS      | $247649.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO        | COMMON STOCK USD1.0          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1855 | NS      | $62457.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK + DECKER INC   | COMMON STOCK USD2.5          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       489 | NS      | $36733.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP               | COMMON STOCK USD.001         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3564 | NS      | $353548.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP            | COMMON STOCK USD1.0          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1152 | NS      | $89360.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                   | COMMON STOCK USD75.0         | CUSIP: G8473T100<br>LEI: 549300F1857N5E6G6T48 | Long             | EC               | CORP              | IE        |       311 | NS      | $57438.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                 | COMMON STOCK USD.1           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1038 | NS      | $253780.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP          | COMMON STOCK USD.001         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       197 | NS      | $45337.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL          | COMMON STOCK USD.001         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1598 | NS      | $52510.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                 | COMMON STOCK USD.01          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       482 | NS      | $153897.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                   | COMMON STOCK USD1.0          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1542 | NS      | $117885.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T MOBILE US INC              | COMMON STOCK USD.0001        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1906 | NS      | $266840.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE GROUP INC       | COMMON STOCK USD.2           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       684 | NS      | $74597.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWRE | COMMON STOCK USD.01          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       492 | NS      | $51231.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                 | COMMON STOCK USD.01          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       845 | NS      | $32177.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP         | COMMON STOCK USD.001         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       686 | NS      | $50421.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                  | COMMON STOCK USD.0833        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1466 | NS      | $218492.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD          | COMMON STOCK CHF.57          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       988 | NS      | $113422.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC    | COMMON STOCK USD.01          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       142 | NS      | $56787.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                 | COMMON STOCK USD1.0          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       159 | NS      | $39691.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                 | COMMON STOCK USD.125         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       494 | NS      | $43150.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                    | COMMON STOCK USD.001         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8439 | NS      | $1039516.02   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC        | COMMON STOCK USD1.0          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2846 | NS      | $470216.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                  | COMMON STOCK USD.125         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       576 | NS      | $40780.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1237 | NS      | $681203.53    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC            | COMMON STOCK USD1.0          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3622 | NS      | $288311.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY       | COMMON STOCK USD.008         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       349 | NS      | $78514.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC       | COMMON STOCK USD1.0          | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       720 | NS      | $121024.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC          | COMMON STOCK USD.01          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $100744.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE        | COMMON STOCK NPV             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       746 | NS      | $139867.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                  | COMMON STOCK USD.001         | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       824 | NS      | $41661.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP        | COMMON STOCK USD5.0          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4164 | NS      | $179176.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC       | COMMON STOCK USD.01          | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $39978.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC CL A         | COMMON STOCK USD.1           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       897 | NS      | $55838.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                      | REIT USD.01                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       872 | NS      | $33772.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC              | COMMON STOCK USD.01          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       167 | NS      | $78334.69     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP           | COMMON STOCK USD2.5          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1922 | NS      | $397988.54    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC | COMMON STOCK USD.01          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       999 | NS      | $37662.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE CL B   | COMMON STOCK USD.01          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2311 | NS      | $401744.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC           | COMMON STOCK USD.01          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       218 | NS      | $77481.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | COMMON STOCK USD.01          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2935 | NS      | $1556078.30   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES B  | COMMON STOCK USD.01          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       225 | NS      | $31700.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                   | COMMON STOCK USD.01          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4181 | NS      | $182333.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP           | COMMON STOCK USD.01          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1201 | NS      | $152358.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                   | REIT USD.25                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1322 | NS      | $59556.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                 | COMMON STOCK USD.001         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       277 | NS      | $56906.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC         | COMMON STOCK USD.001         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       517 | NS      | $91209.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC   | COMMON STOCK USD.1           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     13067 | NS      | $514839.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC   | COMMON STOCK USD.01          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       812 | NS      | $234489.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                      | COMMON STOCK                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       995 | NS      | $27471.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                  | COMMON STOCK                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      4019 | NS      | $44731.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC          | REIT USD.01                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      3032 | NS      | $98236.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC CLASS A SHARES      | COMMON STOCK USD.0001        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5138 | NS      | $1067470.88   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST         | REIT USD.04                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $12215.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO          | COMMON STOCK USD1.0          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       405 | NS      | $70919.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                  | COMMON STOCK USD.01          | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       557 | NS      | $55594.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      2335 | NS      | $87235.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                  | COMMON STOCK USD.1           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      4447 | NS      | $630540.13    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE           | COMMON STOCK USD.01          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      5668 | NS      | $492435.84    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC    | COMMON STOCK                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      6976 | NS      | $66132.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC         | COMMON STOCK USD.01          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1197 | NS      | $187785.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                  | COMMON STOCK USD.01          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       193 | NS      | $66117.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC         | COMMON STOCK USD.01          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1010 | NS      | $94697.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO + CO             | COMMON STOCK USD1.666        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12000 | NS      | $495480.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                | REIT USD1.0                  | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      1494 | NS      | $97931.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       224 | NS      | $52718.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP         | COMMON STOCK USD.01          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1035 | NS      | $32654.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                  | COMMON STOCK                 | CUSIP: 96145D105<br>LEI: 549300JEB576INN13W07 | Long             | EC               | CORP              | US        |       853 | NS      | $29991.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO              | REIT USD1.25                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      2289 | NS      | $70959.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP               | COMMON STOCK USD1.0          | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       154 | NS      | $21784.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC             | COMMON STOCK USD1.0          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3927 | NS      | $129198.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC     | COMMON STOCK USD.000304635   | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       357 | NS      | $87315.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WR BERKLEY CORP              | COMMON STOCK USD.2           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       603 | NS      | $43759.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC              | COMMON STOCK USD.5           | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       145 | NS      | $80656.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD             | COMMON STOCK USD.01          | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       313 | NS      | $25813.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC              | COMMON STOCK USD2.5          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1797 | NS      | $125987.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                    | COMMON STOCK                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       596 | NS      | $65899.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM  BRANDS INC              | COMMON STOCK                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       920 | NS      | $117833.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK USD.01          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       161 | NS      | $41282.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC   | COMMON STOCK USD.01          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       652 | NS      | $83130.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA             | COMMON STOCK USD.001         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       473 | NS      | $23252.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                   | COMMON STOCK USD.01          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1475 | NS      | $216161.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** MML SERIES INVESTMENT FUND

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO