# EDGAR Filing Document

**Accession Number:** 0001424958
**File Stem:** 0001193125-26-287421
**Filing Date:** 2026-6
**Character Count:** 190616
**Document Hash:** 0f5d5ccbe5630934511617913908f7e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-287421.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001193125-26-287421

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Direxion Shares ETF Trust
- **CENTRAL INDEX KEY:** 0001424958

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22201
- **FILM NUMBER:** 261132139

**BUSINESS ADDRESS:**
- **STREET 1:** 535 MADISON AVENUE
- **STREET 2:** 37TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 646-572-3390

**MAIL ADDRESS:**
- **STREET 1:** 535 MADISON AVENUE
- **STREET 2:** 37TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Direxion ETF Trust
- **DATE OF NAME CHANGE:** 20080124

## Series and Classes Contracts Data

### Direxion Daily S&P 500(R) Bull 3X ETF (Series ID: S000022767)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000065895 | Direxion Daily S&P 500(R) Bull 3X ETF | SPXL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Direxion Shares ETF Trust

- **b. Investment Company Act file number:** 811-22201

- **c. CIK number of Registrant:** 0001424958

- **d. LEI of Registrant:** 549300M501IVJM50FG12

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

  - **Street Address 1:** 1301 Avenue of the Americas (6th Avenue)

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 646-572-3390

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

- **a. Name of Series:** Direxion Daily S&P 500 Bull 3X Shares

- **b. EDGAR series identifier (if any):** S000022767

- **c. LEI of Series:** WJRYIWB43R3GOXOHLG28

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $6410972178.14

**Total Liabilities:** $481601368.39

**Net Assets:** $5929370809.75

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000065895 | -3.42%               | -15.65%              | 33.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3041468.63              | $-38818807.08                              |
| Month 2  | $-58106004.41            | $-143363950.84                             |
| Month 3  | $46864723.33             | $321054688.00                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Incorporated                           | Aflac Incorporated COM USD0.10                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      31577 | NS      | $3589357.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                               | The AES Corporation COM USD0.01                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      48177 | NS      | $696157.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T INC                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     473585 | NS      | $12374776.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | ABBOTT LABORATORIES                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     117644 | NS      | $10680898.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                  | AbbVie Inc. COM USD0.01                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     119569 | NS      | $25267321.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc COM USD0.0001                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      27768 | NS      | $6833704.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                   | Advanced Micro Devices, Inc. COM USD0.01                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     110293 | NS      | $39097765.57   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                    | AGILENT TECHNOLOGIES INC                                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      19128 | NS      | $2210240.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                   | Airbnb Inc COM CL A                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      28648 | NS      | $4021033.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC               | Air Products & Chemicals, Inc. COM USD1                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      15069 | NS      | $4521453.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                    | Akamai Technologies, Inc. COM USD0.01                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       9739 | NS      | $1002922.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp COM USD0.01                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       7974 | NS      | $1568485.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC          | Alexandria Real Estate Equities, Inc. COM USD0.01                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      10554 | NS      | $427542.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                        | Align Technology Inc. COM USD0.0001                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       4514 | NS      | $794509.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                   | Alliant Energy Corporation COM USD0.01                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      17395 | NS      | $1277314.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP (THE)                          | The Allstate Corporation COM USD0.01                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      17583 | NS      | $3820082.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                | Alphabet Inc. CAP USD0.001 CL C                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     316383 | NS      | $120839323.02  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                | Alphabet Inc. CAP STK USD0.001 CL A                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     393850 | NS      | $151553480.00  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | ALTRIA GROUP INC                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     113563 | NS      | $8250351.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc. COM USD0.01                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     660859 | NS      | $175167286.54  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                  | Ameren Corporation COM USD0.01                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      18692 | NS      | $2124345.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC          | American Electric Power Co, Inc. COM USD6.50                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      36587 | NS      | $5016443.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                     | American Express Company COM USD0.20                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      36228 | NS      | $11703455.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC             | American International Group, Inc. COM USD2.50                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      36307 | NS      | $2715763.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                   | American Tower Corporation COM USD0.01                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      31666 | NS      | $5785694.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY INC             | American Water Works Company, Inc. COM USD0.01                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      13209 | NS      | $1696299.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                  | AmerisourceBergen Corporation COM USD0.01                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      13167 | NS      | $4055567.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc. COM USD0.01                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       6176 | NS      | $2932303.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                 | Ametek, Inc. COM USD0.01                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      15577 | NS      | $3668383.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                   | Amgen Inc. COM USD0.0001                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      36429 | NS      | $12613541.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                | AMPHENOL CORP-CL A                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      83161 | NS      | $12247120.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                          | Analog Devices Inc. COM USD0.16 2/3                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      33054 | NS      | $13296302.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | ELEVANCE HEALTH INC                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      14925 | NS      | $5618068.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA Corp. COM                                                       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      23988 | NS      | $977031.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                 | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      31420 | NS      | $4044382.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc.                                   | Apple Inc. COM USD0.00001                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     993169 | NS      | $269496408.15  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                       | Applied Materials Inc. COM USD0.01                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      53689 | NS      | $21179773.61   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                | APPLOVIN CORP-CLASS A                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      18326 | NS      | $8179810.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND COMPANY               | ARCHER-DANIELS-MIDLAND CO                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      32516 | NS      | $2423742.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                         | ARES MANAGEMENT CORP - A                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      13943 | NS      | $1636908.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | ARISTA NETWORKS INC                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      69855 | NS      | $12064657.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                | Assurant Inc. COM USD0.01                                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       3388 | NS      | $800482.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                           | Atmos Energy Corporation COM NPV                                    | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      11185 | NS      | $2124926.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                 | Autodesk Inc COM USD0.01                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      14347 | NS      | $3400239.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                | Automatic Data Processing, Inc. COM USD0.10                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      27243 | NS      | $5773881.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                               | Autozone, Inc. COM USD0.01                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       1122 | NS      | $4155921.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                  | AvalonBay Communities, Inc. COM USD0.01                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       9575 | NS      | $1752225.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                   | AVERY DENNISON CORP                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       5232 | NS      | $857681.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                          | Axon Enterprise Inc COM USD0.00001                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       5340 | NS      | $2145398.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                         | Baker Hughes Company COM USD0.0001 CL A                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      66856 | NS      | $4657857.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                             | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      18136 | NS      | $1107746.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corporation COM USD0.01                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     448883 | NS      | $23997285.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)           | The Bank of New York Mellon Corporation COM USD0.01                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      46566 | NS      | $6257073.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                   | BAXTER INTERNATIONAL INC                                            | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      34814 | NS      | $612030.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BECTON DICKINSON & COMPANY                   | BECTON DICKINSON AND CO                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      19270 | NS      | $2872000.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORP                           | W.R. Berkley Corporation COM USD0.20                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      20153 | NS      | $1346824.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                      | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     124048 | NS      | $58749132.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                             | Best Buy Inc COM USD0.10                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      13188 | NS      | $797742.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc COM USD0.0005                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       9927 | NS      | $1878982.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                              | BIO-TECHNE CORP                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      10586 | NS      | $585617.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackstone Inc                               | Blackstone Inc                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      50641 | NS      | $6359496.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                               | BLACKROCK INC                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       9768 | NS      | $10408780.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING COMPANY (THE)                         | The Boeing Company COM USD5.00                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      53130 | NS      | $12168363.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                         | Booking Holdings Inc COM USD0.008                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      54509 | NS      | $9177135.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP INC                                      | Boston Properties, Inc. COM USD0.01                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       9972 | NS      | $582963.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     100329 | NS      | $5779953.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                 | Bristol-Myers Squibb Company COM USD0.10                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     137773 | NS      | $8347666.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC           | Broadridge Financial Solutions Inc. COM USD0.01                     | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       7903 | NS      | $1216903.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc COM USD0.001                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     320747 | NS      | $133889420.21  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                            | Brown & Brown Inc COM USD0.10                                       | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      19801 | NS      | $1191030.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                           | BROWN-FORMAN CORP-CLASS B                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      11550 | NS      | $297643.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                   | Builders Firstsource, Inc. COM USD0.01                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       7485 | NS      | $591988.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc COM USD0.01                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       7084 | NS      | $2125837.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                               | CBRE Group COM USD0.01 CLASS A                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      19664 | NS      | $2806642.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                     | CDW CORP/DE                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       8807 | NS      | $1205766.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                   | CF INDUSTRIES HOLDINGS INC                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      10554 | NS      | $1310806.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                    | C.H. Robinson Worldwide Inc COM USD0.10                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       8023 | NS      | $1458661.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                            | CIGNA CORP                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      17828 | NS      | $5180460.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                               | CME Group Inc. COM USD0.01                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      24389 | NS      | $7019641.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                       | CMS Energy Corporation COM USD0.01                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      20738 | NS      | $1591434.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                              | CSX Corporation COM USD1                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     125799 | NS      | $5715048.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS HEALTH CORP                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      86059 | NS      | $7167854.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                           | Coterra Energy Inc COM USD0.10                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      51323 | NS      | $1843008.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                   | Cadence Design Systems, Inc. COM USD0.01                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      18406 | NS      | $6066433.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust SBI USD0.01                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       6986 | NS      | $733669.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL'S COMPANY (THE)                     | CAMPBELL SOUP CO                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      13314 | NS      | $276798.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                   | Capital One Financial Corporation COM USD0.01                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      42283 | NS      | $8088737.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                        | CARDINAL HEALTH INC                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      15924 | NS      | $3071421.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                         | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      77810 | NS      | $2062743.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                   | CARRIER GLOBAL CORP                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      53155 | NS      | $3570421.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA COMPANY                              | CARVANA CO                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       9565 | NS      | $3785827.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                  | Caseys Gen Stores COM NPV                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       2512 | NS      | $2065240.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      31477 | NS      | $28017992.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                | CENTENE CORP                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      31600 | NS      | $1696604.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                       | Centerpoint Energy Inc COM STK USD0.01                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      44164 | NS      | $1927758.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | Charles River Laboratories International, Inc. COM STK USD0.01      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       3334 | NS      | $556677.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                   | Charter Communications, Inc. COM USD0.001 CLASS A                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       5821 | NS      | $961454.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPAND ENERGY CORP                           | CHESAPEAKE ENERGY CORP                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      16105 | NS      | $1645125.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                 | Chevron Corporation COM USD0.75                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     126814 | NS      | $24514414.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc COM USD0.01                              | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      88111 | NS      | $2994892.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                      | CHURCH & DWIGHT CO INC                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      16010 | NS      | $1553930.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                            | Ciena Corporation COM STK USD0.01                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       9529 | NS      | $5027309.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation             | Cincinnati Financial Corporation COM USD2.00                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      10558 | NS      | $1727288.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc. COM USD0.001                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     267287 | NS      | $24456760.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                           | Cintas Corporation COM NPV                                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23002 | NS      | $4018679.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                               | Citigroup Inc. COM USD0.01                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     118217 | NS      | $15129411.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                 | Citizens Financial Group Inc COM USD0.01                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      28756 | NS      | $1870577.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                           | CLOROX COMPANY                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       8185 | NS      | $789361.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA COMPANY (THE)                      | The Coca-Cola Company COM USD0.25                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     261898 | NS      | $20627086.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP          | Cognizant Technology Solutions Corp. COM CL A USD0.01               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      32351 | NS      | $1711367.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                | COHERENT CORP                                                       | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      12674 | NS      | $4052004.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                          | COINBASE GLOBAL INC -CLASS A                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      15095 | NS      | $2834388.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                    | Colgate-Palmolive Company COM USD1.00                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      54525 | NS      | $4654254.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                     | COMFORT SYSTEMS USA INC                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       2377 | NS      | $4374274.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                          | Comcast Corporation COM USD0.01 CL A                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     242757 | NS      | $6564149.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | CONAGRA BRANDS INC                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      32359 | NS      | $464351.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                               | ConocoPhillips Co. COM USD0.01                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      82882 | NS      | $10424897.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                    | Consolidated Edison, Inc. COM USD0.10                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      24411 | NS      | $2721582.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                   | CONSTELLATION BRANDS INC-A                                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       9501 | NS      | $1487666.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                    | Constellation Energy Corp. COM                                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      21075 | NS      | $6596475.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC (THE)                   | COOPER COS INC/THE                                                  | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      13262 | NS      | $834179.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc COM USD0.0001                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      60254 | NS      | $1995009.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                         | CORNING INC                                                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      52818 | NS      | $8674828.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                   | CORPAY INC                                                          | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       4724 | NS      | $1447764.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | CORTEVA INC                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      45501 | NS      | $3686036.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                 | Costco Wholesale Corporation COM USD0.01                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      30026 | NS      | $30462277.78   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                             | Costar Group Inc COM USD0.01                                        | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      28665 | NS      | $992095.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                     | Crowdstrike Holdings Inc COM USD0.0005 CL A                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      17059 | NS      | $7604049.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                             | Crown Castle Inc. COM USD0.01                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      29469 | NS      | $2616257.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                 | CUMMINS INC                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       9354 | NS      | $6276627.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON INC                              | D.R. Horton, Inc. COM USD0.01                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      18228 | NS      | $2804560.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Company COM NPV                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      14050 | NS      | $2131244.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                          | Danaher Corporation COM USD0.01                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      42563 | NS      | $7616648.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                     | Darden Restaurants, Inc. COM NPV                                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       7779 | NS      | $1560156.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                  | Datadog Inc COM USD0.00001 CL A                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      22202 | NS      | $2934882.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                   | DAVITA INC                                                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       2261 | NS      | $350771.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | DECKERS OUTDOOR CORP                                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       9598 | NS      | $980915.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                              | DEERE & CO                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      17060 | NS      | $10063182.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                        | DELL TECHNOLOGIES -C                                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      20105 | NS      | $4200939.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                         | Delta Air Lines Inc COM USD0.0001                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      43949 | NS      | $2988092.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                            | Devon Energy Corporation COM USD0.10                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      41955 | NS      | $2155228.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                   | DexCom Inc COM USD0.001                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      26044 | NS      | $1550920.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | Diamondback Energy Inc COM USD0.01                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      13138 | NS      | $2701566.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                    | Digital Realty Trust Inc COM STK USD0.01                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      21841 | NS      | $4388730.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY (THE)                    | Walt Disney Company COM DISNEY USD0.01                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     119839 | NS      | $12433296.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                   | Dollar General Corporation COM USD0.875                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      14887 | NS      | $1725105.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | Dollar Tree Inc COM USD0.01                                         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      12514 | NS      | $1215234.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc COM STK NPV                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      57768 | NS      | $3726036.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc.                           | Dominos Pizza Inc COM USD0.01                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       2107 | NS      | $715157.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                 | DoorDash Inc CL A                                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      25297 | NS      | $4266339.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                            | DOVER CORP                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       9124 | NS      | $2065764.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                      | DOW INC                                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      48543 | NS      | $1965506.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp COM USD0.001                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      52602 | NS      | $6814589.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                        | DUPONT DE NEMOURS INC                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      27682 | NS      | $1263960.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                            | EOG Resources, Inc. COM USD0.01                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      36712 | NS      | $5160605.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT Corporation COM NPV                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      42219 | NS      | $2536517.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                    | eBay Inc. COM USD0.001                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      30572 | NS      | $3163590.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                | ECHOSTAR CORP-A                                                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       9107 | NS      | $1121435.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc.                                  | ECOLAB INC                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      17235 | NS      | $4491441.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International COM NPV                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      26025 | NS      | $1808477.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation             | EDWARDS LIFESCIENCES CORP                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      39251 | NS      | $3277458.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                         | Electronic Arts Inc. COM USD0.01                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      15237 | NS      | $3083511.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                              | EMCOR GROUP INC                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       3027 | NS      | $2699085.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC COMPANY                     | EMERSON ELECTRIC CO                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      38019 | NS      | $5339388.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                          | Entergy Corporation COM USD0.01                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      30608 | NS      | $3608989.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                            | EPAM Systems Inc. COM USD0.001                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       3738 | NS      | $425309.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                 | EQUIFAX INC                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       8135 | NS      | $1415001.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                | Equinix, Inc. COM USD0.001                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       6637 | NS      | $7186742.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential Properties Trust SBI USD0.01                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      23256 | NS      | $1520477.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY COMPANY                       | ERIE INDEMNITY COMPANY-CL A                                         | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       1723 | NS      | $377216.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                   | Essex Property Trust, Inc. COM USD0.0001                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       4350 | NS      | $1144963.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy Inc COM NPV                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      15577 | NS      | $1290398.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy COM USD5                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      25386 | NS      | $1794790.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                 | Exelon Corporation COM NPV                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      69196 | NS      | $3182324.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                            | Expedia Group Inc COM USD0.001                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       7920 | NS      | $1967090.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC   | Expeditors International Of Washington Inc. COM USD0.01             | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       9069 | NS      | $1341214.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                     | Extra Space Storage Inc. COM USD0.01                                | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      14363 | NS      | $2058648.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                             | Exxon Mobil Corporation COM NPV                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     282710 | NS      | $43630634.30   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc COM USD0.000006 CL 'A'                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     147956 | NS      | $90535755.96   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                | FactSet Research Systems Inc. COM USD0.01                           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       2515 | NS      | $572363.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                       | Fair Isaac Corporation COM USD0.01                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       1601 | NS      | $1641025.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                             | Fastenal Co. COM USD0.01                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      77668 | NS      | $3489623.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST              | Federal Realty Investment Trust SH BEN INT NEW                      | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       5313 | NS      | $589211.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                            | FedEx Corporation COM USD0.10                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      14642 | NS      | $5905265.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                       | F5 INC                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       3823 | NS      | $1238269.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC   | Fidelity National Information Services Inc COM USD0.01              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      35028 | NS      | $1629852.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp COM NPV                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      60885 | NS      | $3090522.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                              | FIRST SOLAR INC                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       7260 | NS      | $1465721.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                  | Fiserv Inc. COM USD0.01                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      36388 | NS      | $2279708.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FirstEnergy Corp. COM USD0.10                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      35179 | NS      | $1671706.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD MOTOR CO                                | Ford Motor Company COM USD0.01                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     265102 | NS      | $3202432.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc COM USD0.001                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      42768 | NS      | $3605770.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                          | FORTIVE CORP                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      21205 | NS      | $1267846.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | FOX CORP - CLASS A                                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      13582 | NS      | $862321.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FOX CORP                                     | FOX CORP - CLASS B                                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       9575 | NS      | $545966.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                      | Franklin Resources COM USD0.10                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      20790 | NS      | $623076.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                        | Freeport-McMoRan Inc. COM USD0.10                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      97228 | NS      | $5617833.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC               | GE HEALTHCARE TECHNOLOGY                                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      30829 | NS      | $1875636.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & COMPANY                | Gallagher Aj &Co COM USD1.00                                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      17390 | NS      | $3589296.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                 | GARTNER INC                                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       4772 | NS      | $708594.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                              | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      18234 | NS      | $19755809.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                        | Generac Holdings Inc. COM USD0.01                                   | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       3962 | NS      | $1027069.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                 | General Dynamics Corporation COM USD1.00                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      17165 | NS      | $5909909.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                 | GENERAL ELECTRIC CO                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      70957 | NS      | $20572563.01   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | GENERAL MILLS INC                                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      36096 | NS      | $1274549.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERAL MOTORS COMPANY                       | General Motors Company COM USD0.01                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      61156 | NS      | $4702284.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                        | Genuine Parts Co COM USD1.00                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       9414 | NS      | $1009463.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                         | Gilead Sciences, Inc. COM USD0.001                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      83935 | NS      | $10982055.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                          | Global Payments Inc COM NPV                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      16091 | NS      | $1157908.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | Globe Life Inc COM USD1.00                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       5383 | NS      | $830596.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                  | Godaddy Inc COM USD0.001 CLASS A                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       9142 | NS      | $793434.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                | Goldman Sachs Group, Inc. COM USD0.01                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      20285 | NS      | $18738674.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER INC                            | WW GRAINGER INC                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       2963 | NS      | $3441080.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA HEALTHCARE INC                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      10591 | NS      | $4601259.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP INC                                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      62095 | NS      | $1295301.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                          | Halliburton Company COM USD2.50                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      56660 | NS      | $2396718.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC (THE)           | The Hartford Financial Services Group, Inc. COM USD0.01             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      18875 | NS      | $2582288.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc COM USD0.50                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       9024 | NS      | $864860.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | Healthpeak Properties Inc COM                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      47027 | NS      | $760426.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Jack & Associates Inc.                 | Henry Jack & Associates Inc. COM USD0.01                            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       4884 | NS      | $750915.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY (THE)                        | HERSHEY CO/THE                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      10016 | NS      | $1860371.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY           | HEWLETT PACKARD ENTERPRISE                                          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      89902 | NS      | $2586480.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                | Hilton Worldwide Holdings Inc COM USD0.01                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      15514 | NS      | $5027621.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC- CVR                             | HOLOGIC INC- CVR                                                    | CUSIP: 436CVR021<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13192 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC (THE)                         | Home Depot Inc COM USD0.05                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      67342 | NS      | $22142049.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                 | Honeywell International Inc. COM USD1                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      42950 | NS      | $9205473.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | HORMEL FOODS CORP                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      19724 | NS      | $423474.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc COM STK USD0.01                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      43268 | NS      | $914252.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                         | Howmet Aerospace Inc COM                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      27119 | NS      | $6591001.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                         | HUBBELL INC                                                         | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       3589 | NS      | $1823822.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                  | HUMANA INC                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       8149 | NS      | $1926749.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. HUNT TRANSPORT SERVICES INC             | J. B. Hunt Transport Services, Inc. COM USD0.01                     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       5053 | NS      | $1270981.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated           | Huntington Bancshares Incorporated COM USD0.01                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     137308 | NS      | $2301282.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC            | Huntington Ingalls Industries, Inc. COM USD0.01                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       2657 | NS      | $967918.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                             | Idex Corporation COM USD0.01                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       5061 | NS      | $1102538.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                      | IDEXX Laboratories Inc. COM USD0.10                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       5400 | NS      | $3028320.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                      | ILLINOIS TOOL WORKS                                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      17749 | NS      | $4579419.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                          | Incyte Corporation. COM USD0.001                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      11312 | NS      | $1077694.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                           | INGERSOLL-RAND INC                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      24072 | NS      | $1922389.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                          | INSULET CORP                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       4766 | NS      | $820419.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                            | Intel Corporation COM USD0.001                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     317638 | NS      | $30010438.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                | INTERACTIVE BROKERS GRO-CL A                                        | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      30125 | NS      | $2394937.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                | Intercontinental Exchange Inc COM USD0.01                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      38418 | NS      | $6073501.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP         | International Business Machines Corporation COM USD0.20             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      63229 | NS      | $14604634.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC       | INTL FLAVORS & FRAGRANCES                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      17331 | NS      | $1216636.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                  | INTERNATIONAL PAPER CO                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      35720 | NS      | $1086602.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc COM USD0.01                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      18833 | NS      | $7316620.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                      | Intuitive Surgical Inc. COM USD0.001                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      24019 | NS      | $10991334.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                        | Invitation Homes Inc. COM USD0.01                                   | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |      38148 | NS      | $1097517.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                          | IQVIA HOLDINGS INC                                                  | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      11473 | NS      | $1816979.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                     | Iron Mountain Incorporated COM USD0.01                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      20021 | NS      | $2522445.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                    | JPMorgan Chase & Co. COM USD1.00                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     182400 | NS      | $57133152.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                    | JABIL INC                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       7147 | NS      | $2412041.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                        | Jacobs Engineering Group Inc. COM                                   | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       7949 | NS      | $1028680.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                            | Johnson & Johnson COM USD1.00                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     163028 | NS      | $37471985.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                     | KLA Corporation COM USD0.001                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       8859 | NS      | $15506350.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO. INC                                | KKR & CO INC                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      46431 | NS      | $4844610.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                  | KENVUE INC                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     129618 | NS      | $2272203.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc COM USD0.01                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      91909 | NS      | $2702124.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp COM USD1.00                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      63395 | NS      | $1401663.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                    | Keysight Technologies, Inc. COM USD0.01 WD                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      11609 | NS      | $4062105.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK CORP                          | KIMBERLY-CLARK CORP                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      22452 | NS      | $2209950.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                            | Kimco Realty Corporation COM USD0.01                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      45605 | NS      | $1078102.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | KINDER MORGAN INC                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     132450 | NS      | $4353631.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ COMPANY (THE)                    | The Kraft Heinz Company COM USD0.01                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      57664 | NS      | $1306666.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER COMPANY (THE)                         | The Kroger Co. COM USD1.00                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      39392 | NS      | $2681413.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                   | L3 Harris Technologies Inc COM USD1.00                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      12628 | NS      | $4047905.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                         | LABCORP HOLDINGS INC                                                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5611 | NS      | $1440904.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                     | LAM RESEARCH CORP                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      84475 | NS      | $21782723.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                         | Las Vegas Sands Corp COM USD0.001                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      20457 | NS      | $1117156.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC (THE)             | The Estee Lauder Companies Inc. COM USD0.01 CLASS A                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      16726 | NS      | $1283051.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                          | LEIDOS HOLDINGS INC                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       8655 | NS      | $1291499.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                 | Lennar Corporation COM USD0.10 CLASS A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      14590 | NS      | $1317477.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                    | Lennox International Inc. COM USD0.01                               | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       2163 | NS      | $1156967.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & COMPANY                          | Eli Lilly & Co. COM NPV                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      53606 | NS      | $50100167.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                | Live Nation Entertainment, Inc. COM USD0.01                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      10682 | NS      | $1687115.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lockheed Martin Corporation                  | Lockheed Martin Corporation COM USD1.00                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      13697 | NS      | $7094635.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                            | Loews Corporation COM USD0.01                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      11432 | NS      | $1287357.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES INC                         | Lowes Companies, Inc. COM USD0.50                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      37950 | NS      | $9062080.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                     | LULULEMON ATHLETICA INC                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       7223 | NS      | $994607.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                        | LUMENTUM HOLDINGS INC                                               | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       4833 | NS      | $4360912.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORP                                | M&T Bank Corporation COM USD0.50                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      10272 | NS      | $2245767.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                    | MGM Resorts International COM USD0.01                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      12977 | NS      | $505324.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                    | MSCI Inc. COM USD0.01                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       4971 | NS      | $2939899.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                      | Marathon Petroleum Company COM USD0.01                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      19965 | NS      | $4957109.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC               | Marsh & McLennan Companies, Inc. COM USD1.00                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      32748 | NS      | $5492167.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                   | Marriott International, Inc. COM USD0.01 CLASS A                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      14876 | NS      | $5380500.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                | MARTIN MARIETTA MATERIALS                                           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       4085 | NS      | $2528900.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                            | Masco Corporation COM USD1.00                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      13767 | NS      | $988745.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                      | MasterCard Incorporated COM USD0.0001 CLASS A                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      55094 | NS      | $27707874.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO. INC                          | McCormick & Company, Incorporated COM NPV                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      17151 | NS      | $871956.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corporation COM USD0.01                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      48179 | NS      | $14144872.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mckesson Corp.                               | MCKESSON CORP                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       8291 | NS      | $6758823.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & COMPANY INC                          | Merck & Co., Inc COM USD0.50                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     167910 | NS      | $18332413.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                 | MetLife Inc. COM USD0.01                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      37238 | NS      | $2982763.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC             | METTLER-TOLEDO INTERNATIONAL                                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       1378 | NS      | $1759168.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corporation COM USD0.00000625                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     502345 | NS      | $204846244.10  | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated            | Microchip Technology Incorporated COM USD0.001                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      36605 | NS      | $3400970.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                       | Micron Technology Inc. COM USD0.10                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      76138 | NS      | $39375528.08   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC        | Mid-America Apartment Communities, Inc. COM USD0.01                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       7912 | NS      | $1022072.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna Inc COM USD0.0001                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      23528 | NS      | $1080876.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                | MOLSON COORS BEVERAGE CO - B                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      11454 | NS      | $489543.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                   | Mondelez International, Inc. COM NPV                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      86715 | NS      | $5327769.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                | Monolithic Power Systems Inc. COM STK USD0.001                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       3300 | NS      | $5327553.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp COM USD0.005                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      48248 | NS      | $3718473.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp.                                 | Moodys Corp COM USD0.01                                             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      10373 | NS      | $4790770.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley COM USD0.01                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      81386 | NS      | $15511357.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC COMPANY (THE)                         | MOSAIC CO/THE                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      21482 | NS      | $499886.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      11197 | NS      | $4915818.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc. COM USD0.01                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      14372 | NS      | $2235995.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR Inc COM USD0.01                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        180 | NS      | $1136856.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc COM USD0.01                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      30379 | NS      | $2792133.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                  | NetApp Inc. COM USD0.001                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      13391 | NS      | $1483321.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc. COM USD0.001                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     285632 | NS      | $26738011.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                 | Newmont Corporation COM USD1.60                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      73818 | NS      | $8200441.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                             | NEWS CORP - CLASS A                                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      25044 | NS      | $659158.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                             | NEWS CORP - CLASS B                                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       8272 | NS      | $252130.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Inc                           | Nextera Energy Inc COM USD0.01                                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     140892 | NS      | $13790508.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                   | Nike, Inc. CLASS'B'COM NPV                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      80603 | NS      | $3575549.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                | NiSource Inc. COM USD0.01                                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      32370 | NS      | $1562823.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | NORDSON CORP                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       3574 | NS      | $1030920.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                 | Norfolk Southern Corporation COM USD1                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      15194 | NS      | $4798721.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                   | Northern Trust Corporation COM USD1.666                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      12605 | NS      | $2096715.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                 | Northrop Grumman Corporation COM USD1                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       9031 | NS      | $5233283.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc COM                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      37286 | NS      | $719246.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                            | Nucor Corporation COM USD0.40                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      15485 | NS      | $3488615.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp. COM USD0.001                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    1643895 | NS      | $328072125.15  | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                     | O'Reilly Automotive Inc. USD0.01                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      56959 | NS      | $5661724.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                    | Occidental Petroleum Corporation COM USD0.20                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      48652 | NS      | $2947338.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                | Old Dominion Freight Line Inc. COM USD0.10                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      12451 | NS      | $2644965.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                            | OMNICOM GROUP                                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      21281 | NS      | $1632678.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp. COM USD0.01                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      26653 | NS      | $2686888.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                   | ONEOK INC                                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      42569 | NS      | $3935929.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                 | Oracle Corporation COM USD0.01                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     114714 | NS      | $18513692.46   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | OTIS WORLDWIDE CORP                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      26293 | NS      | $2047698.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                    | PG&E Corporation COM NPV                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     148687 | NS      | $2471177.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)       | PNC Financial Services Group Inc COM USD5                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      27323 | NS      | $6093029.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                         | PPG INDUSTRIES INC                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      15182 | NS      | $1647247.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                              | PPL Corporation COM USD0.01                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      50047 | NS      | $1873759.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC Inc COM USD0.01                                                 | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       8049 | NS      | $1097078.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                   | Paccar Inc COM USD1.00                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      35551 | NS      | $4223458.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America             | PACKAGING CORP OF AMERICA                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       6048 | NS      | $1290945.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                    | PALANTIR TECHNOLOGIES INC-A                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     154542 | NS      | $21498337.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                       | Palo Alto Networks Inc COM USD0.0001                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      54667 | NS      | $9802886.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT SKYDANCE CORP                      | PARAMOUNT SKYDANCE CL B                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      21020 | NS      | $215244.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PARKER-HANNIFIN CORP                         | PARKER HANNIFIN CORP                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       8529 | NS      | $7756443.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc COM USD0.01                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      21862 | NS      | $2025077.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                         | Paypal Holdings Incorporation COM USD0.0001                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      62286 | NS      | $3123020.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                  | PEPSICO INC                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      92450 | NS      | $14652400.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                  | PERKINELMER INC                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       7667 | NS      | $664115.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PFIZER INC                                   | Pfizer Inc. COM USD0.05                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     384633 | NS      | $10269701.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC              | PHILIP MORRIS INTERNATIONAL                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     105310 | NS      | $17383521.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                  | Phillips 66 COM USD0.01                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      27260 | NS      | $4883629.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                   | Pinnacle West Capital Corporation COM NPV                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       8093 | NS      | $839405.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pool Corporation                             | Pool Corporation COM USD0.001                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       2223 | NS      | $474210.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP INC                      | Price T Rowe Group COM USD0.20                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      14790 | NS      | $1521595.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                | Principal Financial Group COM USD0.01                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      13377 | NS      | $1349873.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE COMPANY (THE)               | PROCTER & GAMBLE CO/THE                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     157219 | NS      | $23125342.71   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                       | The Progressive Corporation COM USD1.00                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      39643 | NS      | $7979343.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                | Prologis Inc. COM USD0.01                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      62879 | NS      | $8930075.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                   | Prudential Financial, Inc. COM USD0.01                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      23541 | NS      | $2309607.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC          | Public Service Enterprise Group Incorporated COM NPV                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      33769 | NS      | $2757576.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage COM USD0.10                                          | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      10686 | NS      | $3231980.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                              | Pulte Group Inc COM USD0.01                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12992 | NS      | $1589701.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                       | QNITY ELECTRONICS INC                                               | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      14164 | NS      | $1992308.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                | QUALCOMM Inc. COM USD0.0001                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      72183 | NS      | $12962623.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                        | Quanta Services, Inc. COM USD0.00001                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      10096 | NS      | $7347565.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated               | QUEST DIAGNOSTICS INC                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       7447 | NS      | $1446207.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                           | Ralph Lauren Corporation COM USD0.01 CLASS 'A'                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       2617 | NS      | $938560.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                 | Raymond James Financial Inc. COM USD0.01                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      11862 | NS      | $1877991.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | Raytheon Technologies Corporation COM                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      90806 | NS      | $15988212.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                    | Realty Income Corp. COM USD1                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      62235 | NS      | $3997976.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                        | Regency Centers Corp. COM USD0.01                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      11132 | NS      | $866626.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                | Regeneron Pharmaceuticals, Inc. COM USD0.001                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       6822 | NS      | $4823563.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                | Regions Financial Corporation COM STK USD0.01                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      58731 | NS      | $1676770.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc. COM USD0.01                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      13617 | NS      | $2848948.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                  | RESMED INC                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       9856 | NS      | $2107311.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                        | ROBINHOOD MARKETS INC - A                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      53470 | NS      | $3897428.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | ROCKWELL AUTOMATION INC                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       7603 | NS      | $3108942.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                  | ROLLINS INC                                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      19847 | NS      | $1106073.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies Inc COM USD0.01                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       7213 | NS      | $2559244.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc COM USD0.01                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      21887 | NS      | $4985639.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc COM USD1                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      20695 | NS      | $8924304.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                     | SBA Communications Corporation COM USD0.01 CL A                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       7210 | NS      | $1594852.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                               | Salesforce Inc COM USD0.001                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      63392 | NS      | $11190589.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                          | SANDISK CORP                                                        | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9978 | NS      | $10940976.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                           | HENRY SCHEIN INC                                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       6772 | NS      | $505123.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                      | Schlumberger Limited COM USD0.01                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     101157 | NS      | $5753810.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                    | The Charles Schwab Corporation COM USD0.01                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     112992 | NS      | $10354586.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                       | Sempra COM NPV                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      44151 | NS      | $4199643.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                               | Servicenow Inc COM USD0.001                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      70760 | NS      | $6248815.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)               | The Sherwin-Williams Company COM USD1                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      15596 | NS      | $5015829.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc COM USD0.0001                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      22003 | NS      | $4482231.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                     | Skyworks Solutions, Inc. COM USD0.25                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      10175 | NS      | $713979.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| A.O. SMITH CORP                              | SMITH (A.O.) CORP                                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       7607 | NS      | $470416.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| J.M. SMUCKER COMPANY (THE)                   | JM SMUCKER CO/THE                                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       7220 | NS      | $707776.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                         | SNAP-ON INC                                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       3509 | NS      | $1345350.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                              | SOLVENTUM CORP                                                      | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       9970 | NS      | $671579.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                       | Southern Co. COM USD5                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      74489 | NS      | $7203086.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES COMPANY                   | Southwest Airlines Co. COM USD1                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      33229 | NS      | $1260043.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                    | BLOCK INC                                                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      37043 | NS      | $2611901.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                 | STANLEY BLACK & DECKER INC                                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      10483 | NS      | $819351.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                              | Starbucks Corporation COM USD0.001                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      77076 | NS      | $8118415.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corporation COM STK USD1                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      18887 | NS      | $2886689.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                         | Steel Dynamics, Inc. COM STK USD0.01                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       9278 | NS      | $2121507.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                          | STRYKER CORP                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      23292 | NS      | $7340007.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                    | SUPER MICRO COMPUTER INC                                            | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      34047 | NS      | $932887.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc COM USD0.01                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      12944 | NS      | $6246774.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial COM USD0.001                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      23517 | NS      | $1791995.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                            | SYSCO CORP                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      32396 | NS      | $2420305.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC (THE)                      | The TJX Companies Inc. COM USD1                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      75128 | NS      | $11776314.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                      | TKO GROUP HOLDINGS INC                                              | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4487 | NS      | $834985.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                              | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      32048 | NS      | $6265384.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC            | Take-Two Interactive Software Inc. COM USD0.01                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      11777 | NS      | $2517451.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc COM USD0.01                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      13697 | NS      | $1986612.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                 | Target Corporation COM STK USD0.0833                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      30640 | NS      | $3975540.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                        | TARGA RESOURCES CORP                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      14516 | NS      | $3775321.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | TELEDYNE TECHNOLOGIES INC                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       3172 | NS      | $2048636.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                | Teradyne Inc. COM USD0.125                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      10596 | NS      | $3639408.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc COM USD0.001                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     190267 | NS      | $72611595.21   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                       | Texas Instruments Incorporated COM USD1.00                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      61402 | NS      | $17258874.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS PACIFIC LAND CORP                      | Texas Pacific Land Corporation COM                                  | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3915 | NS      | $1736968.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                 | Textron Inc. COM STK USD0.125                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      11784 | NS      | $1130792.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC (THE)                         | TRADE DESK INC/THE -CLASS A                                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      29782 | NS      | $702557.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc COM USD1                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      25415 | NS      | $12172768.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                   | 3M CO                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      35633 | NS      | $5220947.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co COM USD0.008                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      35745 | NS      | $1254649.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                         | Transdigm Group Inc. COM USD0.01                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3819 | NS      | $4429963.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC (THE)                | Travelers Companies, Inc. COM NPV                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      14621 | NS      | $4461451.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc COM NPV                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      16088 | NS      | $1083044.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                       | Truist Financial Corporation COM                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      85412 | NS      | $4398718.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                      | Tyler Technologies Inc. COM USD0.01                                 | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       2917 | NS      | $995105.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                            | TYSON FOODS INC-CL A                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      19076 | NS      | $1222199.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR Inc COM USD0.01                                                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      20354 | NS      | $739664.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                | U.S. Bancorp. COM USD0.01                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     105163 | NS      | $5958535.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                        | Uber Technologies Inc COM USD0.00001                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     139224 | NS      | $10387502.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty Inc COM STK USD0.01                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       3004 | NS      | $1614589.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                    | Union Pacific Corporation COM USD2.50                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      40146 | NS      | $10818544.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                 | United Airlines Holdings Inc COM USD0.01                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      21886 | NS      | $1969740.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                    | United Parcel Service, Inc. CLASS'B'COM USD0.01                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      49998 | NS      | $5439782.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc. COM USD0.01                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       4260 | NS      | $4088918.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                      | UnitedHealth Group Inc. COM USD0.01                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      61277 | NS      | $22701902.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | UNIVERSAL HEALTH SERVICES-B                                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       3737 | NS      | $628824.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                           | Valero Energy Corporation COM USD0.01                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      20629 | NS      | $5210472.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                  | Ventas Inc. COM USD0.25                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      32139 | NS      | $2823732.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                | VERALTO CORP                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      16793 | NS      | $1481142.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                               | VERISIGN INC                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       5587 | NS      | $1501003.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                   | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     285282 | NS      | $13702094.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc. COM USD0.001                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       9431 | NS      | $1739925.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                   | Vertex Pharmaceuticals Incorporated COM USD0.01                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      17178 | NS      | $7341533.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS COMPANY                      | VERTIV HOLDINGS CO-A                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      25877 | NS      | $8500335.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc COM                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      77918 | NS      | $1164094.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                          | Vici Properties Inc COM USD0.01                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      73898 | NS      | $2157821.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa Inc COM STK USD0.0001                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     113722 | NS      | $37510064.48   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                  | VISTRA CORP                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      21551 | NS      | $3401609.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                     | VULCAN MATERIALS CO                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       8946 | NS      | $2699366.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                        | WEC Energy Group Inc. COM USD0.01                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      22019 | NS      | $2596920.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP     | Wabtec Corp COM USD0.01                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      11530 | NS      | $3111831.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                  | Walmart Inc COM USD0.10                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     296542 | NS      | $39122786.06   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY INC                   | Warner Bros. Discovery Inc. COM SER A                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     167661 | NS      | $4535230.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | WASTE MANAGEMENT INC                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      25099 | NS      | $5836772.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                           | WATERS CORP                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       6626 | NS      | $2048957.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Company COM USD1.666                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     209219 | NS      | $17204078.37   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                               | Welltower OP LLC COM USD1                                           | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      47198 | NS      | $10258013.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC             | WEST PHARMACEUTICAL SERVICES                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       4870 | NS      | $1449263.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                        | Western Digital Corp. COM USD0.01                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      22928 | NS      | $9962674.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                         | Weyerhaeuser Company COM USD1.25                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      48743 | NS      | $1195178.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                 | WILLIAMS COS INC                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      82609 | NS      | $6303892.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SONOMA INC                          | WILLIAMS-SONOMA INC                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       8073 | NS      | $1462908.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WORKDAY INC                                  | Workday Inc COM USD0.001 CL A                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      14410 | NS      | $1763784.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                         | Wynn Resorts Limited COM USD0.01                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       5712 | NS      | $611812.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc COM USD2.5                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      40013 | NS      | $3319078.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                  | XYLEM INC                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      16473 | NS      | $1946449.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                             | YUM Brands Inc COM NPV                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      18777 | NS      | $2997748.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                      | Zebra Technologies Corporation 'A'COM USD0.01                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       3332 | NS      | $753898.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc COM USD0.01                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      13400 | NS      | $1104562.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ZOETIS INC                                   | Zoetis Inc. COM USD0.01 CL 'A'                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      28556 | NS      | $3283083.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                 | ALLEGION PLC                                                        | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |       5818 | NS      | $799858.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | AMCOR PLC                                                           | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |      31253 | NS      | $1188864.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AON PLC                                      | Aon PLC COM USD0.01 CL A                                            | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      14505 | NS      | $4520483.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                      | Arch Capital Group Ltd. COM USD0.01                                 | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |      24190 | NS      | $2284987.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                | Accenture PLC CLS'A'USD0.0000225                                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |      41631 | NS      | $7439876.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                                             | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      45338 | NS      | $5368925.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                        | EATON CORP PLC                                                      | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      26272 | NS      | $11376038.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                            | Everest Re Group Ltd. COM USD0.01                                   | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |       2750 | NS      | $981090.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | APTIV PLC                                                           | CUSIP: G3265R107<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | US        |      14394 | NS      | $867382.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd COM STK USD0.20                                         | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      30034 | NS      | $787191.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC           | JOHNSON CONTROLS INTERNATION                                        | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      41406 | NS      | $6046518.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | LINDE PLC                                                           | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      31586 | NS      | $15829008.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | MEDTRONIC PLC                                                       | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      86726 | NS      | $7022204.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD           | Norwegian Cruise Line Holdings Ltd COM USD0.001                     | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30796 | NS      | $559871.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC              | SEAGATE TECHNOLOGY HOLDINGS                                         | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      14755 | NS      | $9939558.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | PENTAIR PLC                                                         | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |      11071 | NS      | $893540.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                         | SMURFIT WESTROCK PLC                                                | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |      35340 | NS      | $1356702.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris PLC                                   | STERIS PLC                                                          | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6625 | NS      | $1436830.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                          | TE CONNECTIVITY PLC                                                 | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |      19845 | NS      | $4200392.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                       | TRANE TECHNOLOGIES PLC                                              | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |      14967 | NS      | $7371846.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company  | Willis Towers Watson Public Limited Company COM USD0.000304635      | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |       6434 | NS      | $1648390.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                              | BUNGE GLOBAL SA                                                     | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |       9156 | NS      | $1163452.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD (SWITZERLAND)                      | Chubb Limited ORD CHF24.15                                          | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      24611 | NS      | $8047797.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd COM CHF10.00                                             | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |      11060 | NS      | $2777608.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                 | LYONDELLBASELL INDU-CL A                                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      17424 | NS      | $1299830.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV EUR0.20                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      17031 | NS      | $5000131.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE               | DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  160463048 | PA      | $160463048.29  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN FINANCIAL                            | GOLDMAN FINL SQ TRSRY INST 506                                      | CUSIP: N/A<br>LEI: 549300DAH6N80PM31E83       | Long             | STIV             | RF                | US        |  255274584 | PA      | $255274584.42  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $82129384.89   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $92195246.07   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $119539270.60  | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $43176382.51   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $81219753.45   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $44393168.63   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $33127292.45   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                        | Royal Caribbean Group COM USD0.01                                   | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      17025 | NS      | $4490514.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS                                      | DREYFUS TRSRY SECURITIES CASH MGMT                                  | CUSIP: S99991620<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 1022135300 | PA      | $1022135300.41 | 17.24%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS LIQ ES FD A                    | GOLDMAN SACHS FIN GOV 465 INSTITUT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |          1 | PA      | $0.94          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | JP MORGAN 100 US TRSY CAPITAL 3163                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  179000000 | PA      | $179000000.00  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** Direxion Shares ETF Trust

**Signature:** Patrick Rudnick

**Name of Signer:** Patrick Rudnick

**Title:** Principal Executive Officer