# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001398344-23-004851
**Filing Date:** 2023-2
**Character Count:** 100666
**Document Hash:** ca750a3fa65bc2c61a37f93eb565ff02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004851.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004851

**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 II
- **CENTRAL INDEX KEY:** 0001317146
- **IRS NUMBER:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 23672035

**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

## Series and Classes Contracts Data

### MML Equity Fund (Series ID: S000003832)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000010688 | Initial Class |  |
| C000067853 | 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 II

- **b. Investment Company Act file number:** 811-21714

- **c. CIK number of Registrant:** 0001317146

- **d. LEI of Registrant:** XSZQMOMB2JPNHA01JH98

- **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 Equity Fund

- **b. EDGAR series identifier (if any):** S000003832

- **c. LEI of Series:** KPVOHPXZ162SHYE9KS12

**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:** $819331345.44

**Total Liabilities:** $5663256.44

**Net Assets:** $813668089.00

**Delayed Delivery Securities:** $284127.61

**Cash Not Reported:** $716.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010688 | -3.78%               | 5.93%                | 12.33%               |
| Class ID C000067853 | -3.80%               | 5.91%                | 12.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5280033.78              | $-39061648.58                              |
| Month 2  | $4782182.92              | $41129976.35                               |
| Month 3  | $1996925.27              | $86201533.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                                      | COMMON STOCK USD.01          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    122837 | NS      | $19851687.57  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC CL A                              | COMMON STOCK USD.0000225     | CUSIP: G1151C101<br>LEI: 549300JY6CF6DO4YFQ03 | Long             | EC               | CORP              | IE        |      3700 | NS      | $987308.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                         | COMMON STOCK USD.000001      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     14900 | NS      | $1140595.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                       | COMMON STOCK USD.1           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     39900 | NS      | $2870406.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                       | COMMON STOCK USD.01          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      4350 | NS      | $603301.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                             | COMMON STOCK USD.01          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     14400 | NS      | $795024.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                   | COMMON STOCK USD.01          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     33587 | NS      | $4554397.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL C                               | COMMON STOCK USD.001         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     67222 | NS      | $5964608.06   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                | COMMON STOCK USD.333         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    105100 | NS      | $4804121.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                       | COMMON STOCK USD.01          | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    114500 | NS      | $1363695.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                              | COMMON STOCK USD.01          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     11594 | NS      | $1030938.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                         | COMMON STOCK USD6.5          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     18336 | NS      | $1741003.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | COMMON STOCK USD.2           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     44200 | NS      | $6530550.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                    | COMMON STOCK                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      4900 | NS      | $672672.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP                    | COMMON STOCK USD2.5          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     28129 | NS      | $1778877.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                        | COMMON STOCK USD.01          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      6500 | NS      | $2023905.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                          | COMMON STOCK USD.01          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     24717 | NS      | $4095854.07   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                      | COMMON STOCK USD.01          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5145 | NS      | $718859.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                       | COMMON STOCK USD.0001        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     36600 | NS      | $9612624.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                        | COMMON STOCK USD.625         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     19600 | NS      | $914928.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                           | COMMON STOCK USD.01          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     63400 | NS      | $6173892.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                          | COMMON STOCK USD.01          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     22800 | NS      | $1431384.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                       | COMMON STOCK                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     40600 | NS      | $3769710.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                           | COMMON STOCK USD1.0          | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      5500 | NS      | $575135.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                    | COMMON STOCK USD.01          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3400 | NS      | $425204.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC SPONS ADR                       | ADR                          | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     55519 | NS      | $3764188.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AT+T INC                                        | COMMON STOCK USD1.0          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    412300 | NS      | $7590443.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                  | COMMON STOCK USD.01          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $686720.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | COMMON STOCK USD.01          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    730367 | NS      | $24189755.04  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                    | COMMON STOCK USD.01          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     50600 | NS      | $2303312.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH + BODY WORKS INC                           | COMMON STOCK USD.5           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     13200 | NS      | $556248.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                         | COMMON STOCK USD1.0          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     29543 | NS      | $7512784.90   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC CL B                     | COMMON STOCK USD.0033        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     16900 | NS      | $5220410.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                          | COMMON STOCK USD.01          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      7200 | NS      | $435096.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                 | COMMON STOCK USD.1           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     12800 | NS      | $1026688.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                      | COMMON STOCK USD.0005        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6100 | NS      | $1689212.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORPORATION                       | COMMON STOCK USD.00006       | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      3900 | NS      | $404781.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                            | COMMON STOCK USD.008         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        17 | NS      | $34259.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                    | COMMON STOCK USD.01          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1200 | NS      | $125424.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                  | COMMON STOCK USD.01          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     13500 | NS      | $543375.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                           | REIT USD.01                  | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4200 | NS      | $283836.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                | COMMON STOCK USD.01          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      5998 | NS      | $327070.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                         | COMMON STOCK USD.1           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    123000 | NS      | $8849850.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                    | COMMON STOCK                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6800 | NS      | $3802084.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                  | COMMON STOCK USD.75          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      5600 | NS      | $403648.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | COMMON STOCK USD.01          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8500 | NS      | $551480.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE INC                     | COMMON STOCK USD.1           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      7000 | NS      | $640920.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC  CL A                    | COMMON STOCK USD.1           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1200 | NS      | $360708.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                              | COMMON STOCK                 | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      8100 | NS      | $464292.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                             | COMMON STOCK                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     13508 | NS      | $1038359.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                | COMMON STOCK USD1.0          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      3000 | NS      | $706950.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                             | COMMON STOCK USD.01          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     43407 | NS      | $1790538.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                 | COMMON STOCK USD1.0          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     24200 | NS      | $5797352.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC   A                              | COMMON STOCK USD.01          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     18246 | NS      | $1404212.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                    | COMMON STOCK USD.001         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     68434 | NS      | $5612272.34   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                      | COMMON STOCK USD.01          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11400 | NS      | $971280.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                    | COMMON STOCK USD.75          | CUSIP: 166764100<br>LEI: LJOF0JWZSCIUPEC3LQ45 | Long             | EC               | CORP              | US        |     61739 | NS      | $11081533.11  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                       | COMMON STOCK                 | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     49941 | NS      | $11016984.60  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                      | COMMON STOCK USD.01          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     23301 | NS      | $7720553.34   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                       | COMMON STOCK USD2.0          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      9200 | NS      | $941988.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                               | COMMON STOCK USD.001         | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    239700 | NS      | $11419308.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                   | COMMON STOCK USD.01          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     26300 | NS      | $1189549.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO/THE                                | COMMON STOCK USD.25          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     18700 | NS      | $1189507.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP CLASS A                            | COMMON STOCK USD.01          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    260500 | NS      | $9109685.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                    | COMMON STOCK USD5.0          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      7900 | NS      | $528115.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC                         | COMMON STOCK USD5.0          | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7276 | NS      | $495277.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                              | COMMON STOCK USD5.0          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     27755 | NS      | $1074118.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                  | COMMON STOCK USD.01          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     77100 | NS      | $9097800.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC A                      | COMMON STOCK USD.01          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1854 | NS      | $429664.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | COMMON STOCK                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     35819 | NS      | $718529.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                     | COMMON STOCK USD.5           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     48900 | NS      | $1561866.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                          | COMMON STOCK USD.01          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $474400.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CROWN HOLDINGS INC                              | COMMON STOCK USD5.0          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      9900 | NS      | $813879.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                        | COMMON STOCK USD1.0          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    102057 | NS      | $3161725.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                     | COMMON STOCK USD2.5          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      9300 | NS      | $2253297.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                 | COMMON STOCK USD.01          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     75985 | NS      | $7081042.15   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                    | COMMON STOCK USD.01          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5865 | NS      | $1556688.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                         | COMMON STOCK USD.01          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      9300 | NS      | $582087.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES  C                            | COMMON STOCK                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     13900 | NS      | $559058.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                               | COMMON STOCK USD.1           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     37800 | NS      | $2325078.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | COMMON STOCK USD.01          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8200 | NS      | $1121596.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK S SPORTING GOODS INC                       | COMMON STOCK USD.01          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      3500 | NS      | $421015.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                     | COMMON STOCK USD.01          | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     16700 | NS      | $1633761.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                             | COMMON STOCK USD.875         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8719 | NS      | $2147053.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                             | COMMON STOCK                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     60410 | NS      | $3704341.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                      | COMMON STOCK USD1.0          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     11000 | NS      | $1489510.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                         | COMMON STOCK USD.01          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     40700 | NS      | $2050873.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                   | COMMON STOCK USD.01          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     26700 | NS      | $2380038.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                              | COMMON STOCK                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      8700 | NS      | $1022511.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                | COMMON STOCK USD.001         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     44600 | NS      | $4593354.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                               | COMMON STOCK USD.01          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     13300 | NS      | $352450.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                           | COMMON STOCK USD.001         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8200 | NS      | $540380.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                             | COMMON STOCK USD.01          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      6900 | NS      | $561936.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                  | COMMON STOCK USD.01          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     27071 | NS      | $4248793.45   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                            | COMMON STOCK                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     20400 | NS      | $1297848.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                             | COMMON STOCK USD.01          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     37670 | NS      | $19323579.90  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                    | COMMON STOCK USD.01          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     11500 | NS      | $1293750.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                               | COMMON STOCK USD.01          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     42700 | NS      | $5530504.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                          | COMMON STOCK USD.01          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     25200 | NS      | $723240.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                     | REIT USD.01                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      9017 | NS      | $582498.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                            | COMMON STOCK USD.01          | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2700 | NS      | $894429.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                      | COMMON STOCK                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     13300 | NS      | $836969.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                               | COMMON STOCK USD5.0          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     18500 | NS      | $1551040.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                     | COMMON STOCK                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     71300 | NS      | $3082299.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL WASH INC                        | COMMON STOCK USD.01          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      9200 | NS      | $956064.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                | COMMON STOCK                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    300644 | NS      | $33161033.20  | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                      | COMMON STOCK USD.1           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     14600 | NS      | $2528720.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL                     | COMMON STOCK USD.0001        | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     16200 | NS      | $609444.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFO SERV                     | COMMON STOCK USD.01          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     40100 | NS      | $2720785.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                             | COMMON STOCK                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     40500 | NS      | $1328805.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                | COMMON STOCK USD.1           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     35800 | NS      | $1501452.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                      | COMMON STOCK USD.01          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     70167 | NS      | $7091778.69   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                       | COMMON STOCK USD.001         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4300 | NS      | $789824.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                        | COMMON STOCK USD.1           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      6800 | NS      | $848640.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                   | COMMON STOCK USD.01          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    283900 | NS      | $3301757.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS I                    | COMMON STOCK USD.01          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      7400 | NS      | $422614.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP   CLASS A                              | COMMON STOCK USD.01          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     24600 | NS      | $747102.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT MCMORAN INC                            | COMMON STOCK USD.1           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     82653 | NS      | $3140814.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARE                    | COMMON STOCK USD.25          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14200 | NS      | $361816.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOG W/I                     | COMMON STOCK                 | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      5024 | NS      | $293301.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                             | COMMON STOCK USD.01          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     54887 | NS      | $4598981.73   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                               | COMMON STOCK USD.01          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     82200 | NS      | $2765208.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                             | COMMON STOCK USD.001         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     67600 | NS      | $5803460.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | COMMON STOCK                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3900 | NS      | $387348.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                  | COMMON STOCK USD1.0          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      5300 | NS      | $638915.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | COMMON STOCK USD.01          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     24700 | NS      | $8481486.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                    | COMMON STOCK USD.01          | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $396050.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY DAVIDSON INC                             | COMMON STOCK USD.01          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      8500 | NS      | $353600.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SVCS GRP                     | COMMON STOCK USD.01          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     43876 | NS      | $3327117.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                              | COMMON STOCK USD.01          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     37560 | NS      | $9012897.60   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                                | COMMON STOCK USD.01          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      7900 | NS      | $630973.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE                      | COMMON STOCK USD.01          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     94400 | NS      | $1506624.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                     | COMMON STOCK USD.01          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     13600 | NS      | $1017416.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                  | COMMON STOCK USD.05          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8000 | NS      | $2526880.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                     | COMMON STOCK USD1.0          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     12448 | NS      | $2667606.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                          | COMMON STOCK USD.01          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     94200 | NS      | $2531154.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                     | COMMON STOCK USD.01          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      5826 | NS      | $1367245.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                      | COMMON STOCK USD.1666666     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2950 | NS      | $1510960.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                       | COMMON STOCK USD.01          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     83500 | NS      | $1177350.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIE                    | COMMON STOCK USD.01          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2400 | NS      | $553632.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                   | COMMON STOCK USD.01          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      6298 | NS      | $173069.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                   | COMMON STOCK USD.01          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3800 | NS      | $372134.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                          | COMMON STOCK USD1.0          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     20600 | NS      | $713378.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                    | COMMON STOCK USD.1           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     22500 | NS      | $749475.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BUSINESS MACHINES CORP                     | COMMON STOCK USD.2           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     48300 | NS      | $6804987.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVORS + FRAGRANCES                       | COMMON STOCK USD.125         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     12700 | NS      | $1331468.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES RUSSELL 1000 VALUE ETF                  | ISHARES RUSSELL 1000 VALUE E | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |     52639 | NS      | $7982704.35   | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| JABIL INC                                       | COMMON STOCK USD.001         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     11000 | NS      | $750200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON + JOHNSON                               | COMMON STOCK USD1.0          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     51304 | NS      | $9062851.60   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                          | COMMON STOCK USD.01          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3700 | NS      | $589669.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE + CO                             | COMMON STOCK USD1.0          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    221198 | NS      | $29662651.80  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                                      | COMMON STOCK USD.25          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     18300 | NS      | $1303692.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                            | COMMON STOCK USD.01          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     47150 | NS      | $1681369.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                         | COMMON STOCK USD1.0          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     55600 | NS      | $968552.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK CORP                             | COMMON STOCK USD1.25         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7900 | NS      | $1072425.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                               | COMMON STOCK USD.01          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    276900 | NS      | $5006352.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                        | COMMON STOCK USD.001         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     18576 | NS      | $7003709.28   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT SWIFT TRANSPORTATION                     | COMMON STOCK USD.01          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $497895.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO/THE                              | COMMON STOCK USD.01          | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142488 | NS      | $5800686.48   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                       | COMMON STOCK USD1.0          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     42400 | NS      | $1890192.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                       | COMMON STOCK USD1.0          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     20361 | NS      | $4239363.81   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CRP OF AMER HLDGS                    | COMMON STOCK USD.1           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      7100 | NS      | $1671908.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                               | COMMON STOCK USD.001         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     11500 | NS      | $4833450.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                             | COMMON STOCK USD.01          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2100 | NS      | $342090.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                       | COMMON STOCK USD.01          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3400 | NS      | $421668.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                             | COMMON STOCK USD.0001        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      7049 | NS      | $741484.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP A                                   | COMMON STOCK USD.1           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     20100 | NS      | $1819050.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                        | COMMON STOCK USD.01          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     22100 | NS      | $1180361.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                      | COMMON STOCK USD.01          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     15300 | NS      | $892449.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE S COS INC                                  | COMMON STOCK USD.5           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     53400 | NS      | $10639416.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDU CL A                        | COMMON STOCK EUR.04          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     18808 | NS      | $1561628.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY S INC                                      | COMMON STOCK USD.01          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     14600 | NS      | $301490.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                               | COMMON STOCK USD1.0          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     41915 | NS      | $1134639.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                                     | COMMON STOCK                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       890 | NS      | $1172566.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                      | COMMON STOCK USD1.0          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     19200 | NS      | $896064.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP                                 | COMMON STOCK USD.01          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     17500 | NS      | $4611775.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                   | COMMON STOCK USD.01          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     11700 | NS      | $4388904.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK + CO. INC.                                | COMMON STOCK USD.5           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    150600 | NS      | $16709070.00  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                     | COMMON STOCK USD.01          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    111175 | NS      | $8045734.75   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                           | COMMON STOCK USD.1           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     30000 | NS      | $1499400.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                  | COMMON STOCK USD.00000625    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4755 | NS      | $1140344.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                     | COMMON STOCK USD.0001        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     22200 | NS      | $3987564.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO   B                    | COMMON STOCK USD.01          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     11546 | NS      | $594849.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC A                    | COMMON STOCK                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     71057 | NS      | $4735949.05   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | COMMON STOCK USD.01          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     97800 | NS      | $8314956.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                   | COMMON STOCK USD.01          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     27500 | NS      | $1206425.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                            | COMMON STOCK USD1.0          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4300 | NS      | $272190.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                      | COMMON STOCK USD.001         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     11600 | NS      | $696696.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                    | COMMON STOCK USD1.6          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     43000 | NS      | $2029600.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP   CLASS A                             | COMMON STOCK USD.01          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     17600 | NS      | $320320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                         | COMMON STOCK USD.01          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2200 | NS      | $385066.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | COMMON STOCK USD1.0          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      8784 | NS      | $2164553.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                             | COMMON STOCK USD1.666666     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11800 | NS      | $1044182.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | COMMON STOCK USD1.0          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2400 | NS      | $1309464.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                      | COMMON STOCK USD.4           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     21900 | NS      | $2886639.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                     | COMMON STOCK                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     36371 | NS      | $2656174.13   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| NVR INC                                         | COMMON STOCK USD.01          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       200 | NS      | $922516.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                       | COMMON STOCK USD.2           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     52600 | NS      | $3313274.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                 | COMMON STOCK USD.01          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     11561 | NS      | $457237.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                          | COMMON STOCK USD1.0          | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $425040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                       | COMMON STOCK USD1.0          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      7902 | NS      | $418331.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP                                   | COMMON STOCK USD.15          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     15600 | NS      | $1272492.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                       | COMMON STOCK USD.01          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     24000 | NS      | $1576800.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                    | COMMON STOCK USD.01          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3500 | NS      | $308665.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                     | COMMON STOCK                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $730224.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                   | COMMON STOCK USD.001         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      7900 | NS      | $673870.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                      | COMMON STOCK USD1.0          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     20142 | NS      | $1993453.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                       | COMMON STOCK USD.01          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6800 | NS      | $869788.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                            | COMMON STOCK USD.5           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      7400 | NS      | $2153400.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                  | COMMON STOCK USD.01          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      5300 | NS      | $336444.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                     | COMMON STOCK USD.0001        | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      4600 | NS      | $528678.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                     | COMMON STOCK USD.01          | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      9500 | NS      | $427310.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                                 | COMMON STOCK USD1.0          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      8675 | NS      | $1216408.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                      | COMMON STOCK USD.05          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    324800 | NS      | $16642752.00  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                     | COMMON STOCK                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    154532 | NS      | $15640183.72  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS                     | COMMON STOCK USD1.0          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      2000 | NS      | $146800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL                           | COMMON STOCK                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6498 | NS      | $494107.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                    | COMMON STOCK USD.01          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     13700 | NS      | $3128943.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP                    | COMMON STOCK USD5.0          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     24100 | NS      | $3806354.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                     | COMMON STOCK USD.01          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      3400 | NS      | $343400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                        | COMMON STOCK USD.01          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     42600 | NS      | $1244772.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP                       | COMMON STOCK USD.01          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     15600 | NS      | $1309152.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER + GAMBLE CO/THE                         | COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     31200 | NS      | $4728672.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                                | COMMON STOCK USD1.0          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     37100 | NS      | $4812241.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                    | REIT USD.01                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     24350 | NS      | $2744975.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                       | COMMON STOCK USD1.0          | CUSIP: 743606105<br>LEI: 549300D003QRZFSQ4N43 | Long             | EC               | CORP              | US        |      5300 | NS      | $385204.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | COMMON STOCK USD.01          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     22400 | NS      | $2227904.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP                    | COMMON STOCK                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     38500 | NS      | $2358895.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                                  | COMMON STOCK USD.01          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19700 | NS      | $896941.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                    | COMMON STOCK USD.0001        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     53100 | NS      | $5837814.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | COMMON STOCK USD.01          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9900 | NS      | $1548756.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                               | COMMON STOCK USD.01          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2350 | NS      | $248324.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                            | COMMON STOCK USD.01          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     14000 | NS      | $350280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS                       | COMMON STOCK USD.001         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6000 | NS      | $4328940.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                          | COMMON STOCK USD.01          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     54700 | NS      | $1179332.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA                    | COMMON STOCK USD.01          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3897 | NS      | $553724.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL + ALUMINUM                       | COMMON STOCK                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4600 | NS      | $931224.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                      | COMMON STOCK USD1.0          | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2600 | NS      | $478998.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                           | COMMON STOCK USD.01          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8276 | NS      | $1067521.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                            | FIXED INC CLEARING CORP.REPO | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2566718 | PA      | $2566718.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                 | COMMON STOCK USD.01          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      8123 | NS      | $942836.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROWE T PRICE GOV RES FD                         | STIF-TYPE INSTRUMENT         | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   4672198 | PA      | $4672197.71   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                 | COMMON STOCK USD.1           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     11400 | NS      | $568632.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                         | COMMON STOCK USD.01          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      8200 | NS      | $478060.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                   | COMMON STOCK                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     35282 | NS      | $5452480.28   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING                    | COMMON STOCK EUR.01          | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      8800 | NS      | $355344.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL                      | COMMON STOCK USD1.0          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     12800 | NS      | $884992.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO/THE                         | COMMON STOCK USD1.0          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5200 | NS      | $1234116.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG REG                                  | COMMON STOCK NPV             | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     10563 | NS      | $1466066.64   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SKECHERS USA INC CL A                           | COMMON STOCK USD.001         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      7800 | NS      | $327210.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP ON INC                                     | COMMON STOCK USD1.0          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3900 | NS      | $891111.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                              | COMMON STOCK                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      5600 | NS      | $339976.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                 | COMMON STOCK USD5.0          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    117227 | NS      | $8371180.07   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Navigator Securities Lending Trust | Prime Portfolio              | CUSIP: 638995910<br>LEI: 5493005HD34MZLK62085 | Long             | STIV             | RF                | US        |  11203112 | NS      | $11203111.50  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                              | COMMON STOCK USD.005         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     15400 | NS      | $1504580.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                             | COMMON STOCK USD.001         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     26100 | NS      | $857646.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                          | COMMON STOCK USD1.0          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      3500 | NS      | $131425.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE GROUP INC                          | COMMON STOCK USD.2           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     12900 | NS      | $1406874.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                    | COMMON STOCK USD.01          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     13900 | NS      | $529312.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                             | COMMON STOCK CHF.57          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      6200 | NS      | $711760.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                           | COMMON STOCK USD1.0          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13200 | NS      | $2180904.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                     | COMMON STOCK USD.125         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     16600 | NS      | $1175280.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                    | COMMON STOCK USD1.0          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5209 | NS      | $2868544.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                               | COMMON STOCK USD1.0          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     17395 | NS      | $1384642.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                   | COMMON STOCK                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       500 | NS      | $78245.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                           | COMMON STOCK NPV             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     57957 | NS      | $10866357.93  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | COMMON STOCK USD5.0          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     76200 | NS      | $3278886.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC CL A                            | COMMON STOCK USD.1           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     16700 | NS      | $1039575.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| U HAUL HOLDING CO                               | COMMON STOCK USD.25          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1700 | NS      | $102323.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| U HAUL HOLDING CO NON VOTING                    | COMMON STOCK                 | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     15000 | NS      | $824700.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                        | COMMON STOCK                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     12100 | NS      | $448547.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                 | COMMON STOCK USD.01          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      3500 | NS      | $1641745.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                              | COMMON STOCK USD2.5          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      7000 | NS      | $1449490.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE CL B                      | COMMON STOCK USD.01          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     42200 | NS      | $7336048.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                              | COMMON STOCK USD.01          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4100 | NS      | $1457222.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                        | COMMON STOCK USD1.0          | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     13600 | NS      | $340680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | COMMON STOCK USD.01          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1713 | NS      | $908198.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES B                     | COMMON STOCK USD.01          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      5600 | NS      | $788984.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                      | COMMON STOCK USD.1           | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     11500 | NS      | $471845.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                      | COMMON STOCK USD.01          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     60200 | NS      | $2625322.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                               | COMMON STOCK USD.0001        | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $16550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                              | COMMON STOCK USD.01          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     23300 | NS      | $2955838.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                      | COMMON STOCK USD.1           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     69600 | NS      | $2742240.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                     | COMMON STOCK USD.01          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     26100 | NS      | $605520.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                              | COMMON STOCK USD.01          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      7500 | NS      | $461175.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                    | COMMON STOCK USD.01          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     49100 | NS      | $1834376.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                     | COMMON STOCK USD.1           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     32177 | NS      | $4562376.83   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                              | COMMON STOCK USD.01          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     21100 | NS      | $1833168.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                            | COMMON STOCK USD.01          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3800 | NS      | $356288.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO + CO                                | COMMON STOCK USD1.666        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    111229 | NS      | $4592645.41   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                | COMMON STOCK USD.01          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     18400 | NS      | $253368.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                     | COMMON STOCK                 | CUSIP: 96145D105<br>LEI: 549300JEB576INN13W07 | Long             | EC               | CORP              | US        |     13600 | NS      | $478176.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                 | REIT USD1.25                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     40940 | NS      | $1269140.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                  | COMMON STOCK USD1.0          | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4500 | NS      | $636570.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SONOMA INC                             | COMMON STOCK USD.01          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3600 | NS      | $413712.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WR BERKLEY CORP                                 | COMMON STOCK USD.2           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     15300 | NS      | $1110321.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                 | COMMON STOCK USD2.5          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     10495 | NS      | $735804.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM  BRANDS INC                                 | COMMON STOCK                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     10642 | NS      | $1363027.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                                | COMMON STOCK USD.001         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      9300 | NS      | $457188.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** MML Series Investment Fund II

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO