# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009608
**Filing Date:** 2023-2
**Character Count:** 144206
**Document Hash:** 9a7a105ba4dd492cfdb71fd37a83df81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009608.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009608

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664328

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Mid Cap Index Trust (Series ID: S000008285)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022620 | NAV          |  |
| C000022621 | Series I     | JECIX           |
| C000022622 | Series II    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Mid Cap Index Trust

- **b. EDGAR series identifier (if any):** S000008285

- **c. LEI of Series:** 549300U4B0KKF0IYMU85

**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:** $1140045037.07

**Total Liabilities:** $441628.81

**Net Assets:** $1139603408.26

**Cash Not Reported:** $2631047.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022620 | 10.48%               | 6.08%                | -5.58%               |
| Class ID C000022621 | 10.54%               | 6.03%                | -5.58%               |
| Class ID C000022622 | 10.43%               | 6.07%                | -5.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6173482.06              | $99563657.83                               |
| Month 2  | $-145592.67              | $66616662.30                               |
| Month 3  | $10971163.83             | $-79136212.50                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jones Lang LaSalle Incorporated                | JONES LANG LASALLE INC COMMON STOCK USD.01           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     25497 | NS      | $4063456.89   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                | J2 GLOBAL INC COMMON STOCK USD.01                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     25351 | NS      | $2005264.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                       | KBR INC COMMON STOCK USD.001                         | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73700 | NS      | $3891360.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                        | KB HOME COMMON STOCK USD1.0                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     44619 | NS      | $1421115.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                             | KEMPER CORP COMMON STOCK USD.1                       | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     34318 | NS      | $1688445.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                | KENNAMETAL INC COMMON STOCK USD1.25                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     43284 | NS      | $1041413.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                      | KILROY REALTY CORP REIT USD.01                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     56506 | NS      | $2185087.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                     | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01        | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11576 | NS      | $3027355.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                              | KIRBY CORP COMMON STOCK USD.1                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     32176 | NS      | $2070525.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                        | KITE REALTY GROUP TRUST REIT USD.01                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117697 | NS      | $2477521.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | KNIGHT-SWIFT TRANSPORTATION HO COMMON STOCK USD.001  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86324 | NS      | $4524240.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                             | KOHL'S CORP COMMON STOCK USD.01                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     62656 | NS      | $1582064.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                          | KYNDRYL HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109646 | NS      | $1219263.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc.                                 | LHC GROUP INC COMMON STOCK USD.01                    | CUSIP: 50187A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16668 | NS      | $2695048.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                      | LAMAR ADVERTISING CO REIT USD.001                    | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46876 | NS      | $4425094.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                   | LANCASTER COLONY CORP COMMON STOCK                   | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10657 | NS      | $2102626.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                           | LANDSTAR SYSTEM INC COMMON STOCK USD.01              | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19298 | NS      | $3143644.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                         | LANTHEUS HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36976 | NS      | $1884296.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation              | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01       | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73626 | NS      | $4776854.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                               | LEAR CORP COMMON STOCK USD.01                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     31751 | NS      | $3937759.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett and Platt Incorporated                 | LEGGETT and PLATT INC COMMON STOCK USD.01            | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     71219 | NS      | $2295388.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc.                      | LENNOX INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     17324 | NS      | $4144420.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                              | ESSENT GROUP LTD COMMON STOCK USD.015                | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57859 | NS      | $2249557.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                | GENPACT LTD COMMON STOCK USD.01                      | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90568 | NS      | $4195109.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                          | HELEN OF TROY LTD COMMON STOCK USD.1                 | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12887 | NS      | $1429297.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                      | JANUS HENDERSON GROUP PLC COMMON STOCK               | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     71191 | NS      | $1674412.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company    | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001       | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     33825 | NS      | $5388660.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LIVANOVA PLC COMMON STOCK GBP1.0                     | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28752 | NS      | $1596886.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                             | NVENT ELECTRIC PLC COMMON STOCK USD.01               | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     89488 | NS      | $3442603.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                    | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0       | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     23476 | NS      | $4324983.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company         | PERRIGO CO PLC COMMON STOCK EUR.001                  | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     72327 | NS      | $2465627.43   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                        | VALMONT INDUSTRIES INC COMMON STOCK USD1.0           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     11460 | NS      | $3789478.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                 | VALVOLINE INC COMMON STOCK USD.01                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     95093 | NS      | $3104786.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                    | VIASAT INC COMMON STOCK USD.0001                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     40604 | NS      | $1285116.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                              | VICOR CORP COMMON STOCK USD.01                       | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11974 | NS      | $643602.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret and Co.                      | VICTORIA'S SECRET and CO COMMON STOCK USD.01         | CUSIP: 926400102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43644 | NS      | $1561582.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                    | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     69603 | NS      | $1501336.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                            | VISTEON CORP COMMON STOCK                            | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15118 | NS      | $1977887.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                            | VONTIER CORP COMMON STOCK USD.0001                   | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84872 | NS      | $1640575.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                            | VOYA FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     52200 | NS      | $3209778.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc.                        | WASHINGTON FEDERAL INC COMMON STOCK USD1.0           | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35094 | NS      | $1177403.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                    | WATSCO INC COMMON STOCK USD.5                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     17868 | NS      | $4456279.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                  | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     14657 | NS      | $2143293.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                  | WEBSTER FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     93476 | NS      | $4425153.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                            | WENDY'S CO/THE COMMON STOCK USD.1                    | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91548 | NS      | $2071731.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                        | WERNER ENTERPRISES INC COMMON STOCK USD.01           | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     31575 | NS      | $1271209.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                      | WESTERN UNION CO/THE COMMON STOCK USD.01             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    207446 | NS      | $2856531.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                           | WESTLAKE CORP COMMON STOCK USD.01                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     18498 | NS      | $1896784.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                       | WEX INC COMMON STOCK USD.01                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     23418 | NS      | $3832355.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley and Sons Inc.                       | JOHN WILEY and SONS INC COMMON STOCK USD1.0          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     23066 | NS      | $924023.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                           | WILLIAMS-SONOMA INC COMMON STOCK USD.01              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     35836 | NS      | $4118273.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                  | WINGSTOP INC COMMON STOCK USD.01                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     16070 | NS      | $2211553.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                 | WINTRUST FINANCIAL CORP COMMON STOCK                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     32642 | NS      | $2758901.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                             | POST HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     29212 | NS      | $2636675.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                     | POTLATCHDELTIC CORP REIT USD1.0                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     43392 | NS      | $1908814.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                        | POWER INTEGRATIONS INC COMMON STOCK USD.001          | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30726 | NS      | $2203668.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                 | PRIMERICA INC COMMON STOCK                           | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19821 | NS      | $2811014.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                   | PROGYNY INC COMMON STOCK USD.0001                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40415 | NS      | $1258927.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                     | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49050 | NS      | $3564954.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                    | QUALYS INC COMMON STOCK USD.001                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     18570 | NS      | $2084111.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                      | RLI CORP COMMON STOCK USD1.0                         | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21695 | NS      | $2847902.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH COMMON STOCK USD.0001                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     10324 | NS      | $2758469.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                         | RPM INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     69350 | NS      | $6758157.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                       | RXO INC COMMON STOCK                                 | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61838 | NS      | $1063613.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                    | RANGE RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    129804 | NS      | $3247696.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                  | RAYONIER INC REIT                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     78657 | NS      | $2592534.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                      | REGAL BELOIT CORP COMMON STOCK USD.01                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     35535 | NS      | $4263489.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated      | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01   | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     35903 | NS      | $5101457.27   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel and Aluminum Co.                | RELIANCE STEEL and ALUMINUM CO COMMON STOCK          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     31528 | NS      | $6382528.32   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                           | REPLIGEN CORP COMMON STOCK USD.01                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     27739 | NS      | $4696490.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                 | REXFORD INDUSTRIAL REALTY INC REIT USD.01            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     98570 | NS      | $5385864.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                    | R1 RCM INC COMMON STOCK USD.01                       | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73835 | NS      | $808493.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                | ROYAL GOLD INC COMMON STOCK USD.01                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     35263 | NS      | $3974845.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                              | RYDER SYSTEM INC COMMON STOCK USD.5                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     26994 | NS      | $2255888.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                        | SEI INVESTMENTS CO COMMON STOCK USD.01               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     55045 | NS      | $3209123.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                          | SL GREEN REALTY CORP REIT USD.01                     | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34550 | NS      | $1165026.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                | EQUITRANS MIDSTREAM CORP COMMON STOCK                | CUSIP: 294600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232484 | NS      | $1557642.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                               | ESAB CORP COMMON STOCK USD.001                       | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27754 | NS      | $1302217.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                       | AQUA AMERICA INC COMMON STOCK USD.5                  | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128219 | NS      | $6119892.87   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                         | EURONET WORLDWIDE INC COMMON STOCK USD.02            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     25309 | NS      | $2388663.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                  | EVERCORE INC COMMON STOCK USD.01                     | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19194 | NS      | $2093681.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                  | EXELIXIS INC COMMON STOCK USD.001                    | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173276 | NS      | $2779347.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                       | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     17762 | NS      | $3009415.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                             | FNB CORP/PA COMMON STOCK USD.01                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    188437 | NS      | $2459102.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                            | FTI CONSULTING INC COMMON STOCK USD.01               | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     18492 | NS      | $2936529.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | FAIR ISAAC CORP COMMON STOCK USD.01                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     13417 | NS      | $8031147.86   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                          | FEDERATED INVESTORS INC COMMON STOCK                 | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     45412 | NS      | $1648909.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation           | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     55621 | NS      | $2911203.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     69729 | NS      | $2398677.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                      | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    288261 | NS      | $7062394.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.             | FIRST INDUSTRIAL REALTY TRUST REIT USD.01            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70981 | NS      | $3425543.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                        | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20154 | NS      | $1751584.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                | FIVE BELOW INC COMMON STOCK USD.01                   | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29818 | NS      | $5273909.66   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                              | FLUOR CORP COMMON STOCK USD.01                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     76328 | NS      | $2645528.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                             | FLOWERS FOODS INC COMMON STOCK USD.01                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    103210 | NS      | $2966255.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                          | FLOWSERVE CORP COMMON STOCK USD1.25                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     70208 | NS      | $2153981.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                              | LIFE STORAGE INC REIT USD.01                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     45660 | NS      | $4497510.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                 | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK           | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     31016 | NS      | $4481501.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                             | LITHIA MOTORS INC COMMON STOCK                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     14686 | NS      | $3006811.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                | LITTELFUSE INC COMMON STOCK USD.01                   | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     13299 | NS      | $2928439.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                  | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     38514 | NS      | $2280028.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                         | LUMENTUM HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     36636 | NS      | $1911300.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc.                       | MDU RESOURCES GROUP INC COMMON STOCK USD1.0          | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109238 | NS      | $3314280.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                    | MGIC INVESTMENT CORP COMMON STOCK USD1.0             | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159558 | NS      | $2074254.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                           | MKS INSTRUMENTS INC COMMON STOCK                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     30725 | NS      | $2603329.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                              | MP MATERIALS CORP COMMON STOCK USD.0001              | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49594 | NS      | $1204142.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                        | MSA SAFETY INC COMMON STOCK                          | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19793 | NS      | $2853952.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                    | APARTMENT INCOME REIT CORP REIT USD.01               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80539 | NS      | $2763293.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                | APTARGROUP INC COMMON STOCK USD.01                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     35070 | NS      | $3856998.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                         | ARROW ELECTRONICS INC COMMON STOCK USD1.0            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     33041 | NS      | $3455097.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                 | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     56861 | NS      | $2306282.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                   | ASHLAND GLOBAL HOLDINGS INC COMMON STOCK             | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26756 | NS      | $2877072.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                           | ASSOCIATED BANC-CORP COMMON STOCK USD.01             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     80771 | NS      | $1865002.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                | AUTONATION INC COMMON STOCK USD.01                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18374 | NS      | $1971530.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                             | AVIENT CORP COMMON STOCK USD.01                      | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     45923 | NS      | $1550360.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                         | AVIS BUDGET GROUP INC COMMON STOCK USD.01            | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13365 | NS      | $2190924.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                     | AVNET INC COMMON STOCK USD1.0                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     49162 | NS      | $2044155.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                           | AXON ENTERPRISE INC COMMON STOCK USD.00001           | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36318 | NS      | $6026245.74   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                 | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     25366 | NS      | $2072402.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.       | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27449 | NS      | $1728738.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                           | MACERICH CO/THE REIT USD.01                          | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115380 | NS      | $1299178.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                    | MACY'S INC COMMON STOCK USD.01                       | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145573 | NS      | $3006082.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                      | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01         | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33519 | NS      | $4069206.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                             | MANPOWERGROUP INC COMMON STOCK USD.01                | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     27159 | NS      | $2259900.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation       | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01   | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     20585 | NS      | $2770535.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                             | MASIMO CORP COMMON STOCK USD.001                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     25978 | NS      | $3843445.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                    | MASTEC INC COMMON STOCK USD.1                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     31674 | NS      | $2702742.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                      | MATADOR RESOURCES CO COMMON STOCK USD.01             | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60301 | NS      | $3451629.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                    | MATTEL INC COMMON STOCK USD1.0                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    190381 | NS      | $3396397.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                            | GLOBUS MEDICAL INC COMMON STOCK USD.001              | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41585 | NS      | $3088517.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company           | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    151950 | NS      | $1542292.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                     | GRACO INC COMMON STOCK USD1.0                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     90532 | NS      | $6089182.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                        | GRAHAM HOLDINGS CO COMMON STOCK USD1.0               | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2062 | NS      | $1245881.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                    | GRAND CANYON EDUCATION INC COMMON STOCK USD.01       | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16476 | NS      | $1740854.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                     | GREIF INC COMMON STOCK                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     13755 | NS      | $922410.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.              | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01   | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72557 | NS      | $4800371.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                     | BANK OF HAWAII CORP COMMON STOCK USD.01              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     21494 | NS      | $1667074.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                       | BANK OZK COMMON STOCK                                | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59464 | NS      | $2382127.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                    | BELDEN INC COMMON STOCK USD.01                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     22995 | NS      | $1653340.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                           | BELLRING BRANDS INC COMMON STOCK USD.01              | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72759 | NS      | $1865540.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                        | BLACK HILLS CORP COMMON STOCK USD1.0                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     34959 | NS      | $2459016.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                 | BLACKBAUD INC COMMON STOCK USD.001                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     23959 | NS      | $1410226.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                               | HandR BLOCK INC COMMON STOCK                         | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83516 | NS      | $3049169.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                   | BOSTON BEER CO INC/THE COMMON STOCK USD.01           | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5064 | NS      | $1668689.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                        | BOYD GAMING CORP COMMON STOCK USD.01                 | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42612 | NS      | $2323632.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                     | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37136 | NS      | $1903962.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                            | BRINK'S CO/THE COMMON STOCK USD1.0                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     24952 | NS      | $1340171.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                    | BRIXMOR PROPERTY GROUP INC REIT USD.01               | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161109 | NS      | $3652341.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                    | BROOKS AUTOMATION INC COMMON STOCK USD.01            | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     40300 | NS      | $2346266.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                             | BRUKER CORP COMMON STOCK USD.01                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     53728 | NS      | $3672308.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                          | BRUNSWICK CORP/DE COMMON STOCK USD.75                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     38950 | NS      | $2807516.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                      | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     79061 | NS      | $5129477.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                       | CNO FINANCIAL GROUP INC COMMON STOCK USD.01          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     61456 | NS      | $1404269.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                      | CNX RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     96951 | NS      | $1632654.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc.                                 | CABLE ONE INC COMMON STOCK USD.01                    | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2590 | NS      | $1843717.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                              | CABOT CORP COMMON STOCK USD1.0                       | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     30216 | NS      | $2019637.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                 | CREE INC COMMON STOCK USD.00125                      | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     66726 | NS      | $4606763.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                  | WOODWARD INC COMMON STOCK USD.00292                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     32319 | NS      | $3122338.59   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc.             | WORLD WRESTLING ENTERTAINMENT COMMON STOCK USD.01    | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     23260 | NS      | $1593775.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc.                    | WORTHINGTON INDUSTRIES INC COMMON STOCK              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     16289 | NS      | $809726.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01   | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47447 | NS      | $3383445.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                       | XPO LOGISTICS INC COMMON STOCK USD.001               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     61864 | NS      | $2059452.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                     | XEROX HOLDINGS CORP COMMON STOCK USD1.0              | CUSIP: 98421M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60183 | NS      | $878671.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                             | YETI HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46331 | NS      | $1913933.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0323                       | SandP MID 400 EMINI 0323                             | CUSIP: ADI22QQ76<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       151 | NC      | $-551758.28   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                  | ADIENT PLC COMMON STOCK USD.001                      | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     50933 | NS      | $1766865.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                         | CAPRI HOLDINGS LTD COMMON STOCK                      | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     69186 | NS      | $3965741.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                        | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     78138 | NS      | $2934081.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                          | SYNNEX CORP COMMON STOCK USD.001                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     22584 | NS      | $2138930.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc.                             | SYNEOS HEALTH INC COMMON STOCK USD.01                | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     55279 | NS      | $2027633.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                      | TANDEM DIABETES CARE INC COMMON STOCK                | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     34541 | NS      | $1552617.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation               | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001   | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58203 | NS      | $1766461.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                     | TEGNA INC COMMON STOCK USD1.0                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    119852 | NS      | $2539663.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc.                | TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD.01   | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     91851 | NS      | $3153244.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                   | TENET HEALTHCARE CORP COMMON STOCK USD.05            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     58082 | NS      | $2833820.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                           | TERADATA CORP COMMON STOCK USD.01                    | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     54686 | NS      | $1840730.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                              | TEREX CORP COMMON STOCK USD.01                       | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     36260 | NS      | $1549027.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                | TETRA TECH INC COMMON STOCK USD.01                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     28461 | NS      | $4132252.59   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                   | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47554 | NS      | $1388101.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                        | HF SINCLAIR CORP COMMON STOCK                        | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72246 | NS      | $3748844.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                        | HAEMONETICS CORP COMMON STOCK USD.01                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     27186 | NS      | $2138178.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                     | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001       | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72635 | NS      | $4132931.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                    | HANCOCK WHITNEY CORP COMMON STOCK USD3.33            | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     46033 | NS      | $2227536.87   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                               | HANESBRANDS INC COMMON STOCK USD.01                  | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    187450 | NS      | $1192182.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.               | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     19104 | NS      | $2581523.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                           | HARLEY-DAVIDSON INC COMMON STOCK USD.01              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     71461 | NS      | $2972777.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.              | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK          | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     58806 | NS      | $2461031.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                              | HEALTHEQUITY INC COMMON STOCK USD.0001               | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45409 | NS      | $2799010.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated           | HEALTHCARE REALTY TRUST INC REIT USD.01              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    204439 | NS      | $3939539.53   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                               | FOOT LOCKER INC COMMON STOCK USD.01                  | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     42603 | NS      | $1609967.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortune Brands Innovations Inc.                | FORTUNE BRANDS HOME and SECURITY COMMON STOCK USD.01 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     68891 | NS      | $3934365.01   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                      | FOX FACTORY HOLDING CORP COMMON STOCK USD.001        | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22705 | NS      | $2071377.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc             | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119768 | NS      | $3051688.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                   | FULTON FINANCIAL CORP COMMON STOCK USD2.5            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     89975 | NS      | $1514279.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                               | GATX CORP COMMON STOCK USD.625                       | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     18909 | NS      | $2010783.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                             | GXO LOGISTICS INC COMMON STOCK USD.01                | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63731 | NS      | $2720676.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                 | GAMESTOP CORP COMMON STOCK USD.001                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    135780 | NS      | $2506498.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| The Gap Inc.                                   | GAP INC/THE COMMON STOCK USD.05                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    113317 | NS      | $1278215.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                             | GENTEX CORP COMMON STOCK USD.06                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    126014 | NS      | $3436401.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                           | GLACIER BANCORP INC COMMON STOCK USD.01              | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59503 | NS      | $2940638.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                               | AGCO CORP COMMON STOCK USD.01                        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     33261 | NS      | $4612968.09   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                              | ASGN INC COMMON STOCK USD.01                         | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     26806 | NS      | $2184152.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                 | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     48872 | NS      | $4023143.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                             | ACI WORLDWIDE INC COMMON STOCK USD.005               | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60366 | NS      | $1388418.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc.                             | ACUITY BRANDS INC COMMON STOCK USD.01                | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17275 | NS      | $2860912.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM COMMON STOCK USD.01                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     75018 | NS      | $6371278.74   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                 | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     20235 | NS      | $3205831.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                              | ALCOA CORP COMMON STOCK USD.01                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     95048 | NS      | $4321832.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                      | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01         | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34941 | NS      | $1048928.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                    | ALLETE INC COMMON STOCK                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     30707 | NS      | $1980908.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                  | AMEDISYS INC COMMON STOCK USD.001                    | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17454 | NS      | $1458107.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                  | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     37505 | NS      | $5148686.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                          | AMKOR TECHNOLOGY INC COMMON STOCK USD.001            | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53955 | NS      | $1293840.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                 | ANNALY CAPITAL MANAGEMENT INC REIT USD.01            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    251332 | NS      | $5298078.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                   | ANTERO RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    148331 | NS      | $4596777.69   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                   | ANTERO MIDSTREAM CORP COMMON STOCK                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179925 | NS      | $1941390.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                  | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     26805 | NS      | $1616609.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                           | TEXAS ROADHOUSE INC COMMON STOCK USD.001             | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35946 | NS      | $3269288.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                           | THOR INDUSTRIES INC COMMON STOCK USD.1               | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28837 | NS      | $2176905.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                             | TIMKEN CO/THE COMMON STOCK                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     35560 | NS      | $2513025.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                             | TOLL BROTHERS INC COMMON STOCK USD.01                | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56618 | NS      | $2826370.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                 | TOPBUILD CORP COMMON STOCK                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     17175 | NS      | $2687715.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                               | TORO CO/THE COMMON STOCK USD1.0                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     55977 | NS      | $6336596.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                           | TRAVEL + LEISURE CO COMMON STOCK USD.01              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     43663 | NS      | $1589333.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                              | TREX CO INC COMMON STOCK USD.01                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58950 | NS      | $2495353.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                               | TRIPADVISOR INC COMMON STOCK USD.001                 | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56289 | NS      | $1012076.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                | UGI CORP COMMON STOCK                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    112477 | NS      | $4169522.39   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                      | UMB FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     23357 | NS      | $1950776.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                    | UMPQUA HOLDINGS CORP COMMON STOCK                    | CUSIP: 904214103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116600 | NS      | $2081310.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                              | UNDER ARMOUR INC COMMON STOCK USD.000333             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    101362 | NS      | $1029837.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                              | UNDER ARMOUR INC COMMON STOCK USD.000333             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    105839 | NS      | $944083.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                         | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5         | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72337 | NS      | $2928925.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                | UNITED STATES STEEL CORP COMMON STOCK USD1.0         | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    125847 | NS      | $3152467.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                | UNITED THERAPEUTICS CORP COMMON STOCK USD.01         | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24483 | NS      | $6808477.47   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                          | UNIVAR SOLUTIONS INC COMMON STOCK USD.01             | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     87651 | NS      | $2787301.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                  | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01           | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23345 | NS      | $2522193.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | UNUM GROUP COMMON STOCK USD.1                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    100456 | NS      | $4121709.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                        | VALLEY NATIONAL BANCORP COMMON STOCK                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    225766 | NS      | $2553413.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                  | JH COLLATERAL                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   3841650 | NS      | $38400368.47  | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc.                | NATIONAL RETAIL PROPERTIES INC REIT USD.01           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     96013 | NS      | $4393554.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust              | NATIONAL STORAGE AFFILIATES TR REIT USD.01           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45395 | NS      | $1639667.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                            | NAVIENT CORP COMMON STOCK USD.01                     | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     56823 | NS      | $934738.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                             | NEOGEN CORP COMMON STOCK USD.16                      | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    116091 | NS      | $1768065.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                    | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     51642 | NS      | $6168120.48   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation               | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     51693 | NS      | $2565006.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01   | CUSIP: 649445103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    365443 | NS      | $3142809.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                     | NEW YORK TIMES CO/THE COMMON STOCK USD.1             | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88441 | NS      | $2870794.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                          | NEWMARKET CORP COMMON STOCK                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3659 | NS      | $1138351.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                       | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01          | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20256 | NS      | $3545407.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc.                                 | NORDSTROM INC COMMON STOCK                           | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     59839 | NS      | $965801.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corporation                       | NORTHWESTERN CORP COMMON STOCK USD.01                | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     31038 | NS      | $1841794.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                   | NOVANTA INC COMMON STOCK                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19172 | NS      | $2604899.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                               | OGE ENERGY CORP COMMON STOCK USD.01                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    107547 | NS      | $4253483.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                           | OLD NATIONAL BANCORP/IN COMMON STOCK                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    157336 | NS      | $2828901.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation         | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0   | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152026 | NS      | $3671427.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | OLIN CORP COMMON STOCK USD1.0                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     68424 | NS      | $3622366.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.           | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001  | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31269 | NS      | $1464639.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                | OMEGA HEALTHCARE INVESTORS INC REIT USD.1            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    125800 | NS      | $3516110.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                  | OMNICELL INC COMMON STOCK USD.001                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     23985 | NS      | $1209323.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                   | ONE GAS INC COMMON STOCK                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     29084 | NS      | $2202240.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                        | OPTION CARE HEALTH INC COMMON STOCK USD.0001         | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     83058 | NS      | $2499215.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                             | HEXCEL CORP COMMON STOCK USD.01                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     45216 | NS      | $2660961.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc.                      | HIGHWOODS PROPERTIES INC REIT USD.01                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     56511 | NS      | $1581177.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                           | HOME BANCSHARES INC/AR COMMON STOCK USD.01           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101900 | NS      | $2322301.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                           | HUBBELL INC COMMON STOCK USD.01                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     28850 | NS      | $6770518.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc.                                       | IAA INC COMMON STOCK USD.01                          | CUSIP: 449253103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71857 | NS      | $2874280.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                               | ICU MEDICAL INC COMMON STOCK USD.1                   | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10822 | NS      | $1704248.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                      | IPG PHOTONICS CORP COMMON STOCK USD.0001             | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     17271 | NS      | $1635045.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                       | ITT INC COMMON STOCK USD1.0                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     44425 | NS      | $3602867.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                   | IDACORP INC COMMON STOCK                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     27161 | NS      | $2929313.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc.                             | INARI MEDICAL INC COMMON STOCK USD.001               | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25940 | NS      | $1648746.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                 | INDEPENDENCE REALTY TRUST INC REIT USD.01            | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120245 | NS      | $2027330.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                    | COLUMBIA SPORTSWEAR CO COMMON STOCK                  | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     19019 | NS      | $1665684.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                       | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61261 | NS      | $4170036.27   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                      | COMMERCIAL METALS CO COMMON STOCK USD.01             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     63035 | NS      | $3044590.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                         | COMMVAULT SYSTEMS INC COMMON STOCK USD.01            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     23922 | NS      | $1503258.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                         | CONCENTRIX CORP COMMON STOCK                         | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22760 | NS      | $3030721.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                        | QUIDELORTHO CORP COMMON STOCK USD.001                | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28738 | NS      | $2461984.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust              | CORPORATE OFFICE PROPERTIES TR REIT USD.01           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     60392 | NS      | $1566568.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                      | COTY INC COMMON STOCK USD.01                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    196368 | NS      | $1680910.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                | COUSINS PROPERTIES INC REIT USD1.0                   | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81349 | NS      | $2057316.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.          | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01   | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     11908 | NS      | $1128163.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                             | CRANE HOLDINGS CO COMMON STOCK USD1.0                | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25636 | NS      | $2575136.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                     | CROCS INC COMMON STOCK USD.001                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     33169 | NS      | $3596514.67   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                      | CUBESMART REIT USD.01                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120639 | NS      | $4855719.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                      | CULLEN/FROST BANKERS INC COMMON STOCK USD.01         | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34541 | NS      | $4618131.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                     | CURTISS-WRIGHT CORP COMMON STOCK USD1.0              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     20579 | NS      | $3436487.21   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                              | DTE MIDSTREAM LLC COMMON STOCK                       | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51973 | NS      | $2872027.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                              | DANA INC COMMON STOCK USD.01                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     68537 | NS      | $1036964.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                       | DARLING INGREDIENTS INC COMMON STOCK USD.01          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     86096 | NS      | $5388748.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                    | DECKERS OUTDOOR CORP COMMON STOCK USD.01             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     14218 | NS      | $5675256.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                     | DICK'S SPORTING GOODS INC COMMON STOCK USD.01        | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29869 | NS      | $3592942.01   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                         | DONALDSON CO INC COMMON STOCK USD5.0                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     65784 | NS      | $3872704.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                            | DOUGLAS EMMETT INC REIT USD.01                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94431 | NS      | $1480678.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                   | MAXIMUS INC COMMON STOCK                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     32527 | NS      | $2385204.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                  | MEDICAL PROPERTIES TRUST INC REIT USD.001            | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321238 | NS      | $3578591.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                          | MEDPACE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     13532 | NS      | $2874332.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc.                           | MERCURY SYSTEMS INC COMMON STOCK USD.01              | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31147 | NS      | $1393516.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                       | MIDDLEBY CORP/THE COMMON STOCK USD.01                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     28946 | NS      | $3875869.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                         | MURPHY OIL CORP COMMON STOCK USD1.0                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     78498 | NS      | $3376198.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                | MURPHY USA INC COMMON STOCK                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     11166 | NS      | $3121343.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                | NCR CORP COMMON STOCK USD.01                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     73810 | NS      | $1727892.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                        | NOV INC COMMON STOCK USD.01                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    211010 | NS      | $4407998.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                      | NATIONAL FUEL GAS CO COMMON STOCK USD1.0             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     49141 | NS      | $3110625.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation               | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01        | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     70140 | NS      | $2588166.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                 | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     21727 | NS      | $1055714.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation              | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1        | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     22582 | NS      | $1646679.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International              | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     82623 | NS      | $5712554.22   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                      | SILICON LABORATORIES INC COMMON STOCK USD.0001       | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     17879 | NS      | $2425643.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                 | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01     | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22883 | NS      | $2028806.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                             | SITIME CORP COMMON STOCK USD.0001                    | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8638 | NS      | $877793.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                           | SKECHERS U.S.A. INC COMMON STOCK USD.001             | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72097 | NS      | $3024469.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                        | SONOCO PRODUCTS CO COMMON STOCK                      | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     52382 | NS      | $3180111.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                          | SOTERA HEALTH CO COMMON STOCK USD.01                 | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53041 | NS      | $441831.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                    | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0       | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33146 | NS      | $2051074.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                    | SOUTHWESTERN ENERGY CO COMMON STOCK USD.01           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    592830 | NS      | $3468055.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                     | SPIRE INC COMMON STOCK USD1.0                        | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     28199 | NS      | $1941783.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc.                     | SPIRIT REALTY CAPITAL INC REIT USD.05                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     75023 | NS      | $2995668.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                    | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001      | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56862 | NS      | $1840622.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                         | STAAR SURGICAL CO COMMON STOCK USD.01                | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25896 | NS      | $1256991.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc.                                | STERICYCLE INC COMMON STOCK USD.01                   | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     49520 | NS      | $2470552.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                         | STIFEL FINANCIAL CORP COMMON STOCK USD.15            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     57093 | NS      | $3332518.41   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corporation                      | STORE CAPITAL CORP REIT USD.01                       | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    142744 | NS      | $4576372.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                           | SUNPOWER CORP COMMON STOCK USD.001                   | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     45849 | NS      | $826657.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                    | SUNRUN INC COMMON STOCK USD.0001                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    114477 | NS      | $2749737.54   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                      | SUPER MICRO COMPUTER INC COMMON STOCK USD.001        | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     25281 | NS      | $2075570.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                         | SYNAPTICS INC COMMON STOCK USD.001                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     21418 | NS      | $2038136.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                          | DYCOM INDUSTRIES INC COMMON STOCK USD.333            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     15824 | NS      | $1481126.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                 | DYNATRACE INC COMMON STOCK USD.001                   | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108242 | NS      | $4145668.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                 | EPR PROPERTIES REIT USD.01                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     40300 | NS      | $1520116.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                           | EAGLE MATERIALS INC COMMON STOCK USD.01              | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19793 | NS      | $2629500.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                         | EAST WEST BANCORP INC COMMON STOCK USD.001           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75715 | NS      | $4989618.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                      | EASTGROUP PROPERTIES INC REIT                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     23407 | NS      | $3465640.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                               | EMCOR GROUP INC COMMON STOCK USD.01                  | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25600 | NS      | $3791616.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc.                          | ASPEN TECHNOLOGY INC COMMON STOCK                    | CUSIP: 29109X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15602 | NS      | $3204650.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                   | ENCOMPASS HEALTH CORP COMMON STOCK USD.01            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     53605 | NS      | $3206115.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                        | ENERGIZER HOLDINGS INC COMMON STOCK                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     35598 | NS      | $1194312.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                        | ENERSYS COMMON STOCK USD.01                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     21933 | NS      | $1619532.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc.                                 | ENVESTNET INC COMMON STOCK                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     29721 | NS      | $1833785.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                   | ENVISTA HOLDINGS CORP COMMON STOCK                   | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87586 | NS      | $2949020.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                | SLM CORP COMMON STOCK USD.2                          | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134402 | NS      | $2231073.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                    | SABRA HEALTHCARE REIT REIT USD.01                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    124077 | NS      | $1542277.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                      | SAIA INC COMMON STOCK USD.001                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     14215 | NS      | $2980601.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     29614 | NS      | $3285081.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                          | SCIENTIFIC GAMES CORP COMMON STOCK USD.001           | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50320 | NS      | $2948752.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                 | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0    | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32379 | NS      | $2869103.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ShockWave Medical Inc.                         | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001           | CUSIP: 82489T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19415 | NS      | $3991918.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                           | SILGAN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     44941 | NS      | $2329741.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                        | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     26194 | NS      | $2265257.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                            | OSHKOSH CORP COMMON STOCK USD.01                     | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35129 | NS      | $3098026.51   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | OWENS CORNING COMMON STOCK USD.001                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     50203 | NS      | $4282315.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                | PBF ENERGY INC COMMON STOCK USD.001                  | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61398 | NS      | $2503810.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc.                                | PDC ENERGY INC COMMON STOCK USD.01                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     49499 | NS      | $3142196.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                             | PNM RESOURCES INC COMMON STOCK                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     46110 | NS      | $2249706.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                      | PVH CORP COMMON STOCK USD1.0                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     35036 | NS      | $2473191.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                | PACWEST BANCORP COMMON STOCK                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     63286 | NS      | $1452413.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                 | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     17270 | NS      | $1421493.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels and Resorts Inc.                   | PARK HOTELS and RESORTS INC REIT USD.01              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    120784 | NS      | $1424043.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                       | PATTERSON COS INC COMMON STOCK USD.01                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     46536 | NS      | $1304404.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                  | PAYLOCITY HOLDING CORP COMMON STOCK USD.001          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     22131 | NS      | $4299168.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                        | PEBBLEBROOK HOTEL TRUST REIT USD.01                  | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70626 | NS      | $945682.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc.                        | PENN ENTERTAINMENT INC COMMON STOCK USD.01           | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83327 | NS      | $2474811.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Penumbra Inc.                                  | PENUMBRA INC COMMON STOCK USD.001                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     20402 | NS      | $4538628.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                 | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     83626 | NS      | $4882922.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                        | PHYSICIANS REALTY TRUST REIT USD.01                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    122619 | NS      | $1774296.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                    | PILGRIM'S PRIDE CORP COMMON STOCK USD.01             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     24135 | NS      | $572723.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.               | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     41071 | NS      | $3014611.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                   | POLARIS INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     29267 | NS      | $2955967.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company              | PORTLAND GENERAL ELECTRIC CO COMMON STOCK            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     47957 | NS      | $2349893.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                           | INGEVITY CORP COMMON STOCK USD.01                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     18871 | NS      | $1329273.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                         | INGREDION INC COMMON STOCK USD.01                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     35215 | NS      | $3448604.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                 | INSPERITY INC COMMON STOCK USD.01                    | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19155 | NS      | $2176008.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01    | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     39032 | NS      | $2188524.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                 | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01    | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55262 | NS      | $3998205.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                        | CACI INTERNATIONAL INC COMMON STOCK USD.1            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     12622 | NS      | $3794046.98   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | CADENCE BANK COMMON STOCK USD2.5                     | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98007 | NS      | $2416852.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                     | CALIX INC COMMON STOCK                               | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30584 | NS      | $2092863.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                  | CALLAWAY GOLF CO COMMON STOCK USD.01                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     74474 | NS      | $1470861.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                | CARLISLE COS INC COMMON STOCK USD1.0                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     27781 | NS      | $6546592.65   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                  | CARTER'S INC COMMON STOCK USD.01                     | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20500 | NS      | $1529505.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                    | CASEY'S GENERAL STORES INC COMMON STOCK NPV          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     20013 | NS      | $4489916.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                         | CATHAY GENERAL BANCORP COMMON STOCK USD.01           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     39974 | NS      | $1630539.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                          | CELSIUS HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21702 | NS      | $2257876.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                          | CHAMPIONX CORP COMMON STOCK USD.01                   | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107094 | NS      | $3104655.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                          | CHART INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     19271 | NS      | $2220597.33   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                             | CHEMED CORP COMMON STOCK USD1.0                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      7988 | NS      | $4077314.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                           | CHEMOURS CO/THE COMMON STOCK                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     81071 | NS      | $2482394.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.               | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     14888 | NS      | $1676984.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                   | CHURCHILL DOWNS INC COMMON STOCK                     | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17681 | NS      | $3738293.83   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                              | CIENA CORP COMMON STOCK USD.01                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     79580 | NS      | $4056988.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                              | CIRRUS LOGIC INC COMMON STOCK USD.001                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     29578 | NS      | $2202969.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                             | CLEAN HARBORS INC COMMON STOCK USD.01                | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27015 | NS      | $3082951.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                          | CLEVELAND-CLIFFS INC COMMON STOCK USD.125            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    276814 | NS      | $4459473.54   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                    | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2473 | NS      | $1267066.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                             | COGNEX CORP COMMON STOCK USD.002                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     92896 | NS      | $4376330.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                 | II VI INC COMMON STOCK                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     74503 | NS      | $2615055.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                             | ENOVIS CORP COMMON STOCK USD.001                     | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25597 | NS      | $1369951.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation           | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     28362 | NS      | $1297845.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                    | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001      | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67494 | NS      | $3469191.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                           | JBG SMITH PROPERTIES REIT USD.01                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53180 | NS      | $1009356.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                     | JABIL INC COMMON STOCK USD.001                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     72326 | NS      | $4932633.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                 | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     98408 | NS      | $3373426.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                    | JETBLUE AIRWAYS CORP COMMON STOCK USD.01             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    173985 | NS      | $1127422.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer