# EDGAR Filing Document

**Accession Number:** 0001479360
**File Stem:** 0001479360-23-000138
**Filing Date:** 2023-3
**Character Count:** 334512
**Document Hash:** e1ada449f10a66aab62e430a68cf82f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001479360-23-000138.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001479360-23-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Equity Series
- **CENTRAL INDEX KEY:** 0001479360
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22375
- **FILM NUMBER:** 23688776

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Funds Equity Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (Series ID: S000057225)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000182355 | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | MFUS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Equity Series

- **b. Investment Company Act file number:** 811-22375

- **c. CIK number of Registrant:** 0001479360

- **d. LEI of Registrant:** 549300ZSNZVZHKC5OG19

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF

- **b. EDGAR series identifier (if any):** S000057225

- **c. LEI of Series:** 549300KHR6FEXQWUKG52

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $116068926.84

**Total Liabilities:** $873462.78

**Net Assets:** $115195464.06

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000182355 | 12.67%               | 5.28%                | -4.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4471.52                 | $12394534.15                               |
| Month 2  | $5.94                    | $5804325.96                                |
| Month 3  | $-1020207.11             | $-4999285.16                               |

**Designated Index Information**

- **Index Name:** RAFI Dynamic Multi-Factor US Total Return Index

- **Index Identifier:** RADMFUST

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGREE REALTY CORPORATION                                                  | AGREE REALTY CORP REIT USD.0001                     | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $9149.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                                | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $65212.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LIMITED                                                             | CHUBB LTD COMMON STOCK                              | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       371 | NS      | $81842.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT INC                                                       | CHURCH + DWIGHT CO INC COMMON STOCK USD1.0          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       980 | NS      | $78997.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                              | CHURCHILL DOWNS INC COMMON STOCK                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       140 | NS      | $29600.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                                         | CIGNA CORP COMMON STOCK USD.01                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       354 | NS      | $117294.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                          | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       111 | NS      | $11365.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                                                     | CINEMARK HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      1319 | NS      | $11422.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                                        | CINTAS CORP COMMON STOCK                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $71807.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC CORP                                                         | CIRRUS LOGIC INC COMMON STOCK USD.001               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       292 | NS      | $21748.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | CISCO SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10279 | NS      | $489691.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                             | CITIGROUP INC COMMON STOCK USD.01                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     34911 | NS      | $1579024.53   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                              | CITIZENS FINANCIAL GROUP COMMON STOCK USD.01        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       629 | NS      | $24763.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                                         | CLEAN HARBORS INC COMMON STOCK USD.01               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       217 | NS      | $24764.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICAL INC                                               | AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       244 | NS      | $75215.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                                       | CLEARWAY ENERGY INC C COMMON STOCK                  | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       820 | NS      | $26133.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                                                 | CLOROX COMPANY COMMON STOCK USD1.0                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       620 | NS      | $87004.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                             | CME GROUP INC COMMON STOCK USD.01                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       864 | NS      | $145290.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                                    | CMS ENERGY CORP COMMON STOCK USD.01                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       471 | NS      | $29828.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                   | CNO FINANCIAL GROUP INC COMMON STOCK USD.01         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2031 | NS      | $46408.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                 | CNX RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2782 | NS      | $46848.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA COMPANY                                                         | COCA COLA CO/THE COMMON STOCK USD.25                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     19905 | NS      | $1266157.05   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                 | COLGATE PALMOLIVE CO COMMON STOCK USD1.0            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4460 | NS      | $351403.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                       | COMCAST CORP CLASS A COMMON STOCK USD.01            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     16438 | NS      | $574836.86    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                                   | COMFORT SYSTEMS USA INC COMMON STOCK USD.01         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       108 | NS      | $12428.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                                                | COMMERCE BANCSHARES INC COMMON STOCK USD5.0         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $13682.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | COMMERCIAL METALS CO COMMON STOCK USD.01            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1674 | NS      | $80854.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING COMPANY INC                                             | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      1547 | NS      | $11370.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL INC                                        | COMPASS MINERALS INTERNATION COMMON STOCK USD.01    | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       272 | NS      | $11152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES                                                       | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       475 | NS      | $40042.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                        | CONAGRA BRANDS INC COMMON STOCK USD5.0              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      2695 | NS      | $104296.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                            | CONOCOPHILLIPS COMMON STOCK USD.01                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7593 | NS      | $895974.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                   | CONSOLIDATED EDISON INC COMMON STOCK USD.1          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       428 | NS      | $40792.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                  | CONSTELLATION BRANDS INC A COMMON STOCK USD.01      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       665 | NS      | $154113.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                                                      | COOPER COS INC/THE COMMON STOCK USD.1               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       143 | NS      | $47285.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                                                | COPART INC COMMON STOCK                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1267 | NS      | $77147.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                                             | CORECIVIC INC COMMON STOCK USD.01                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      2794 | NS      | $32298.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                                      | CORNING INC COMMON STOCK USD.5                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     11496 | NS      | $367182.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                                         | CORPORATE OFFICE PROPERTIES REIT USD.01             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      1221 | NS      | $31672.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                               | CORTEVA INC COMMON STOCK USD.01                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1308 | NS      | $76884.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                                          | COSTAR GROUP INC COMMON STOCK USD.01                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1032 | NS      | $79752.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE                                                          | COSTCO WHOLESALE CORP COMMON STOCK USD.005          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1388 | NS      | $633622.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                                        | COTERRA ENERGY INC COMMON STOCK USD.1               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      3201 | NS      | $78648.57     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                                      | CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01      | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       413 | NS      | $39127.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREE RESH INC                                                             | WOLFSPEED INC COMMON STOCK USD.00125                | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       239 | NS      | $16500.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                     | CROWN CASTLE INC REIT USD.01                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       696 | NS      | $94405.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                                        | CROWN HOLDINGS INC COMMON STOCK USD5.0              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       865 | NS      | $71111.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                                                      | CSG SYSTEMS INTL INC COMMON STOCK USD.01            | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       290 | NS      | $16588.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                                     | ALBEMARLE CORP COMMON STOCK USD.01                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       293 | NS      | $63539.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORPORATION                                                           | CSX CORP COMMON STOCK USD1.0                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4951 | NS      | $153381.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                                 | CUBESMART REIT USD.01                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       966 | NS      | $38881.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                                         | ALCOA CORP COMMON STOCK USD.01                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      3104 | NS      | $141138.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                                  | CULLEN/FROST BANKERS INC COMMON STOCK USD.01        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        99 | NS      | $13236.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                               | CUMMINS INC COMMON STOCK USD2.5                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       448 | NS      | $108545.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                | ABBVIE INC COMMON STOCK USD.01                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5460 | NS      | $882390.60    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                                | CURTISS WRIGHT CORP COMMON STOCK USD1.0             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       331 | NS      | $55273.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                                            | CVR ENERGY INC COMMON STOCK USD.01                  | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       628 | NS      | $19681.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                    | CVS HEALTH CORP COMMON STOCK USD.01                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     16008 | NS      | $1491785.52   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN INC                                                   | ALEXANDER + BALDWIN INC REIT                        | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $12886.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC (AKA: DANA HOLDING CORP)                                         | DANA INC COMMON STOCK USD.01                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      3584 | NS      | $54225.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                                       | DANAHER CORP COMMON STOCK USD.01                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       912 | NS      | $242063.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                    | DARDEN RESTAURANTS INC COMMON STOCK                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       226 | NS      | $31262.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                   | DARLING INGREDIENTS INC COMMON STOCK USD.01         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       390 | NS      | $24410.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTERS ENTERTAINMENT INC                                          | DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01    | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       370 | NS      | $13112.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                | DAVITA INC COMMON STOCK USD.001                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1850 | NS      | $138139.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                                               | DECKERS OUTDOOR CORP COMMON STOCK USD.01            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       120 | NS      | $47899.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                                           | DEERE + CO COMMON STOCK USD1.0                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       285 | NS      | $122196.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                                     | DELEK US HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      2702 | NS      | $72954.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                                                     | DELL TECHNOLOGIES  C COMMON STOCK                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        68 | NS      | $2734.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                                        | DELUXE CORP COMMON STOCK USD1.0                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       417 | NS      | $7080.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC (AKA: DENTSPLY INTERNATIONAL INC)                     | DENTSPLY SIRONA INC COMMON STOCK USD.01             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1212 | NS      | $38590.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                                                       | DESIGNER BRANDS INC CLASS A COMMON STOCK            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      1902 | NS      | $18601.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                  | DEVON ENERGY CORP COMMON STOCK USD.1                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4553 | NS      | $280055.03    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                    | DIAMONDBACK ENERGY INC COMMON STOCK USD.01          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       394 | NS      | $53891.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                           | DIAMONDROCK HOSPITALITY CO REIT USD.01              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      1763 | NS      | $14438.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                  | DICK S SPORTING GOODS INC COMMON STOCK USD.01       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1141 | NS      | $137250.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                                  | DIGITAL REALTY TRUST INC REIT USD.01                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       352 | NS      | $35295.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                   | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2223 | NS      | $24319.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                                                              | DILLARDS INC CL A COMMON STOCK                      | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        81 | NS      | $26179.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                               | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1644 | NS      | $160832.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                                    | DOLBY LABORATORIES INC CL A COMMON STOCK USD.001    | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       252 | NS      | $17776.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                | DOLLAR GENERAL CORP COMMON STOCK USD.875            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1361 | NS      | $335146.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC (AKA: DOLLAR TREE STORES INC)                             | DOLLAR TREE INC COMMON STOCK USD.01                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1136 | NS      | $160675.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                       | DOMINION ENERGY INC COMMON STOCK                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1536 | NS      | $94187.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                                         | DOMINO S PIZZA INC COMMON STOCK USD.01              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       336 | NS      | $116390.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY INC                                                     | DONALDSON CO INC COMMON STOCK USD5.0                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       778 | NS      | $45800.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS INC                                                       | DORMAN PRODUCTS INC COMMON STOCK USD.01             | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $14556.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                                                        | DOUGLAS EMMETT INC REIT USD.01                      | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $11901.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                                   | DOW INC COMMON STOCK USD.01                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       634 | NS      | $31947.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                                                             | DRIL QUIP INC COMMON STOCK USD.01                   | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       400 | NS      | $10868.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                                               | DROPBOX INC CLASS A COMMON STOCK USD.00001          | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       584 | NS      | $13069.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                          | DTE MIDSTREAM LLC W/I COMMON STOCK                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $9394.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY (AKA: DETROIT EDISON)                                  | DTE ENERGY COMPANY COMMON STOCK                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       275 | NS      | $32320.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                   | DUKE ENERGY CORP COMMON STOCK USD.001               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       782 | NS      | $80538.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN & BRADSTREET HOLDINGS INC                                             | DUN + BRADSTREET HOLDINGS IN COMMON STOCK           | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       886 | NS      | $10862.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                     | DUPONT DE NEMOURS INC COMMON STOCK USD.01           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      5487 | NS      | $376572.81    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                    | DXC TECHNOLOGY CO COMMON STOCK USD.01               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      2840 | NS      | $75260.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                      | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       112 | NS      | $10483.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                     | EAST WEST BANCORP INC COMMON STOCK USD.001          | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $16079.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                                  | EASTGROUP PROPERTIES INC REIT                       | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       146 | NS      | $21616.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                | ALLIANT ENERGY CORP COMMON STOCK USD.01             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       374 | NS      | $20648.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                  | EASTMAN CHEMICAL CO COMMON STOCK USD.01             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       308 | NS      | $25083.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                            | EATON CORP PLC COMMON STOCK USD.01                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       410 | NS      | $64349.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                                  | EBAY INC COMMON STOCK USD.001                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      6001 | NS      | $248861.47    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                                | ECOLAB INC COMMON STOCK USD1.0                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       199 | NS      | $28966.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO (AKA: ENERGIZER HOLDINGS INC)                   | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1080 | NS      | $41623.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                      | EDISON INTERNATIONAL COMMON STOCK                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       621 | NS      | $39508.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                         | ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2017 | NS      | $83907.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                                       | ELECTRONIC ARTS INC COMMON STOCK USD.01             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1291 | NS      | $157734.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | ELEVANCE HEALTH INC COMMON STOCK USD.01             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1143 | NS      | $586324.71    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                     | ELI LILLY + CO COMMON STOCK                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2992 | NS      | $1094593.28   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                                          | ELME COMMUNITIES REIT USD.01                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       730 | NS      | $12994.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                                             | ALLSTATE CORP COMMON STOCK USD.01                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4670 | NS      | $633252.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                                           | EMCOR GROUP INC COMMON STOCK USD.01                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       100 | NS      | $14811.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                       | EMERSON ELECTRIC CO COMMON STOCK USD.5              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1417 | NS      | $136117.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP (AKA HEALTHSOUTH CORP)                              | ENCOMPASS HEALTH CORP COMMON STOCK USD.01           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1228 | NS      | $73446.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                                                   | ENCORE WIRE CORP COMMON STOCK USD.01                | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $36728.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      6121 | NS      | $149658.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                                       | ENTERGY CORP COMMON STOCK USD.01                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       702 | NS      | $78975.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO                                                    | ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1098 | NS      | $25155.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                              | ENVISTA HOLDINGS CORP COMMON STOCK USD.01           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       282 | NS      | $9494.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                         | EOG RESOURCES INC COMMON STOCK USD.01               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       608 | NS      | $78748.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                                           | EQT CORP COMMON STOCK                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       899 | NS      | $30413.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                                               | EQUIFAX INC COMMON STOCK USD1.25                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       310 | NS      | $60251.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                               | EQUINIX INC REIT USD.001                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       133 | NS      | $87118.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                    | EQUITABLE HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       716 | NS      | $20549.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                               | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       303 | NS      | $72007.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORPORATION                                           | EQUITRANS MIDSTREAM CORP COMMON STOCK               | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      1510 | NS      | $10117.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                                       | EQUITY COMMONWEALTH REIT USD.01                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |       851 | NS      | $21249.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                           | EQUITY LIFESTYLE PROPERTIES REIT USD.01             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       600 | NS      | $38760.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY COMPANY                                                    | ERIE INDEMNITY COMPANY CL A COMMON STOCK            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       121 | NS      | $30095.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                   | ESSENTIAL UTILITIES INC COMMON STOCK USD.5          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       398 | NS      | $18996.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC                                                | ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       109 | NS      | $27043.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                                              | EVERCORE INC   A COMMON STOCK USD.01                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       344 | NS      | $37523.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                | EVERGY INC COMMON STOCK                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       815 | NS      | $51287.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       409 | NS      | $34290.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                                              | EXELIXIS INC COMMON STOCK USD.001                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       554 | NS      | $8886.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                        | EXELON CORP COMMON STOCK                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     12506 | NS      | $540634.38    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL WASH INC                                                  | EXPEDITORS INTL WASH INC COMMON STOCK USD.01        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       866 | NS      | $89994.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                   | EXTRA SPACE STORAGE INC REIT USD.01                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $64170.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                   | EXXON MOBIL CORP COMMON STOCK                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     27157 | NS      | $2995417.10   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                              | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       184 | NS      | $73822.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                    | FAIR ISAAC CORP COMMON STOCK USD.01                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       121 | NS      | $72428.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                                          | FASTENAL CO COMMON STOCK USD.01                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       800 | NS      | $37856.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                                      | FEDERATED HERMES INC COMMON STOCK                   | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       808 | NS      | $29338.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                          | ALTRIA GROUP INC COMMON STOCK USD.333               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     17298 | NS      | $790691.58    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                      | FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1030 | NS      | $53910.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                             | FIRST CITIZENS BCSHS   CL A COMMON STOCK USD1.0     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        34 | NS      | $25784.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                 | FIRST HORIZON CORP COMMON STOCK USD.625             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1053 | NS      | $25798.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                         | FIRST INDUSTRIAL REALTY TR REIT USD.01              | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $26880.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                                           | FIRST SOLAR INC COMMON STOCK USD.001                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       263 | NS      | $39394.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                          | FIRSTENERGY CORP COMMON STOCK USD.1                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       931 | NS      | $39046.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                | FISERV INC COMMON STOCK USD.01                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       683 | NS      | $69030.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                                                 | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001      | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       133 | NS      | $24429.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                             | FLEX LTD COMMON STOCK                               | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      3302 | NS      | $70860.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                                         | FLOWERS FOODS INC COMMON STOCK USD.01               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2403 | NS      | $69062.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION                                                         | FLUOR CORP COMMON STOCK USD.01                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      4426 | NS      | $153405.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                                           | FMC CORP COMMON STOCK USD.1                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       216 | NS      | $26956.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORPORATION                                                           | FNB CORP COMMON STOCK USD.01                        | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       928 | NS      | $12110.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                                           | FOOT LOCKER INC COMMON STOCK USD.01                 | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      2940 | NS      | $111102.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                        | FORD MOTOR CO COMMON STOCK USD.01                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     82035 | NS      | $954067.05    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                              | FORTINET INC COMMON STOCK USD.001                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       804 | NS      | $39307.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                                       | FORTIVE CORP COMMON STOCK USD.01                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       433 | NS      | $27820.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                                               | ABM INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       911 | NS      | $40466.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                                           | FOX CORP CLASS A COMMON STOCK USD.01                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1931 | NS      | $58644.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO INC                                                  | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1         | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       132 | NS      | $10527.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                    | FRANKLIN RESOURCES INC COMMON STOCK USD.1           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      4630 | NS      | $122139.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                      | FREEPORT MCMORAN INC COMMON STOCK USD.1             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1405 | NS      | $53390.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                            | AMC ENTERTAINMENT HLDS CL A COMMON STOCK USD.01     | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1480 | NS      | $6023.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                                                        | FTI CONSULTING INC COMMON STOCK USD.01              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       558 | NS      | $88610.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                                          | AMC NETWORKS INC A COMMON STOCK                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       683 | NS      | $10702.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                                                   | G III APPAREL GROUP LTD COMMON STOCK USD.01         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1427 | NS      | $19564.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                 | AMCOR PLC COMMON STOCK USD.01                       | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      4300 | NS      | $51213.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                         | GAMING AND LEISURE PROPERTIE REIT                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      2149 | NS      | $111941.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                                   | GAP INC/THE COMMON STOCK USD.05                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      7773 | NS      | $87679.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC COMMON STOCK USD.0005                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       255 | NS      | $85715.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                                                          | GATX CORP COMMON STOCK USD.625                      | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       325 | NS      | $34560.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                                            | AMDOCS LTD COMMON STOCK GBP.0001                    | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      1100 | NS      | $99990.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                           | GEN DIGITAL INC COMMON STOCK USD.01                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      5022 | NS      | $107621.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                                                      | GENERAC HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       215 | NS      | $21641.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                              | GENERAL DYNAMICS CORP COMMON STOCK USD1.0           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       294 | NS      | $72944.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                  | GENERAL ELECTRIC CO COMMON STOCK USD.01             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7743 | NS      | $648785.97    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                                        | AMEREN CORPORATION COMMON STOCK USD.01              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       417 | NS      | $37079.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                         | GENERAL MILLS INC COMMON STOCK USD.1                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3820 | NS      | $320307.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                    | GENERAL MOTORS CO COMMON STOCK USD.01               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     25059 | NS      | $842984.76    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC                                                               | GENESCO INC COMMON STOCK USD1.0                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       249 | NS      | $11458.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                                           | GENPACT LTD COMMON STOCK USD.01                     | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      1204 | NS      | $55769.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                                                        | GENTEX CORP COMMON STOCK USD.06                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1446 | NS      | $39432.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       390 | NS      | $67668.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                                    | GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      8372 | NS      | $44287.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                       | GILEAD SCIENCES INC COMMON STOCK USD.001            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     21970 | NS      | $1886124.50   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                                                       | GLACIER BANCORP INC COMMON STOCK USD.01             | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       220 | NS      | $10872.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                       | GLOBAL PAYMENTS INC COMMON STOCK                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       274 | NS      | $27213.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                                            | GLOBE LIFE INC COMMON STOCK USD1.0                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       112 | NS      | $13501.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                                                        | GLOBUS MEDICAL INC   A COMMON STOCK USD.001         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       357 | NS      | $26514.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                                                   | GMS INC COMMON STOCK USD.01                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       284 | NS      | $14143.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                               | GODADDY INC   CLASS A COMMON STOCK USD.001          | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       282 | NS      | $21099.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                   | GOLDMAN SACHS GROUP INC COMMON STOCK USD.01         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1244 | NS      | $427164.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                               | AMERICAN AIRLINES GROUP INC COMMON STOCK            | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8557 | NS      | $108845.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO/THE                                             | GOODYEAR TIRE + RUBBER CO COMMON STOCK              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     10456 | NS      | $106128.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                                 | GRACO INC COMMON STOCK USD1.0                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       379 | NS      | $25491.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO (AKA: WASHINGTON POST CO)                              | GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        32 | NS      | $19334.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                                | GRAND CANYON EDUCATION INC COMMON STOCK USD.01      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       212 | NS      | $22399.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTR INC                                                        | GRANITE CONSTRUCTION INC COMMON STOCK USD.01        | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       617 | NS      | $21638.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                                         | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5554 | NS      | $123576.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                | 3M CO W/D COMMON STOCK USD.01                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1804 | NS      | $216335.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COMPANIES INC                                                  | GREENBRIER COMPANIES INC COMMON STOCK               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       996 | NS      | $33395.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                                 | GREIF INC CL A COMMON STOCK                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       414 | NS      | $27762.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                    | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       294 | NS      | $53028.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS                                    | AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2121 | NS      | $16586.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                                             | AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      3906 | NS      | $54527.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS INC                                                                 | GUESS? INC COMMON STOCK USD.01                      | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       513 | NS      | $10613.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                       | AMERICAN ELECTRIC POWER COMMON STOCK USD6.5         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1184 | NS      | $112420.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                                                             | H+R BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      3575 | NS      | $130523.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                                   | HAEMONETICS CORP/MASS COMMON STOCK USD.01           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       324 | NS      | $25482.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC                                                  | HAIN CELESTIAL GROUP INC COMMON STOCK USD.01        | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       412 | NS      | $6666.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HLDNG CO                                  | AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0    | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |       899 | NS      | $41012.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                                       | HALLIBURTON CO COMMON STOCK USD2.5                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1354 | NS      | $53279.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                                           | HANESBRANDS INC COMMON STOCK USD.01                 | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      2647 | NS      | $16834.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)               | HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       327 | NS      | $44187.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | AMERICAN EXPRESS CO COMMON STOCK USD.2              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       613 | NS      | $90570.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                       | HARLEY DAVIDSON INC COMMON STOCK USD.01             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       851 | NS      | $35401.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC/THE                                 | HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       263 | NS      | $19943.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                                | HASBRO INC COMMON STOCK USD.5                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       141 | NS      | $8602.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC                                          | HAWAIIAN ELECTRIC INDS COMMON STOCK                 | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       611 | NS      | $25570.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS INC                                                     | HAWAIIAN HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      1401 | NS      | $14374.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                                        | HCA HEALTHCARE INC COMMON STOCK USD.01              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       303 | NS      | $72707.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                      | HEALTHCARE REALTY TRUST INC REIT USD.01             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      2212 | NS      | $42625.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP                                                 | HEALTHCARE SERVICES GROUP COMMON STOCK USD.01       | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1130 | NS      | $13560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORPORATION                                                         | HEICO CORP COMMON STOCK USD.01                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       176 | NS      | $27040.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                                                     | HELMERICH + PAYNE COMMON STOCK USD.1                | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1767 | NS      | $87590.19     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                                                          | HENRY SCHEIN INC COMMON STOCK USD.01                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       964 | NS      | $76994.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD (AKA: HERBALIFE LTD)                              | HERBALIFE NUTRITION LTD COMMON STOCK USD.002        | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |       549 | NS      | $8169.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                                                                | HERSHEY CO/THE COMMON STOCK USD1.0                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       535 | NS      | $123889.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                                          | HESS CORP COMMON STOCK USD1.0                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1239 | NS      | $175714.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                        | HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     32459 | NS      | $518045.64    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                                        | HEXCEL CORP COMMON STOCK USD.01                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       991 | NS      | $58320.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                                                           | HILLENBRAND INC COMMON STOCK                        | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       283 | NS      | $12075.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                                                | HILTON GRAND VACATIONS INC COMMON STOCK USD.01      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       450 | NS      | $17343.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                             | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       383 | NS      | $48395.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                                           | HNI CORP COMMON STOCK USD1.0                        | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       381 | NS      | $10831.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC COMMON STOCK USD.01                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2271 | NS      | $169893.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC                                                       | HOME BANCSHARES INC COMMON STOCK USD.01             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $11782.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                            | HOME DEPOT INC COMMON STOCK USD.05                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1182 | NS      | $373346.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                              | AMERICAN FINANCIAL GROUP INC COMMON STOCK           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       124 | NS      | $17022.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                               | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       673 | NS      | $144223.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                     | AMERICAN HOMES 4 RENT  A REIT USD.01                | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1180 | NS      | $35565.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                  | HORMEL FOODS CORP COMMON STOCK USD.01465            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1518 | NS      | $69144.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                                 | HOST HOTELS + RESORTS INC REIT USD.01               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      3300 | NS      | $52965.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                        | HOULIHAN LOKEY INC COMMON STOCK USD.001             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       463 | NS      | $40355.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC COMMON STOCK                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1352 | NS      | $53282.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC (AKA: HEWLETT-PACKARD CO)                                          | HP INC COMMON STOCK USD.01                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3846 | NS      | $103342.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                                                             | HUB GROUP INC CL A COMMON STOCK USD.01              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $26708.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                                      | HUBBELL INC COMMON STOCK USD.01                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       209 | NS      | $49048.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     11888 | NS      | $751797.12    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                | HUMANA INC COMMON STOCK USD.1666666                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       381 | NS      | $195144.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                        | HUNTINGTON BANCSHARES INC COMMON STOCK USD.01       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1138 | NS      | $16045.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                         | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        96 | NS      | $22145.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORPORATION                                                      | HUNTSMAN CORP COMMON STOCK USD.01                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       298 | NS      | $8189.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                        | AMERICAN TOWER CORP REIT USD.01                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       328 | NS      | $69490.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                                                           | ICU MEDICAL INC COMMON STOCK USD.1                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       146 | NS      | $22992.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                               | IDACORP INC COMMON STOCK                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        88 | NS      | $9490.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                                          | IDEX CORP COMMON STOCK USD.01                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       340 | NS      | $77632.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                                    | IDEXX LABORATORIES INC COMMON STOCK USD.1           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        29 | NS      | $11830.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                   | ILLINOIS TOOL WORKS COMMON STOCK USD.01             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       701 | NS      | $154430.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST INC                                                | AMERICOLD REALTY TRUST INC REIT USD.01              | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      1288 | NS      | $36463.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                                        | INCYTE CORP COMMON STOCK USD.001                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       869 | NS      | $69798.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                  | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        79 | NS      | $24598.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INCORPORATED                                               | INGLES MARKETS INC CLASS A COMMON STOCK USD.05      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       200 | NS      | $19292.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                                    | INGREDION INC COMMON STOCK USD.01                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       888 | NS      | $86961.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                                              | INNOSPEC INC COMMON STOCK USD.01                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       141 | NS      | $14503.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                   | INSIGHT ENTERPRISES INC COMMON STOCK USD.01         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       239 | NS      | $23964.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                                             | INSPERITY INC COMMON STOCK USD.01                   | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       174 | NS      | $19766.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                                             | AMERISOURCEBERGEN CORP COMMON STOCK USD.01          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       550 | NS      | $91140.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                                             | INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       338 | NS      | $24454.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                             | INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1452 | NS      | $148960.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)                         | INTL BUSINESS MACHINES CORP COMMON STOCK USD.2      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     12859 | NS      | $1811704.51   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                    | INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       510 | NS      | $53468.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                         | INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1     | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      1076 | NS      | $24403.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1194 | NS      | $41348.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COMPANIES INC                                        | INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1     | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2134 | NS      | $71083.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                                | INTUIT INC COMMON STOCK USD.01                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        60 | NS      | $23353.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                                | AMETEK INC COMMON STOCK USD.01                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       170 | NS      | $23752.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                               | INVESCO LTD COMMON STOCK USD.2                      | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      6888 | NS      | $123915.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                                      | INVITATION HOMES INC REIT USD.01                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2521 | NS      | $74722.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC (AKA: ISIS PHARMACEUTICALS INC)                 | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       260 | NS      | $9820.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                | IRON MOUNTAIN INC REIT USD.01                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1410 | NS      | $70288.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                 | AMGEN INC COMMON STOCK USD.0001                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3907 | NS      | $1026134.48   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                                   | ITT INC COMMON STOCK USD1.0                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       399 | NS      | $32358.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP                                                    | J + J SNACK FOODS CORP COMMON STOCK                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $19761.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                                 | JABIL INC COMMON STOCK USD.001                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1896 | NS      | $129307.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES INC                                               | JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       680 | NS      | $119380.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC                                                       | JACK IN THE BOX INC COMMON STOCK USD.01             | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       656 | NS      | $44758.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INCORPORATION                                           | JACKSON FINANCIAL INC A COMMON STOCK USD.01         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       397 | NS      | $13811.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                      | AMKOR TECHNOLOGY INC COMMON STOCK USD.001           | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      1161 | NS      | $27840.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                            | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       211 | NS      | $36789.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                             | JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       966 | NS      | $33114.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                               | JETBLUE AIRWAYS CORP COMMON STOCK USD.01            | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      4922 | NS      | $31894.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                                                             | JM SMUCKER CO/THE COMMON STOCK                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       905 | NS      | $143406.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS INC                                                     | WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0     | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       354 | NS      | $14181.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON COMPANY                                                 | JOHNSON + JOHNSON COMMON STOCK USD1.0               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     13016 | NS      | $2299276.40   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                                               | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       287 | NS      | $29509.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                                                      | JUNIPER NETWORKS INC COMMON STOCK USD.00001         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      8990 | NS      | $287320.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                               | KAISER ALUMINUM CORP COMMON STOCK USD.01            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $10938.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS INC                                           | ACADEMY SPORTS + OUTDOORS IN COMMON STOCK USD.01    | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $33678.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                                      | AMPHENOL CORP CL A COMMON STOCK USD.001             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       644 | NS      | $49034.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC                                                  | KAR AUCTION SERVICES INC COMMON STOCK USD.01        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2186 | NS      | $28527.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                                   | KBR INC COMMON STOCK USD.001                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1367 | NS      | $72177.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                           | KELLOGG CO COMMON STOCK USD.25                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1883 | NS      | $134144.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORPORATION                                                        | KEMPER CORP COMMON STOCK USD.1                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       224 | NS      | $11020.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                      | KEURIG DR PEPPER INC COMMON STOCK USD.01            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3879 | NS      | $138325.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                                                 | KILROY REALTY CORP REIT USD.01                      | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       735 | NS      | $28422.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                | KIMBERLY CLARK CORP COMMON STOCK USD1.25            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1984 | NS      | $269328.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION                                                  | KIMCO REALTY CORP REIT USD.01                       | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      2699 | NS      | $57164.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                         | KINDER MORGAN INC COMMON STOCK USD.01               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      7401 | NS      | $133810.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                   | KITE REALTY GROUP TRUST REIT USD.01                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $14903.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                                           | KLA CORP COMMON STOCK USD.001                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       287 | NS      | $108207.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                        | ANALOG DEVICES INC COMMON STOCK USD.167             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       455 | NS      | $74633.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                  | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.01     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $85218.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORPORATION                                                         | KOHLS CORP COMMON STOCK USD.01                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      5178 | NS      | $130744.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC/THE                                                         | ANDERSONS INC/THE COMMON STOCK                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       425 | NS      | $14870.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                                                        | KONTOOR BRANDS INC COMMON STOCK                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       550 | NS      | $21994.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                                         | KOSMOS ENERGY LTD COMMON STOCK USD.01               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      2118 | NS      | $13470.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO (AKA: HJ HEINZ HOLDING CORP)                               | KRAFT HEINZ CO/THE COMMON STOCK USD.01              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      9599 | NS      | $390775.29    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                                 | KROGER CO COMMON STOCK USD1.0                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14450 | NS      | $644181.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                      | KYNDRYL HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      6370 | NS      | $70834.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                              | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1142 | NS      | $237775.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC.                                                             | LA Z BOY INC COMMON STOCK USD1.0                    | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       697 | NS      | $15905.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                                | LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1     | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       171 | NS      | $40267.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                                       | LADDER CAPITAL CORP REIT REIT USD.001               | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      1273 | NS      | $12780.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                  | LAM RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       118 | NS      | $49595.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                                                 | LAMAR ADVERTISING CO A REIT USD.001                 | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       453 | NS      | $42763.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1073 | NS      | $95883.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                                              | LANCASTER COLONY CORP COMMON STOCK                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       222 | NS      | $43800.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYS INC                                                          | LANDSTAR SYSTEM INC COMMON STOCK USD.01             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       433 | NS      | $70535.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                      | LAS VEGAS SANDS CORP COMMON STOCK USD.001           | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1393 | NS      | $66961.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                                          | LEAR CORP COMMON STOCK USD.01                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       710 | NS      | $88054.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT INCORPORATED                                              | LEGGETT + PLATT INC COMMON STOCK USD.01             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      1516 | NS      | $48860.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                       | LEIDOS HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       838 | NS      | $88149.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                  | LENNOX INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       299 | NS      | $71529.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                                                             | LHC GROUP INC COMMON STOCK USD.01                   | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       122 | NS      | $19726.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                                             | LIBERTY BROADBAND C COMMON STOCK USD.01             | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       218 | NS      | $16626.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                                                        | LIBERTY GLOBAL PLC  C COMMON STOCK USD.01           | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      7138 | NS      | $138691.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY INC                                             | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       180 | NS      | $14817.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE (LIBERTY MEDIA CORP-LIBERTY MEDIA) | LIBERTY MEDIA CORP LIBERTY C TRACKING STK USD.01    | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       387 | NS      | $23134.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM                                       | LIBERTY MEDIA COR SIRIUSXM C TRACKING STK USD.01    | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3327 | NS      | $130185.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC (AKA: SOVRAN SELF STORAGE INC)                           | LIFE STORAGE INC REIT USD.01                        | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       404 | NS      | $39794.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                                                        | LIGHT + WONDER INC COMMON STOCK USD.001             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       236 | NS      | $13829.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS CO.                                             | LINCOLN ELECTRIC HOLDINGS COMMON STOCK              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       466 | NS      | $67332.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                              | LINCOLN NATIONAL CORP COMMON STOCK                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3358 | NS      | $103157.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                 | LINDE PLC COMMON STOCK EUR.001                      | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       461 | NS      | $150368.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                             | ANNALY CAPITAL MANAGEMENT IN REIT USD.01            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      2510 | NS      | $52910.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                         | LITHIA MOTORS INC COMMON STOCK                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        80 | NS      | $16379.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                                           | LKQ CORP COMMON STOCK USD.01                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       397 | NS      | $21203.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1611 | NS      | $783735.39    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                                                         | LOEWS CORP COMMON STOCK USD.01                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1969 | NS      | $114851.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                                             | LOUISIANA PACIFIC CORP COMMON STOCK USD1.0          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       796 | NS      | $47123.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE`S COMPANIES INC                                                      | LOWE S COS INC COMMON STOCK USD.5                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1237 | NS      | $246459.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL INVESTMENT HOLDINGS INC                                               | LPL FINANCIAL HOLDINGS INC COMMON STOCK             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       801 | NS      | $173152.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                    | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     23896 | NS      | $124737.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                                                 | ANSYS INC COMMON STOCK USD.01                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       126 | NS      | $30440.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                      | LXP INDUSTRIAL TRUST REIT USD.0001                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1903 | NS      | $19068.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                              | LYONDELLBASELL INDU CL A COMMON STOCK EUR.04        | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      4159 | NS      | $345321.77    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                      | M + T BANK CORP COMMON STOCK USD.5                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       285 | NS      | $41342.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO/THE                                                           | MACERICH CO/THE REIT USD.01                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      3744 | NS      | $42157.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                                                 | MACY S INC COMMON STOCK USD.01                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      6550 | NS      | $135257.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                              | ANTERO RESOURCES CORP COMMON STOCK USD.01           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      4668 | NS      | $144661.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                                                  | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       109 | NS      | $13232.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                                                         | MANPOWERGROUP INC COMMON STOCK USD.01               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       959 | NS      | $79798.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                                                  | MARATHON OIL CORP COMMON STOCK USD1.0               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     16474 | NS      | $445951.18    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                            | MARATHON PETROLEUM CORP COMMON STOCK USD.01         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10479 | NS      | $1219650.81   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORPORATION                                                        | MARKEL CORP COMMON STOCK                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        20 | NS      | $26349.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                                  | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        53 | NS      | $14781.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MARRIOTT INTERNATIONAL  CL A COMMON STOCK USD.01    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       586 | NS      | $87249.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                                  | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01        | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      2483 | NS      | $15866.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORPORATION                                  | MARRIOTT VACATIONS WORLD COMMON STOCK USD.01        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       149 | NS      | $20053.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                            | MARSH + MCLENNAN COS COMMON STOCK USD1.0            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1925 | NS      | $318549.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                                         | MASCO CORP COMMON STOCK USD1.0                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       517 | NS      | $24128.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                                        | MASIMO CORP COMMON STOCK USD.001                    | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       201 | NS      | $29737.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                                                | MASTEC INC COMMON STOCK USD.1                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       151 | NS      | $12884.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED                                                   | MASTERCARD INC   A COMMON STOCK USD.0001            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1294 | NS      | $449962.62    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                 | MATADOR RESOURCES CO COMMON STOCK USD.01            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       192 | NS      | $10990.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                               | MAXIMUS INC COMMON STOCK                            | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       756 | NS      | $55437.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PUBLIC LIMITED COMPANY                                                | AON PLC CLASS A COMMON STOCK                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       657 | NS      | $197191.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                          | MCCORMICK + CO NON VTG SHRS COMMON STOCK            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1429 | NS      | $118449.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORPORATION                                                     | MCDONALD S CORP COMMON STOCK USD.01                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3559 | NS      | $937903.27    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                                      | MCKESSON CORP COMMON STOCK USD.01                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2490 | NS      | $934048.80    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                                                          | MDC HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       404 | NS      | $12766.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                                                   | MDU RESOURCES GROUP INC COMMON STOCK USD1.0         | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $71602.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                            | MERCK + CO. INC. COMMON STOCK USD.5                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     19553 | NS      | $2169405.35   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                               | MERCURY GENERAL CORP COMMON STOCK                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       353 | NS      | $12072.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                | MERITAGE HOMES CORP COMMON STOCK USD.01             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       330 | NS      | $30426.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                               | METLIFE INC COMMON STOCK USD.01                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4611 | NS      | $333698.07    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                                           | APA CORP COMMON STOCK USD.625                       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       994 | NS      | $46399.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                          | METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        71 | NS      | $102626.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC                                                         | MFA FINANCIAL INC REIT USD.01                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      2500 | NS      | $24625.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                               | MGIC INVESTMENT CORP COMMON STOCK USD1.0            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1112 | NS      | $14456.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                 | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       533 | NS      | $17871.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       586 | NS      | $41166.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                                           | MILLERKNOLL INC COMMON STOCK USD.2                  | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       463 | NS      | $9727.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                                               | MODERNA INC COMMON STOCK USD.0001                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        82 | NS      | $14728.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                                          | MOELIS + CO   CLASS A COMMON STOCK USD.01           | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       248 | NS      | $9515.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOLINA HEALTHCARE INC COMMON STOCK USD.001          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       393 | NS      | $129776.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                             | MOLSON COORS BEVERAGE CO   B COMMON STOCK USD.01    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      3523 | NS      | $181504.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                | MONDELEZ INTERNATIONAL INC A COMMON STOCK           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7585 | NS      | $505540.25    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                                              | MONSTER BEVERAGE CORP COMMON STOCK                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       697 | NS      | $70766.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                                       | MOODY S CORP COMMON STOCK USD.01                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        32 | NS      | $8915.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                  | MOOG INC CLASS A COMMON STOCK USD1.0                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       252 | NS      | $22115.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC                                                    | APOGEE ENTERPRISES INC COMMON STOCK USD.333         | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       294 | NS      | $13071.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                            | MORGAN STANLEY COMMON STOCK USD.01                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1417 | NS      | $120473.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                                           | MORNINGSTAR INC COMMON STOCK                        | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       115 | NS      | $24907.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                                             | MOSAIC CO/THE COMMON STOCK USD.01                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     10116 | NS      | $443788.92    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                                 | APOLLO COMMERCIAL REAL ESTAT REIT USD.01            | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      1251 | NS      | $13460.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       359 | NS      | $92517.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INCORPORATED                                                   | MSA SAFETY INC COMMON STOCK                         | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       222 | NS      | $32010.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO                                                  | MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       686 | NS      | $56046.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                                  | MSCI INC COMMON STOCK USD.01                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        98 | NS      | $45586.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                                | APPLE HOSPITALITY REIT INC REIT NPV                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3149 | NS      | $49691.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                                    | MUELLER INDUSTRIES INC COMMON STOCK USD.01          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       743 | NS      | $43837.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                                    | MURPHY OIL CORP COMMON STOCK USD1.0                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2730 | NS      | $117417.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                                            | MURPHY USA INC COMMON STOCK                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       786 | NS      | $219718.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                                       | MYRIAD GENETICS INC COMMON STOCK USD.01             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       836 | NS      | $12130.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                     | NABORS INDUSTRIES LTD COMMON STOCK USD.001          | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |        84 | NS      | $13009.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC (AKA: NASDAQ OMX GROUP INC)                                    | NASDAQ INC COMMON STOCK USD.01                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1095 | NS      | $67178.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                                    | NATIONAL BEVERAGE CORP COMMON STOCK USD.01          | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       183 | NS      | $8514.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                 | APPLE INC COMMON STOCK USD.00001                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      3553 | NS      | $461641.29    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                 | NATIONAL FUEL GAS CO COMMON STOCK USD1.0            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       854 | NS      | $54058.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENTS CORPORATION                                          | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01       | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       656 | NS      | $24206.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC                                            | NATIONAL RETAIL PROPERTIES REIT USD.01              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       306 | NS      | $14002.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                                       | NAVIENT CORP COMMON STOCK USD.01                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      4164 | NS      | $68497.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                                           | NCR CORPORATION COMMON STOCK USD.01                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      1251 | NS      | $29285.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                                | NELNET INC CL A COMMON STOCK USD.01                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       113 | NS      | $10254.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                          | ACCENTURE PLC CL A COMMON STOCK USD.0000225         | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       523 | NS      | $139557.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                                       | APPLIED INDUSTRIAL TECH INC COMMON STOCK            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       110 | NS      | $13863.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                                | NETAPP INC COMMON STOCK USD.001                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       395 | NS      | $23723.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                                                      | NETSCOUT SYSTEMS INC COMMON STOCK USD.001           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1147 | NS      | $37288.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                     | APPLIED MATERIALS INC COMMON STOCK USD.01           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1090 | NS      | $106144.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                                            | NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01      | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      3710 | NS      | $31906.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC                                               | NEW YORK MORTGAGE TRUST INC REIT USD.02             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      3555 | NS      | $9100.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                         | NEWELL BRANDS INC COMMON STOCK USD1.0               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       688 | NS      | $8999.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORPORATION                                                     | NEWMARKET CORP COMMON STOCK                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        51 | NS      | $15866.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                                       | NEWMONT CORP COMMON STOCK USD1.6                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1850 | NS      | $87320.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                                          | NEWS CORP  CLASS A COMMON STOCK USD.01              | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3378 | NS      | $61479.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                   | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       285 | NS      | $49883.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                        | NEXTERA ENERGY INC COMMON STOCK USD.01              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2127 | NS      | $177817.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                                  | NIKE INC CL B COMMON STOCK                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       505 | NS      | $59090.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                            | APTARGROUP INC COMMON STOCK USD.01                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       536 | NS      | $58949.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK (AKA: ARAMARK HOLDINGS CORP)                                      | ARAMARK COMMON STOCK USD.01                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       580 | NS      | $23977.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                              | NISOURCE INC COMMON STOCK USD.01                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       661 | NS      | $18124.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS LIMITED                                                       | NOMAD FOODS LTD COMMON STOCK                        | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |        26 | NS      | $448.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                                       | NORDSON CORP COMMON STOCK                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       198 | NS      | $47068.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                                                             | NORDSTROM INC COMMON STOCK                          | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2753 | NS      | $44433.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                              | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       249 | NS      | $61358.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES INC                                                        | ARCH RESOURCES INC COMMON STOCK USD.01              | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |        66 | NS      | $9424.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORPORATION                                              | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       936 | NS      | $510690.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD                                        | NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001   | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1089 | NS      | $13329.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                                                   | NOV INC COMMON STOCK USD.01                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      8452 | NS      | $176562.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                            | ARCHER DANIELS MIDLAND CO COMMON STOCK              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      6930 | NS      | $643450.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                                                   | NOW INC COMMON STOCK USD.01                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1427 | NS      | $18122.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC COMMON STOCK USD.01                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       712 | NS      | $22655.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                              | ARCHROCK INC COMMON STOCK USD.01                    | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      1561 | NS      | $14017.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                                                   | NU SKIN ENTERPRISES INC   A COMMON STOCK USD.001    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      1137 | NS      | $47935.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                                         | NUCOR CORP COMMON STOCK USD.4                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1410 | NS      | $185852.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                                        | NVENT ELECTRIC PLC COMMON STOCK USD.01              | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       293 | NS      | $11271.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                                                   | O REILLY AUTOMOTIVE INC COMMON STOCK USD.01         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       405 | NS      | $341832.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                                                       | ARCONIC CORP COMMON STOCK USD.01                    | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1502 | NS      | $31782.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                                             | O I GLASS INC COMMON STOCK                          | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3262 | NS      | $54051.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                          | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      8977 | NS      | $565461.23    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                             | OCEANEERING INTL INC COMMON STOCK USD.25            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2115 | NS      | $36991.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                                                | ARCOSA INC COMMON STOCK USD.01                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       294 | NS      | $15975.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                            | OFFICE PROPERTIES INCOME TRU REIT USD.01            | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       599 | NS      | $7996.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                                           | OGE ENERGY CORP COMMON STOCK USD.01                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       353 | NS      | $13961.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORPORATION                                                          | OLIN CORP COMMON STOCK USD1.0                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1862 | NS      | $98574.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                               | ARES MANAGEMENT CORP   A COMMON STOCK               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       581 | NS      | $39763.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | OMEGA HEALTHCARE INVESTORS REIT USD.1               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       825 | NS      | $23058.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                         | OMNICOM GROUP COMMON STOCK USD.15                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1642 | NS      | $133937.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                              | ON SEMICONDUCTOR COMMON STOCK USD.01                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       699 | NS      | $43596.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                                      | ONEMAIN HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      1163 | NS      | $38739.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                                       | ARISTA NETWORKS INC COMMON STOCK USD.0001           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       567 | NS      | $68805.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                 | ONEOK INC COMMON STOCK USD.01                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       650 | NS      | $42705.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                        | ORACLE CORP COMMON STOCK USD.01                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     11814 | NS      | $965676.36    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                            | ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01      | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       150 | NS      | $10288.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                              | ORGANON + CO COMMON STOCK USD.01                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      6159 | NS      | $172020.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                                     | ARROW ELECTRONICS INC COMMON STOCK USD1.0           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1274 | NS      | $133222.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                    | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       217 | NS      | $18766.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                                                       | OSHKOSH CORP COMMON STOCK USD.01                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       646 | NS      | $56970.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                                           | OSI SYSTEMS INC COMMON STOCK                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       142 | NS      | $11291.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                | OTIS WORLDWIDE CORP COMMON STOCK USD.01             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       810 | NS      | $63431.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                                                        | OUTFRONT MEDIA INC REIT USD.01                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1003 | NS      | $16629.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                               | OVINTIV INC COMMON STOCK                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $37271.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                                                         | OWENS + MINOR INC COMMON STOCK USD2.0               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1586 | NS      | $30974.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING INC                                                         | OWENS CORNING COMMON STOCK USD.001                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       579 | NS      | $49388.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                | PACCAR INC COMMON STOCK USD1.0                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       511 | NS      | $50573.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA INC                                             | PACKAGING CORP OF AMERICA COMMON STOCK USD.01       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       120 | NS      | $15349.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                                           | PACWEST BANCORP COMMON STOCK                        | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       731 | NS      | $16776.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                   | ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       728 | NS      | $137257.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                    | PALO ALTO NETWORKS INC COMMON STOCK USD.0001        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       730 | NS      | $101864.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | PARAMOUNT GLOBAL CLASS B COMMON STOCK USD.001       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      5409 | NS      | $91303.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP INC                                                       | PARAMOUNT GROUP INC REIT USD.01                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      3495 | NS      | $20760.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC                                     | ARTISAN PARTNERS ASSET MA  A COMMON STOCK USD.01    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       350 | NS      | $10395.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                                 | PARK HOTELS + RESORTS INC REIT USD.01               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      4803 | NS      | $56627.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                               | PARKER HANNIFIN CORP COMMON STOCK USD.5             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       157 | NS      | $45687.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORPORATION                                                       | PARSONS CORP COMMON STOCK USD1.0                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       250 | NS      | $11562.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COS INC                                                         | PATTERSON COS INC COMMON STOCK USD.01               | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      1803 | NS      | $50538.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                  | PATTERSON UTI ENERGY INC COMMON STOCK USD.01        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      5671 | NS      | $95499.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                               | PAYCHEX INC COMMON STOCK USD.01                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1129 | NS      | $130467.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                                                            | PBF ENERGY INC CLASS A COMMON STOCK USD.001         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4626 | NS      | $188648.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                                            | PDC ENERGY INC COMMON STOCK USD.01                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       172 | NS      | $10918.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                                | PEABODY ENERGY CORP COMMON STOCK                    | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      1837 | NS      | $48533.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                               | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1143 | NS      | $16984.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                    | PENN ENTERTAINMENT INC COMMON STOCK USD.01          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       512 | NS      | $15206.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                                        | PENNYMAC MORTGAGE INVESTMENT REIT USD.01            | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3449 | NS      | $42733.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTO GROUP INC                                                     | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001   | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       674 | NS      | $77462.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                                            | PENTAIR PLC COMMON STOCK USD.01                     | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1198 | NS      | $53886.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                               | PEPSICO INC COMMON STOCK USD.017                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      7654 | NS      | $1382771.64   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                                            | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      1334 | NS      | $77892.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                               | ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       448 | NS      | $80304.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                                             | PERMIAN RESOURCES CORP COMMON STOCK USD.0001        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3423 | NS      | $32176.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                               | ASHLAND INC COMMON STOCK                            | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        88 | NS      | $9462.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                | PFIZER INC COMMON STOCK USD.05                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     31685 | NS      | $1623539.40   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                          | P G + E CORP COMMON STOCK                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2182 | NS      | $35479.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PHILIP MORRIS INTERNATIONAL COMMON STOCK            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      9842 | NS      | $996108.82    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                               | PHILLIPS 66 COMMON STOCK                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      9057 | NS      | $942652.56    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                                                   | PHYSICIANS REALTY TRUST REIT USD.01                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      1397 | NS      | $20214.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST INC                                          | PIEDMONT OFFICE REALTY TRU A REIT USD.01            | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1417 | NS      | $12993.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                              | ASSURANT INC COMMON STOCK USD.01                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        93 | NS      | $11630.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                  | AT+T INC COMMON STOCK USD1.0                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    122899 | NS      | $2262570.59   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                   | ATI INC COMMON STOCK USD.1                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       636 | NS      | $18990.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS INC                                          | ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       446 | NS      | $44956.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                         | PINNACLE WEST CAPITAL COMMON STOCK                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       150 | NS      | $11406.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                  | ATMOS ENERGY CORP COMMON STOCK                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       240 | NS      | $26896.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                                             | PINTEREST INC  CLASS A COMMON STOCK USD.00001       | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1373 | NS      | $33336.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                         | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       246 | NS      | $56183.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                                          | PITNEY BOWES INC COMMON STOCK USD1.0                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      2353 | NS      | $8941.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                                               | PLEXUS CORP COMMON STOCK USD.01                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       217 | NS      | $22335.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                                                         | PNM RESOURCES INC COMMON STOCK                      | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       238 | NS      | $11612.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                                               | POLARIS INC COMMON STOCK USD.01                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       191 | NS      | $19291.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                                          | POOL CORP COMMON STOCK USD.001                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       222 | NS      | $67117.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                         | POST HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       801 | NS      | $72298.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                                        | PPG INDUSTRIES INC COMMON STOCK USD1.66666          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       345 | NS      | $43380.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                                           | PPL CORP COMMON STOCK USD.01                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1155 | NS      | $33749.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER INC                                                               | PREMIER INC CLASS A COMMON STOCK USD.01             | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       828 | NS      | $28963.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                                            | PRICESMART INC COMMON STOCK USD.0001                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       182 | NS      | $11061.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                                             | PRIMERICA INC COMMON STOCK                          | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       158 | NS      | $22407.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                                             | PRIMORIS SERVICES CORP COMMON STOCK USD.0001        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       452 | NS      | $9916.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                             | PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       411 | NS      | $34491.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                                  | PROASSURANCE CORP COMMON STOCK USD.01               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       553 | NS      | $9660.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE COMPANY                                                  | PROCTER + GAMBLE CO/THE COMMON STOCK                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11868 | NS      | $1798714.08   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                              | PROLOGIS INC REIT USD.01                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       476 | NS      | $53659.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                 | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $11120.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                              | AUTODESK INC COMMON STOCK USD.01                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       684 | NS      | $127819.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                  | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4984 | NS      | $495708.64    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                                   | PTC INC COMMON STOCK USD.01                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       250 | NS      | $30010.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                             | AUTOMATIC DATA PROCESSING COMMON STOCK USD.1        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       892 | NS      | $213063.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)                       | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1794 | NS      | $109918.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                            | PUBLIC STORAGE REIT USD.1                           | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       415 | NS      | $116278.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                                                            | PULTEGROUP INC COMMON STOCK USD.01                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $105584.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                                                          | PURE STORAGE INC   CLASS A COMMON STOCK USD.0001    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       489 | NS      | $13085.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                                                  | PVH CORP COMMON STOCK USD1.0                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       449 | NS      | $31694.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                            | AUTONATION INC COMMON STOCK USD.01                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1032 | NS      | $110733.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                                     | QUALCOMM INC COMMON STOCK USD.0001                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1838 | NS      | $202069.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                                       | QUANTA SERVICES INC COMMON STOCK USD.00001          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       969 | NS      | $138082.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC.                                                    | QUEST DIAGNOSTICS INC COMMON STOCK USD.01           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       901 | NS      | $140952.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL INC QVC GROUP(AKA: QURATE RETAIL GROUP INC QVC GR)          | QURATE RETAIL INC COMMON STOCK USD.01               | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     14364 | NS      | $23413.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                                                  | RALPH LAUREN CORP COMMON STOCK USD.01               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       610 | NS      | $64458.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                              | AUTOZONE INC COMMON STOCK USD.01                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       125 | NS      | $308272.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                               | RANGE RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      2161 | NS      | $54068.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC                                               | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       302 | NS      | $32268.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                                              | RAYONIER INC REIT                                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       923 | NS      | $30422.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                         | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1597 | NS      | $161169.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                                 | REALTY INCOME CORP REIT USD1.0                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       691 | NS      | $43830.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                                                         | REDWOOD TRUST INC REIT USD.01                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      1872 | NS      | $12654.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                               | REGENCY CENTERS CORP REIT USD.01                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       855 | NS      | $53437.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS                                                 | REGENERON PHARMACEUTICALS COMMON STOCK USD.001      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       282 | NS      | $203460.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                             | REGIONS FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1070 | NS      | $23069.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INCORPORATED                                 | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       118 | NS      | $16766.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO                                              | RELIANCE STEEL + ALUMINUM COMMON STOCK              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       872 | NS      | $176527.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                     | REPUBLIC SERVICES INC COMMON STOCK USD.01           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       964 | NS      | $124346.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                                  | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      1290 | NS      | $21220.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                                                | RESMED INC COMMON STOCK USD.004                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       445 | NS      | $92617.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                | AVERY DENNISON CORP COMMON STOCK USD1.0             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       359 | NS      | $64979.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | RITHM CAPITAL CORP REIT USD.01                      | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      9395 | NS      | $76757.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORPORATION                                                           | RLI CORP COMMON STOCK USD1.0                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       208 | NS      | $27304.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                                         | RLJ LODGING TRUST REIT                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2958 | NS      | $31325.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTL INC                                                      | ROBERT HALF INTL INC COMMON STOCK USD.001           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       448 | NS      | $33075.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                                               | ROLLINS INC COMMON STOCK USD1.0                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1682 | NS      | $61460.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | ROPER TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       125 | NS      | $54011.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                                           | ROSS STORES INC COMMON STOCK USD.01                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       355 | NS      | $41204.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       268 | NS      | $13247.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                                                     | AVIS BUDGET GROUP INC COMMON STOCK USD.01           | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      2175 | NS      | $356547.75    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                                            | ROYAL GOLD INC COMMON STOCK USD.01                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       326 | NS      | $36746.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | ROYALTY PHARMA PLC  CL A COMMON STOCK               | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1521 | NS      | $60109.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                                                     | RPM INTERNATIONAL INC COMMON STOCK USD.01           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1425 | NS      | $138866.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                                        | AVISTA CORP COMMON STOCK                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       949 | NS      | $42078.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                                                      | RUSH ENTERPRISES INC CL A COMMON STOCK USD.01       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       486 | NS      | $25408.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                                          | RYDER SYSTEM INC COMMON STOCK USD.5                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1002 | NS      | $83737.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)          | RYMAN HOSPITALITY PROPERTIES REIT USD.01            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       259 | NS      | $21181.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                           | S+P GLOBAL INC COMMON STOCK USD1.0                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       110 | NS      | $36843.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS INC                                                 | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      3030 | NS      | $37935.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                                 | AVNET INC COMMON STOCK USD1.0                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2212 | NS      | $91974.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                                       | SANMINA CORP COMMON STOCK USD.01                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       719 | NS      | $41191.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC (AKA: AVI BIOPHARMA INC)                         | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       240 | NS      | $31099.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                            | SBA COMMUNICATIONS CORP REIT USD.01                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       134 | NS      | $37561.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                                | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0      | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      1258 | NS      | $32041.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LIMITED                                                      | SCHLUMBERGER LTD COMMON STOCK USD.01                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      6376 | NS      | $340860.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL INC                                                    | SCHNEIDER NATIONAL INC CL B COMMON STOCK            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       714 | NS      | $16707.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                                    | SCHOLASTIC CORP COMMON STOCK USD.01                 | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $10259.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION                            | SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       275 | NS      | $30505.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                     | SCOTTS MIRACLE GRO CO COMMON STOCK USD.01           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       332 | NS      | $16131.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY                        | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       565 | NS      | $29724.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                                                                | SEAGEN INC COMMON STOCK USD.001                     | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $41894.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                                    | SEALED AIR CORP COMMON STOCK USD.1                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2110 | NS      | $105246.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                                   | SEI INVESTMENTS COMPANY COMMON STOCK USD.01         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1193 | NS      | $69551.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                                       | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $10801.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                             | SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       133 | NS      | $11785.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                             | SEMPRA ENERGY COMMON STOCK                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       410 | NS      | $63361.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                                         | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1       | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       308 | NS      | $22459.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                         | SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1267 | NS      | $87600.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                  | SERVICE PROPERTIES TRUST REIT USD.01                | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      3597 | NS      | $26222.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                                   | SIGNET JEWELERS LTD COMMON STOCK USD.18             | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       827 | NS      | $56236.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                                                       | SILGAN HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1041 | NS      | $53965.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                  | SIMON PROPERTY GROUP INC REIT USD.0001              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       452 | NS      | $53100.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP (AKA: DDR CORP)                                         | SITE CENTERS CORP REIT USD.1                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      1760 | NS      | $24041.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                                               | SKYWEST INC COMMON STOCK                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       449 | NS      | $7412.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                    | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       199 | NS      | $18134.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                                                      | SL GREEN REALTY CORP REIT USD.01                    | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       251 | NS      | $8463.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                     | SLM CORP COMMON STOCK USD.2                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2735 | NS      | $45401.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                                         | SM ENERGY CO COMMON STOCK USD.01                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2546 | NS      | $88677.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH AO CORP                                                             | SMITH (A.O.) CORP COMMON STOCK USD1.0               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       763 | NS      | $43674.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                                      | SNAP ON INC COMMON STOCK USD1.0                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       142 | NS      | $32445.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                             | B+G FOODS INC COMMON STOCK USD.01                   | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       801 | NS      | $8931.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                      | SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       275 | NS      | $13549.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                   | SONOCO PRODUCTS CO COMMON STOCK                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1288 | NS      | $78194.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                               | SOUTHERN CO/THE COMMON STOCK USD5.0                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1124 | NS      | $80264.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                                    | SOUTHSTATE CORP COMMON STOCK USD2.5                 | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       141 | NS      | $10766.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                                | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0      | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $13304.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                                       | SPARTANNASH CO COMMON STOCK                         | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       540 | NS      | $16329.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HOLDINGS INC                                           | SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01    | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $60976.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                                                 | SPIRIT REALTY CAPITAL INC REIT USD.05               | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       238 | NS      | $9503.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                                                | SPLUNK INC COMMON STOCK USD.001                     | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       424 | NS      | $36502.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKETS INC                                               | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      3698 | NS      | $119704.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | STARWOOD PROPERTY TRUST INC REIT USD.01             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      3053 | NS      | $55961.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                                                  | STATE STREET CORP COMMON STOCK USD1.0               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       388 | NS      | $30097.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                        | STEEL DYNAMICS INC COMMON STOCK USD.005             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       834 | NS      | $81481.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC                                                             | STEELCASE INC CL A COMMON STOCK                     | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1274 | NS      | $9007.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                                            | STEPAN CO COMMON STOCK USD1.0                       | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       117 | NS      | $12455.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                                                            | STERICYCLE INC COMMON STOCK USD.01                  | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       638 | NS      | $31829.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                | STERIS PLC COMMON STOCK USD75.0                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       341 | NS      | $62979.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                                                         | STEVEN MADDEN LTD COMMON STOCK USD.0001             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       475 | NS      | $15181.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                  | STEWART INFORMATION SERVICES COMMON STOCK USD1.0    | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       396 | NS      | $16921.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                                      | BAKER HUGHES CO COMMON STOCK USD.0001               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12588 | NS      | $371723.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC)                             | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1790 | NS      | $137024.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                     | STIFEL FINANCIAL CORP COMMON STOCK USD.15           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       176 | NS      | $10273.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORPORATION                                                 | STORE CAPITAL CORP REIT USD.01                      | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       449 | NS      | $14394.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC (AKA: STRAYER EDUCATION INC)                      | STRATEGIC EDUCATION INC COMMON STOCK USD.01         | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       146 | NS      | $11434.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                                          | BALL CORP COMMON STOCK                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       902 | NS      | $46128.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                                       | STRYKER CORP COMMON STOCK USD.1                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       336 | NS      | $82148.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                       | SUN COMMUNITIES INC REIT USD.01                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       352 | NS      | $50336.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                                              | SUNSTONE HOTEL INVESTORS INC REIT USD.01            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      1594 | NS      | $15398.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                  | SUPER MICRO COMPUTER INC COMMON STOCK USD.001       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       432 | NS      | $35467.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                                       | SYLVAMO CORP COMMON STOCK USD1.0                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       927 | NS      | $45042.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                                                    | SYNAPTICS INC COMMON STOCK USD.001                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       246 | NS      | $23409.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                       | SYNCHRONY FINANCIAL COMMON STOCK USD.001            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      5945 | NS      | $195352.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                              | SYNOPSYS INC COMMON STOCK USD.01                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       217 | NS      | $69285.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                    | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       284 | NS      | $10664.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                         | SYSCO CORP COMMON STOCK USD1.0                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1580 | NS      | $120791.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE GROUP INC                                                    | T ROWE PRICE GROUP INC COMMON STOCK USD.2           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       381 | NS      | $41551.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                           | T MOBILE US INC COMMON STOCK USD.0001               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1635 | NS      | $228900.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE                                             | TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       238 | NS      | $24782.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                                         | TANGER FACTORY OUTLET CENTER REIT USD.01            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       637 | NS      | $11427.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TARGA RESOURCES CORP COMMON STOCK USD.001           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1422 | NS      | $104517.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                                        | TARGET CORP COMMON STOCK USD.0833                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5596 | NS      | $834027.84    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                                          | TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1947 | NS      | $59091.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                            | TECHNIPFMC PLC COMMON STOCK USD1.0                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      3600 | NS      | $43884.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC COMMON STOCK USD1.0                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      3027 | NS      | $64142.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                        | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       169 | NS      | $67584.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                                     | TELEFLEX INC COMMON STOCK USD1.0                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        78 | NS      | $19471.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                            | TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01      | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1641 | NS      | $17214.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                            | TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1268 | NS      | $43530.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                              | TENET HEALTHCARE CORP COMMON STOCK USD.05           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2204 | NS      | $107533.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                                                      | TERADATA CORP COMMON STOCK USD.01                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       658 | NS      | $22148.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                                              | TERADYNE INC COMMON STOCK USD.125                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       563 | NS      | $49178.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                                         | TEREX CORP COMMON STOCK USD.01                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1528 | NS      | $65276.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                                                            | TETRA TECH INC COMMON STOCK USD.01                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        92 | NS      | $13357.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1941 | NS      | $320692.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                       | TEXAS ROADHOUSE INC COMMON STOCK USD.001            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       332 | NS      | $30195.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                               | TEXTRON INC COMMON STOCK USD.125                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       346 | NS      | $24496.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                                                | NEW YORK TIMES CO A COMMON STOCK USD.1              | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       333 | NS      | $10809.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                                       | ODP CORP/THE COMMON STOCK USD.01                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $44492.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                               | PROGRESSIVE CORP COMMON STOCK USD1.0                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2774 | NS      | $359815.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                              | SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       333 | NS      | $79030.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                                                       | THOR INDUSTRIES INC COMMON STOCK USD.1              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       609 | NS      | $45973.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN COMPANY                                                            | TIMKEN CO COMMON STOCK                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       713 | NS      | $50387.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                                         | TJX COMPANIES INC COMMON STOCK USD1.0               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1051 | NS      | $83659.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                                                         | TOLL BROTHERS INC COMMON STOCK USD.01               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1393 | NS      | $69538.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                                                   | TORO CO COMMON STOCK USD1.0                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1147 | NS      | $129840.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                                                         | ACUITY BRANDS INC COMMON STOCK USD.01               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $42892.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                    | TRACTOR SUPPLY COMPANY COMMON STOCK USD.008         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       412 | NS      | $92687.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                                              | TRANSDIGM GROUP INC COMMON STOCK USD.01             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $49742.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN LTD                                                            | TRANSOCEAN LTD COMMON STOCK CHF.1                   | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     19865 | NS      | $90584.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                   | TRAVELERS COS INC/THE COMMON STOCK NPV              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3164 | NS      | $593218.36    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                                       | TREEHOUSE FOODS INC COMMON STOCK USD.01             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       703 | NS      | $34714.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                                                      | TRI POINTE HOMES INC COMMON STOCK USD.01            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $37198.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDS INC                                                          | TRINITY INDUSTRIES INC COMMON STOCK USD.01          | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1195 | NS      | $35336.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                                                           | TRIPADVISOR INC COMMON STOCK USD.001                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       634 | NS      | $11399.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                      | TTM TECHNOLOGIES COMMON STOCK USD.001               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       748 | NS      | $11279.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP                                               | TWO HARBORS INVESTMENT CORP REIT CNY1.0             | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1866 | NS      | $29426.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                    | TYLER TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        34 | NS      | $10961.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                           | TYSON FOODS INC CL A COMMON STOCK USD.1             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4701 | NS      | $292637.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING COMPANY                                                    | U HAUL HOLDING CO COMMON STOCK USD.25               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       305 | NS      | $18357.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING COMPANY                                                    | U HAUL HOLDING CO NON VOTING COMMON STOCK           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       360 | NS      | $19792.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER TECHNOLOGIES INC COMMON STOCK USD.00001        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1652 | NS      | $40853.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                   | UDR INC REIT USD.01                                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1432 | NS      | $55461.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                                                        | UFP INDUSTRIES INC COMMON STOCK                     | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       532 | NS      | $42161.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                                           | ULTA BEAUTY INC COMMON STOCK USD.01                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       289 | NS      | $135561.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                                      | UNIFIRST CORP/MA COMMON STOCK USD.1                 | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       157 | NS      | $30299.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                 | UNION PACIFIC CORP COMMON STOCK USD2.5              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1764 | NS      | $365271.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                              | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       932 | NS      | $35136.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES INC                                                     | UNITED BANKSHARES INC COMMON STOCK USD2.5           | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       310 | NS      | $12551.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                  | UNITED NATURAL FOODS INC COMMON STOCK USD.01        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1080 | NS      | $41806.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                 | UNITED PARCEL SERVICE CL B COMMON STOCK USD.01      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2957 | NS      | $514044.88    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                        | UNITED RENTALS INC COMMON STOCK USD.01              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        82 | NS      | $29144.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                                           | UNITED STATES STEEL CORP COMMON STOCK USD1.0        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      2423 | NS      | $60696.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                           | UNITED THERAPEUTICS CORP COMMON STOCK USD.01        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       811 | NS      | $225530.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       999 | NS      | $529649.82    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                                                      | UNIVAR SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       584 | NS      | $18571.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                                     | UNIVERSAL CORP/VA COMMON STOCK                      | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       203 | NS      | $10720.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                             | UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       545 | NS      | $76785.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                | UNUM GROUP COMMON STOCK USD.1                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      4141 | NS      | $169905.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                                                      | URBAN OUTFITTERS INC COMMON STOCK USD.0001          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1324 | NS      | $31577.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                                     | US FOODS HOLDING CORP COMMON STOCK USD.01           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2961 | NS      | $100733.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                          | VAIL RESORTS INC COMMON STOCK USD.01                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       244 | NS      | $58157.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                 | VALERO ENERGY CORP COMMON STOCK USD.01              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     10966 | NS      | $1391146.76   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATL BANCORP                                                       | VALLEY NATIONAL BANCORP COMMON STOCK                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       965 | NS      | $10914.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                    | VALMONT INDUSTRIES COMMON STOCK USD1.0              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        39 | NS      | $12896.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                                          | VECTOR GROUP LTD COMMON STOCK USD.1                 | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      1837 | NS      | $21786.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                                                | VENTAS INC REIT USD.25                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       400 | NS      | $18020.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                                     | VERIS RESIDENTIAL INC REIT USD.01                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $14225.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                              | VERISIGN INC COMMON STOCK USD.001                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       102 | NS      | $20954.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                                      | VERISK ANALYTICS INC COMMON STOCK USD.001           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       810 | NS      | $142900.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     23188 | NS      | $913607.20    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                       | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       314 | NS      | $90676.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                                                            | VF CORP COMMON STOCK                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       343 | NS      | $9470.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                               | VIATRIS INC COMMON STOCK                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     13977 | NS      | $155564.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                                       | VICI PROPERTIES INC REIT USD.01                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      3820 | NS      | $123768.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                                       | VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001  | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1290 | NS      | $26328.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                  | VISA INC CLASS A SHARES COMMON STOCK USD.0001       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2609 | NS      | $542045.84    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                                | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2774 | NS      | $59835.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC                                                         | VISTA OUTDOOR INC COMMON STOCK USD.01               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       274 | NS      | $6677.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                                       | VISTEON CORP COMMON STOCK                           | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       505 | NS      | $66069.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                               | VISTRA CORP COMMON STOCK USD.01                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      6784 | NS      | $157388.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                                | VMWARE INC CLASS A  W/I COMMON STOCK USD.01         | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       217 | NS      | $26638.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                                        | VOYA FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       370 | NS      | $22751.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)               | WABTEC CORP COMMON STOCK USD.01                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       310 | NS      | $30941.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                              | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     22297 | NS      | $833015.92    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                               | WALMART INC COMMON STOCK USD.1                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     16437 | NS      | $2330602.23   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY                                                       | WALT DISNEY CO/THE COMMON STOCK USD.01              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1346 | NS      | $116940.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                                                      | WARRIOR MET COAL INC COMMON STOCK USD.01            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1716 | NS      | $59442.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                                                    | WASHINGTON FEDERAL INC COMMON STOCK USD1.0          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $12547.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)               | WASTE CONNECTIONS INC COMMON STOCK                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       877 | NS      | $116255.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                      | WASTE MANAGEMENT INC COMMON STOCK USD.01            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1697 | NS      | $266225.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                                        | WATERS CORP COMMON STOCK USD.01                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       109 | NS      | $37341.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                | WATSCO INC COMMON STOCK USD.5                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       427 | NS      | $106493.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                             | WEBSTER FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       465 | NS      | $22013.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                      | WEC ENERGY GROUP INC COMMON STOCK USD.01            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       367 | NS      | $34409.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MKTS INC                                                             | WEIS MARKETS INC COMMON STOCK                       | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $11438.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WELLS FARGO + CO COMMON STOCK USD1.666              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     38870 | NS      | $1604942.30   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDY'S CO/THE                                                            | WENDY S CO/THE COMMON STOCK USD.1                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      3665 | NS      | $82938.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                                                    | WERNER ENTERPRISES INC COMMON STOCK USD.01          | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1203 | NS      | $48432.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                   | WESCO INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1040 | NS      | $130208.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC                                          | WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        77 | NS      | $18121.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                               | WESTERN DIGITAL CORP COMMON STOCK USD.01            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2760 | NS      | $87078.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                                          | WESTERN UNION CO COMMON STOCK USD.01                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1693 | NS      | $23312.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                                          | WESTROCK CO COMMON STOCK                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      5038 | NS      | $177136.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                                   | WEX INC COMMON STOCK USD.01                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       104 | NS      | $17019.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                     | WHIRLPOOL CORP COMMON STOCK USD1.0                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       940 | NS      | $132972.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GROUP LTD                                       | WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0    | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |        23 | NS      | $32529.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                                          | WILLIAMS COS INC COMMON STOCK USD1.0                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1128 | NS      | $37111.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                                       | WILLIAMS SONOMA INC COMMON STOCK USD.01             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       928 | NS      | $106645.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC (AKA: WILLIS GROUP HOLDINGS PLC)                 | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       447 | NS      | $109327.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                            | WINTRUST FINANCIAL CORP COMMON STOCK                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       129 | NS      | $10903.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                              | WOODWARD INC COMMON STOCK USD.001455                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       124 | NS      | $11979.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                                           | WORLD FUEL SERVICES CORP COMMON STOCK USD.01        | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1248 | NS      | $34107.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES INC                                                | WORTHINGTON INDUSTRIES COMMON STOCK                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       250 | NS      | $12427.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                                              | WP CAREY INC REIT USD.001                           | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1433 | NS      | $111988.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WR BERKLEY CORP                                                           | WR BERKLEY CORP COMMON STOCK USD.2                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       324 | NS      | $23512.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                                                           | WW GRAINGER INC COMMON STOCK USD.5                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       124 | NS      | $68975.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                              | WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       449 | NS      | $32018.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LIMITED                                                      | WYNN RESORTS LTD COMMON STOCK USD.01                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       282 | NS      | $23256.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                           | XCEL ENERGY INC COMMON STOCK USD2.5                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       637 | NS      | $44660.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                                | XENIA HOTELS + RESORTS INC REIT USD.01              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       946 | NS      | $12468.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORPORATION                                                | XEROX HOLDINGS CORP COMMON STOCK USD1.0             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      3270 | NS      | $47742.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                                                 | XYLEM INC COMMON STOCK                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       434 | NS      | $47987.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                                                  | YELP INC COMMON STOCK USD.000001                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       524 | NS      | $14326.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                           | YUM  BRANDS INC COMMON STOCK                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1762 | NS      | $225676.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                                          | ZILLOW GROUP INC   C COMMON STOCK USD.0001          | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       544 | NS      | $17522.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       222 | NS      | $28305.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                | ZOETIS INC COMMON STOCK USD.01                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       147 | NS      | $21542.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                                 | BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5582 | NS      | $254092.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK (AKA: BANK OF THE OZARKS)                                        | BANK OZK COMMON STOCK                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       291 | NS      | $11657.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                     | BATH + BODY WORKS INC COMMON STOCK USD.5            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       607 | NS      | $25578.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                  | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      2434 | NS      | $124060.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                              | BECTON DICKINSON AND CO COMMON STOCK USD1.0         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1126 | NS      | $286341.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC                                                     | BED BATH + BEYOND INC COMMON STOCK USD.01           | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      6886 | NS      | $17283.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                                                  | AAR CORP COMMON STOCK USD1.0                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       394 | NS      | $17690.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                                                | ADIENT PLC COMMON STOCK USD.001                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      2227 | NS      | $77254.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                                | BELDEN INC COMMON STOCK USD.01                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       498 | NS      | $35806.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                    | BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1882 | NS      | $581349.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                                                    | BERRY GLOBAL GROUP INC COMMON STOCK USD.01          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      1005 | NS      | $60732.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                                           | BEST BUY CO INC COMMON STOCK USD.1                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3232 | NS      | $259238.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                                  | BIO RAD LABORATORIES A COMMON STOCK USD.0001        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        53 | NS      | $22285.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC (AKA: BIOGEN IDEC INC)                                         | BIOGEN INC COMMON STOCK USD.0005                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       420 | NS      | $116306.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC (DEVRY EDUCATION GROUP INC)                  | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       763 | NS      | $27086.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICALS INC                                              | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       474 | NS      | $49054.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                                                          | BLACK KNIGHT INC COMMON STOCK                       | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       508 | NS      | $31369.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE GROUP INC                                                      | BLACKSTONE INC COMMON STOCK USD.00001               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       534 | NS      | $39617.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                             | BLACKSTONE MORTGAGE TRU CL A REIT USD.01            | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      1729 | NS      | $36602.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                                                        | BLOOMIN  BRANDS INC COMMON STOCK USD.01             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       683 | NS      | $13741.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                    | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       101 | NS      | $14850.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                             | BOEING CO/THE COMMON STOCK USD5.0                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       652 | NS      | $124199.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE LLC                                                         | BOISE CASCADE CO COMMON STOCK USD.01                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       555 | NS      | $38111.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC (AKA:  PRICELINE GROUP INC/THE)                      | BOOKING HOLDINGS INC COMMON STOCK USD.008           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        93 | NS      | $187421.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                                   | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1733 | NS      | $181133.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                                            | BORGWARNER INC COMMON STOCK USD.01                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1600 | NS      | $64400.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                                                   | BOSTON BEER COMPANY INC A COMMON STOCK USD.01       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        37 | NS      | $12192.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                             | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1826 | NS      | $84489.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                              | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1747 | NS      | $65792.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC                                      | BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $6941.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                 | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      1503 | NS      | $77058.81     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC                                         | BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       611 | NS      | $12574.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                              | BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     12352 | NS      | $888726.40    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM (AKA: AECOM TECHNOLOGY CORP)                                        | AECOM COMMON STOCK USD.01                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       946 | NS      | $80343.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                                | BRIXMOR PROPERTY GROUP INC REIT USD.01              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       523 | NS      | $11856.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC COMMON STOCK                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       233 | NS      | $130277.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                        | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       787 | NS      | $105560.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                                               | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      2240 | NS      | $6115.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                         | BROWN + BROWN INC COMMON STOCK USD.1                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1142 | NS      | $65059.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                  | BROWN FORMAN CORP CLASS B COMMON STOCK USD.15       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1856 | NS      | $121902.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORPORATION                                                        | BRUKER CORP COMMON STOCK USD.01                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       237 | NS      | $16198.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                                                     | BRUNSWICK CORP COMMON STOCK USD.75                  | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       580 | NS      | $41806.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC/THE                                                            | BUCKLE INC/THE COMMON STOCK USD.01                  | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       663 | NS      | $30067.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                                             | BUNGE LTD COMMON STOCK USD.01                       | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      3368 | NS      | $336025.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       816 | NS      | $47393.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                                             | CABLE ONE INC COMMON STOCK USD.01                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        12 | NS      | $8542.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                                         | CABOT CORP COMMON STOCK USD1.0                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       673 | NS      | $44983.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                                    | CACI INTERNATIONAL INC  CL A COMMON STOCK USD.1     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       246 | NS      | $73945.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                                              | CADENCE BANK COMMON STOCK USD2.5                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       552 | NS      | $13612.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                | CADENCE DESIGN SYS INC COMMON STOCK USD.01          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       332 | NS      | $53332.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                                                       | CAL MAINE FOODS INC COMMON STOCK USD.01             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       917 | NS      | $49930.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                     | CAMDEN PROPERTY TRUST REIT USD.01                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       552 | NS      | $61757.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                                     | CAMPBELL SOUP CO COMMON STOCK USD.0375              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1126 | NS      | $63900.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC (AKA: GENCORP INC)                        | AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1      | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       784 | NS      | $43849.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION                                                           | AES CORP COMMON STOCK USD.01                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3345 | NS      | $96202.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                         | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5625 | NS      | $522900.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                                             | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $8061.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | CARDINAL HEALTH INC COMMON STOCK                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      8590 | NS      | $660313.30    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                                          | CARLISLE COS INC COMMON STOCK USD1.0                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        85 | NS      | $20030.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORPORATION                                                      | CARNIVAL CORP COMMON STOCK USD.01                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      6685 | NS      | $53881.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                          | CARPENTER TECHNOLOGY COMMON STOCK USD5.0            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       514 | NS      | $18987.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                             | AFFILIATED MANAGERS GROUP COMMON STOCK USD.01       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       327 | NS      | $51806.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                | CARRIER GLOBAL CORP COMMON STOCK USD.01             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       831 | NS      | $34278.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTERS INC                                                               | CARTER S INC COMMON STOCK USD.01                    | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1152 | NS      | $85950.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEYS GEN STORES INC                                                     | CASEY S GENERAL STORES INC COMMON STOCK NPV         | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       527 | NS      | $118232.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INCORPORATED                                                  | CATERPILLAR INC COMMON STOCK USD1.0                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1027 | NS      | $246028.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                                        | AFLAC INC COMMON STOCK USD.1                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1832 | NS      | $131794.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | FIXED INC CLEARING CORP.REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    709350 | PA      | $709350.14    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW CORPORATION                                                           | CDW CORP/DE COMMON STOCK USD.01                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       251 | NS      | $44823.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                                      | CELANESE CORP COMMON STOCK USD.0001                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       211 | NS      | $21572.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                                       | CENTENE CORP COMMON STOCK USD.001                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       685 | NS      | $56176.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                    | CENTERPOINT ENERGY INC COMMON STOCK USD.01          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1023 | NS      | $30679.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                              | CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       301 | NS      | $10775.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       336 | NS      | $28627.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                                          | AGCO CORP COMMON STOCK USD.01                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       707 | NS      | $98053.83     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                                 | C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1422 | NS      | $130198.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                                                     | CHAMPIONX CORP COMMON STOCK USD.01                  | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       548 | NS      | $15886.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                  | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       321 | NS      | $48037.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                   | SCHWAB (CHARLES) CORP COMMON STOCK USD.01           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1573 | NS      | $130967.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                                | CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       447 | NS      | $151577.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY INC                                                    | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       845 | NS      | $26794.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                                        | CHEMED CORP COMMON STOCK USD1.0                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       118 | NS      | $60230.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS COMPANY                                                          | CHEMOURS CO/THE COMMON STOCK USD.01                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1224 | NS      | $37478.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | CHENIERE ENERGY INC COMMON STOCK USD.003            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       505 | NS      | $75729.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                                       | CHEVRON CORP COMMON STOCK USD.75                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14919 | NS      | $2677811.31   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                                            | CHIMERA INVESTMENT CORP REIT USD.01                 | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      6301 | NS      | $34655.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP (AMERICAN CAPITAL AGENCY CORP)                       | AGNC INVESTMENT CORP REIT USD.01                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      4427 | NS      | $45819.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

**Name of Applicant:** PIMCO Equity Series

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer