# EDGAR Filing Document

**Accession Number:** 0001075065
**File Stem:** 0001145549-23-012832
**Filing Date:** 2023-2
**Character Count:** 140418
**Document Hash:** 8dc7b3872e8141e21931f0e518895b1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012832.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012832

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SA FUNDS INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001075065
- **IRS NUMBER:** 770216379
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09195
- **FILM NUMBER:** 23681084

**BUSINESS ADDRESS:**
- **STREET 1:** 10 ALMADEN BLVD, 15TH FLOOR
- **CITY:** SAN JOSE
- **STATE:** CA
- **ZIP:** 95113
- **BUSINESS PHONE:** (800) 366-7266

**MAIL ADDRESS:**
- **STREET 1:** 10 ALMADEN BLVD, 15TH FLOOR
- **CITY:** SAN JOSE
- **STATE:** CA
- **ZIP:** 95113

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RWB FUNDS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19981211

## Series and Classes Contracts Data

### SA U.S. Value Fund (Series ID: S000008778)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000023893 | SA U.S. Value Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SA FUNDS INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-09195

- **c. CIK number of Registrant:** 0001075065

- **d. LEI of Registrant:** 549300JT43J3I1034E48

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

  - **Street Address 1:** 8182 Maryland Ave.

  - **City:** Saint Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63105

  - **Telephone number:** 8443660905

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

- **a. Name of Series:** SA U.S. Value Fund

- **b. EDGAR series identifier (if any):** S000008778

- **c. LEI of Series:** 5493000NRYHBSFVPGI82

**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:** $524938333.40

**Total Liabilities:** $554066.13

**Net Assets:** $524384267.27

**Cash Not Reported:** $1011467.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023893 | 12.67%               | 5.93%                | -4.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3743747.14              | $56536209.08                               |
| Month 2  | $1477752.19              | $28954459.36                               |
| Month 3  | $7214996.96              | $-33197784.26                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FRANKLIN RESOURCES INC                                                                                                        | FRANKLIN RESOURCES INC COMMON STOCK USD.1                                   | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      5210 | NS      | $137439.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CARMAX INC                                                                                                                    | CARMAX INC COMMON STOCK USD.5                                               | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      8119 | NS      | $494365.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| U-HAUL HOLDING CO                                                                                                             | U HAUL HOLDING CO COMMON STOCK USD.25                                       | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      2003 | NS      | $120560.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                                                                                          | CLEVELAND CLIFFS INC COMMON STOCK USD.125                                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      9779 | NS      | $157539.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL CORP                                                                                                                 | CARNIVAL CORP COMMON STOCK USD.01                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     27865 | NS      | $224591.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |    143275 | NS      | $143275.00    | 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        |     19365 | NS      | $618905.40    | 0.12%             |  |  |  | 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        |      2705 | NS      | $96460.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                                                       | KEYCORP COMMON STOCK USD1.0                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     66158 | NS      | $1152472.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                                                                             | KINDER MORGAN INC COMMON STOCK USD.01                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     54102 | NS      | $978164.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORP                                                                                                                   | KOHLS CORP COMMON STOCK USD.01                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       344 | NS      | $8686.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO/THE                                                                                                            | KRAFT HEINZ CO/THE COMMON STOCK USD.01                                      | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20920 | NS      | $851653.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO/THE                                                                                                                 | KROGER CO COMMON STOCK USD1.0                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     64415 | NS      | $2871620.70   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                                          | KYNDRYL HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1933 | NS      | $21494.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                                                                                                      | LKQ CORP COMMON STOCK USD.01                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     37512 | NS      | $2003515.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                                     | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      4688 | NS      | $976088.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                                                                           | LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     13769 | NS      | $3242324.12   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                                                                                                     | LEAR CORP COMMON STOCK USD.01                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4071 | NS      | $504885.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                                                                           | LEIDOS HOLDINGS INC COMMON STOCK USD.0001                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     16200 | NS      | $1704078.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                                                                                                   | LENNAR CORP A COMMON STOCK USD.1                                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     23116 | NS      | $2091998.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                                                                                                   | LENNAR CORP   B SHS COMMON STOCK USD.1                                      | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       573 | NS      | $42848.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                                                                        | LIBERTY BROADBAND C COMMON STOCK USD.01                                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      3887 | NS      | $296461.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM                                                                                           | LIBERTY MEDIA COR SIRIUSXM A TRACKING STK USD.01                            | CUSIP: 531229409<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      4389 | NS      | $172531.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM                                                                                           | LIBERTY MEDIA COR SIRIUSXM C TRACKING STK USD.01                            | CUSIP: 531229607<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      8778 | NS      | $343483.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                                                                        | LIBERTY MEDIA CORP LIBERTY C TRACKING STK USD.01                            | CUSIP: 531229854<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      2194 | NS      | $131157.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                                                                        | LIBERTY MEDIA CORP LIBERTY A TRACKING STK USD.01                            | CUSIP: 531229870<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      1097 | NS      | $58612.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                         | LINCOLN NATIONAL CORP COMMON STOCK                                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      9516 | NS      | $292331.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                                                                             | LITHIA MOTORS INC COMMON STOCK                                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       400 | NS      | $81896.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                                                                                                    | LOEWS CORP COMMON STOCK USD.01                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     15964 | NS      | $931180.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                                                        | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    125601 | NS      | $655637.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORP                                                                                                                 | M + T BANK CORP COMMON STOCK USD.5                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3759 | NS      | $545280.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                                     | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     26967 | NS      | $904203.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP                                                                                      | MADISON SQUARE GARDEN ENTERT COMMON STOCK USD.01                            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $19921.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                                                                                                             | MANPOWERGROUP INC COMMON STOCK USD.01                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       632 | NS      | $52588.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                                                                                                             | MARATHON OIL CORP COMMON STOCK USD1.0                                       | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     18183 | NS      | $492213.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                                       | MARATHON PETROLEUM CORP COMMON STOCK USD.01                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     30104 | NS      | $3503804.56   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                                                                                                                   | MARKEL CORP COMMON STOCK                                                    | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       116 | NS      | $152828.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                                                 | MARTIN MARIETTA MATERIALS COMMON STOCK USD.01                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      4136 | NS      | $1397843.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                                        | MARVELL TECHNOLOGY INC COMMON STOCK USD.002                                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18929 | NS      | $701130.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                                                                                                               | MASTERBRAND INC COMMON STOCK                                                | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11027 | NS      | $83253.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO INC/MD                                                                                                         | MCCORMICK + CO NON VTG SHRS COMMON STOCK                                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1921 | NS      | $159231.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                                                                                                 | MCKESSON CORP COMMON STOCK USD.01                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1984 | NS      | $744238.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                                                                | MERCK + CO. INC. COMMON STOCK USD.5                                         | CUSIP: 58933Y105<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | EC               | CORP              | US        |      3603 | NS      | $399752.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                                                                   | METLIFE INC COMMON STOCK USD.01                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     20221 | NS      | $1463393.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                                                         | MICRON TECHNOLOGY INC COMMON STOCK USD.1                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     75683 | NS      | $3782636.34   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                                                                                                   | MODERNA INC COMMON STOCK USD.0001                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      8724 | NS      | $1567004.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                                                                         | MOHAWK INDUSTRIES INC COMMON STOCK USD.01                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2654 | NS      | $271291.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                                                                      | MOLSON COORS BEVERAGE CO   B COMMON STOCK USD.01                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     10592 | NS      | $545699.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                                                    | MONDELEZ INTERNATIONAL INC A COMMON STOCK                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     51728 | NS      | $3447671.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                                                | MORGAN STANLEY COMMON STOCK USD.01                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     58923 | NS      | $5009633.46   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                                                                                                 | MOSAIC CO/THE COMMON STOCK USD.01                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     12646 | NS      | $554780.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                                                | NRG ENERGY INC COMMON STOCK USD.01                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     22148 | NS      | $704749.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                                                                             | NEWELL BRANDS INC COMMON STOCK USD1.0                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      8086 | NS      | $105764.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                                                                  | NEWMONT CORP COMMON STOCK USD1.6                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     46812 | NS      | $2209526.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                                                                     | NEWS CORP   CLASS A COMMON STOCK USD.01                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      8320 | NS      | $151424.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                                                                     | NEWS CORP   CLASS B COMMON STOCK                                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1734 | NS      | $31974.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                         | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     16359 | NS      | $4031184.78   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                                                                                           | NORTHERN TRUST CORP COMMON STOCK USD1.666666                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       370 | NS      | $32741.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                                         | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2915 | NS      | $1590453.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                                                               | GEN DIGITAL INC COMMON STOCK USD.01                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3129 | NS      | $67054.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                                                                                    | NUCOR CORP COMMON STOCK USD.4                                               | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     41998 | NS      | $5535756.38   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                                     | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2                                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     34021 | NS      | $2142982.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORP                                                                                               | OLD REPUBLIC INTL CORP COMMON STOCK USD1.0                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     14636 | NS      | $353459.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                                                                     | ONEOK INC COMMON STOCK USD.01                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      5866 | NS      | $385396.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                                                                                  | OSHKOSH CORP COMMON STOCK USD.01                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       984 | NS      | $86778.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                                           | OTIS WORLDWIDE CORP COMMON STOCK USD.01                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     25885 | NS      | $2027054.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                                                                                                 | OWENS CORNING COMMON STOCK USD.001                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     12209 | NS      | $1041427.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                                                                          | PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     11566 | NS      | $1826734.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                                                                                            | PPG INDUSTRIES INC COMMON STOCK USD1.66666                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       775 | NS      | $97448.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                                                                    | PACCAR INC COMMON STOCK USD1.0                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     23005 | NS      | $2276804.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                                                                     | PACKAGING CORP OF AMERICA COMMON STOCK USD.01                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2898 | NS      | $370683.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                                          | PARKER HANNIFIN CORP COMMON STOCK USD.5                                     | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      8468 | NS      | $2464188.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                                                                                                     | AFLAC INC COMMON STOCK USD.1                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     32730 | NS      | $2354596.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                                                                                                     | AGCO CORP COMMON STOCK USD.01                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      8548 | NS      | $1185522.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                                                      | AT+T INC COMMON STOCK USD1.0                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    455881 | NS      | $8392769.21   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                                                                                                               | PERKINELMER INC COMMON STOCK USD1.0                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1932 | NS      | $270905.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                                                                    | PFIZER INC COMMON STOCK USD.05                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    340714 | NS      | $17458185.36  | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                                           | ABBOTT LABORATORIES COMMON STOCK                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       325 | NS      | $35681.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                                                    | ABBVIE INC COMMON STOCK USD.01                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       738 | NS      | $119268.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                                                                                   | PHILLIPS 66 COMMON STOCK                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     15495 | NS      | $1612719.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                                  | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     10352 | NS      | $2364293.28   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                                                                                       | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     21184 | NS      | $1621635.20   | 0.31%             |  |  |  | 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        |      4932 | NS      | $725151.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                                                         | AECOM COMMON STOCK USD.01                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     11462 | NS      | $973467.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                                                    | ADVANCED MICRO DEVICES COMMON STOCK USD.01                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6017 | NS      | $389721.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                                                             | POST HOLDINGS INC COMMON STOCK USD.01                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       973 | NS      | $87822.98     | 0.02%             |  |  |  | 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        |     28632 | NS      | $2402797.44   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC                                                                                                | AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0                            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5579 | NS      | $1719782.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                                                       | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3310 | NS      | $279033.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                      | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     12032 | NS      | $1196702.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                                                                                                                | PULTEGROUP INC COMMON STOCK USD.01                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41840 | NS      | $1904975.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                                                                                                          | ALASKA AIR GROUP INC COMMON STOCK USD.01                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       964 | NS      | $41394.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                                                                                | ALBEMARLE CORP COMMON STOCK USD.01                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       345 | NS      | $74816.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                                                                                                     | QORVO INC COMMON STOCK USD.0001                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     11125 | NS      | $1008370.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                                                                                           | QUANTA SERVICES INC COMMON STOCK USD.00001                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     13887 | NS      | $1978897.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                                                                                    | ALCOA CORP COMMON STOCK USD.01                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2284 | NS      | $103853.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP/THE                                                                                                             | ALLSTATE CORP COMMON STOCK USD.01                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1291 | NS      | $175059.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                                         | QUEST DIAGNOSTICS INC COMMON STOCK USD.01                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     18783 | NS      | $2938412.52   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                                                                                             | RALPH LAUREN CORP COMMON STOCK USD.01                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1676 | NS      | $177102.92    | 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        |     52963 | NS      | $1294945.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                                                                                             | U HAUL HOLDING CO NON VOTING COMMON STOCK                                   | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     18027 | NS      | $991124.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                                                    | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     36091 | NS      | $3642303.72   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                                                                 | REGENERON PHARMACEUTICALS COMMON STOCK USD.001                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3232 | NS      | $2331855.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC/OH                                                                                               | AMERICAN FINANCIAL GROUP INC COMMON STOCK                                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3969 | NS      | $544864.32    | 0.10%             |  |  |  | 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        |     29118 | NS      | $1841422.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                                                        | REGIONS FINANCIAL CORP COMMON STOCK USD.01                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    119937 | NS      | $2585841.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                                                              | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        23 | NS      | $3268.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                                                                                    | AMETEK INC COMMON STOCK USD.01                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5351 | NS      | $747641.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                                                                            | ANALOG DEVICES INC COMMON STOCK USD.167                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     10368 | NS      | $1700663.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                                           | ELEVANCE HEALTH INC COMMON STOCK USD.01                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     13010 | NS      | $6673739.70   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                                                                  | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001                          | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2277 | NS      | $145249.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                                                                                       | ARAMARK COMMON STOCK USD.01                                                 | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     16117 | NS      | $666276.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND CO                                                                                                     | ARCHER DANIELS MIDLAND CO COMMON STOCK                                      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     24965 | NS      | $2318000.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO                                                                                                  | RELIANCE STEEL + ALUMINUM COMMON STOCK                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      9348 | NS      | $1892409.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                                         | REPUBLIC SERVICES INC COMMON STOCK USD.01                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     35532 | NS      | $4583272.68   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                                                                                                  | ARCONIC CORP COMMON STOCK USD.01                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1634 | NS      | $34575.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                                                                                         | ARROW ELECTRONICS INC COMMON STOCK USD1.0                                   | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3551 | NS      | $371328.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                                        | ROPER TECHNOLOGIES INC COMMON STOCK USD.01                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       366 | NS      | $158144.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                                                                                                | ROYAL GOLD INC COMMON STOCK USD.01                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       725 | NS      | $81722.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                                                                                  | ASSURANT INC COMMON STOCK USD.01                                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4486 | NS      | $561019.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                                                                               | BAKER HUGHES CO COMMON STOCK USD.0001                                       | CUSIP: 05722G100<br>LEI: 549300XU3XH6F05YEQ93 | Long             | EC               | CORP              | US        |     23916 | NS      | $706239.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                          | BANK OF AMERICA CORP COMMON STOCK USD.01                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    199928 | NS      | $6621615.36   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                                                                              | BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     52444 | NS      | $2387250.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS INC                                                                                                | SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      7467 | NS      | $388732.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                                                                | SALESFORCE INC COMMON STOCK USD.001                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8903 | NS      | $1180448.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                                                      | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     14838 | NS      | $756292.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                                                       | BECTON DICKINSON AND CO COMMON STOCK USD1.0                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4016 | NS      | $1021268.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                                                                           | BELLRING BRANDS INC COMMON STOCK USD.01                                     | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1233 | NS      | $31614.12     | 0.01%             |  |  |  | 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        |     38388 | NS      | $11858053.20  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                                                                                                              | HENRY SCHEIN INC COMMON STOCK USD.01                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      3777 | NS      | $301668.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                                                                                                              | SCHLUMBERGER LTD COMMON STOCK USD.01                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     48819 | NS      | $2609863.74   | 0.50%             |  |  |  | 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        |       172 | NS      | $72324.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                                                                                    | BIOGEN INC COMMON STOCK USD.0005                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      9693 | NS      | $2684185.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                                                                                                 | SEABOARD CORP COMMON STOCK USD1.0                                           | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        22 | NS      | $83054.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                                                                        | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4292 | NS      | $391129.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M SMUCKER CO/THE                                                                                                            | JM SMUCKER CO/THE COMMON STOCK                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     13087 | NS      | $2073766.02   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                                                                                                   | SNAP ON INC COMMON STOCK USD1.0                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      6351 | NS      | $1451139.99   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                                                                                                | BORGWARNER INC COMMON STOCK USD.01                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     24241 | NS      | $975700.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                                                        | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      7514 | NS      | $347672.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                                       | BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     73422 | NS      | $5282712.90   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                                      | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7125 | NS      | $462270.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                                            | SONOCO PRODUCTS CO COMMON STOCK                                             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       611 | NS      | $37093.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                                                         | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     27340 | NS      | $920537.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                                                                                | CBRE GROUP INC   A COMMON STOCK USD.01                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     19100 | NS      | $1469936.00   | 0.28%             |  |  |  | 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        |     11835 | NS      | $1008342.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                                                                    | STANLEY BLACK + DECKER INC COMMON STOCK USD2.5                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     14985 | NS      | $1125673.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                                                                             | STATE STREET CORP COMMON STOCK USD1.0                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10112 | NS      | $784387.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                                                                                    | CIGNA CORP COMMON STOCK USD.01                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     19065 | NS      | $6316997.10   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                                            | CNA FINANCIAL CORP COMMON STOCK USD2.5                                      | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      4467 | NS      | $188864.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                                                                            | STEEL DYNAMICS INC COMMON STOCK USD.005                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     33820 | NS      | $3304214.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                                                                                                | TD SYNNEX CORP COMMON STOCK USD.001                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1605 | NS      | $152009.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                                               | CVS HEALTH CORP COMMON STOCK USD.01                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     58448 | NS      | $5446769.12   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                                                                                            | COTERRA ENERGY INC COMMON STOCK USD.1                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     14312 | NS      | $351645.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                                                                                                              | CAMPBELL SOUP CO COMMON STOCK USD.0375                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      3702 | NS      | $210088.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                                    | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     28539 | NS      | $2652985.44   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                                           | SYNCHRONY FINANCIAL COMMON STOCK USD.001                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     25544 | NS      | $839375.84    | 0.16%             |  |  |  | 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        |     29534 | NS      | $4134760.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                                                                                              | CARLISLE COS INC COMMON STOCK USD1.0                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2854 | NS      | $672545.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                                           | CARRIER GLOBAL CORP COMMON STOCK USD.01                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     18539 | NS      | $764733.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                                                             | TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       725 | NS      | $75494.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                                                                  | TAPESTRY INC COMMON STOCK USD.01                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      6979 | NS      | $265760.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                                                                                                                 | CELANESE CORP COMMON STOCK USD.0001                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4202 | NS      | $429612.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                                                                  | CENTENE CORP COMMON STOCK USD.001                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     19196 | NS      | $1574263.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                                                                          | TARGA RESOURCES CORP COMMON STOCK USD.001                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3005 | NS      | $220867.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                                                                                   | TEXTRON INC COMMON STOCK USD.125                                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     26765 | NS      | $1894962.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                                                                  | CHEVRON CORP COMMON STOCK USD.75                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96299 | NS      | $17284707.51  | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                                                                                                     | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       370 | NS      | $37884.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                                             | CISCO SYSTEMS INC COMMON STOCK USD.001                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4155 | NS      | $197944.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                                                 | CITIGROUP INC COMMON STOCK USD.01                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     79030 | NS      | $3574526.90   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                                  | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     14696 | NS      | $8092940.24   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                                                                                                             | TOLL BROTHERS INC COMMON STOCK USD.01                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       116 | NS      | $5790.72      | 0.00%             |  |  |  | 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        |     18613 | NS      | $732793.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                                                                           | COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     34305 | NS      | $1961902.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                                                                                                         | TRAVELERS COS INC/THE COMMON STOCK NPV                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     21374 | NS      | $4007411.26   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                                         | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     64730 | NS      | $2785331.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                                                                  | COMCAST CORP CLASS A COMMON STOCK USD.01                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    285775 | NS      | $9993551.75   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                                                                            | CONAGRA BRANDS INC COMMON STOCK USD5.0                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     19827 | NS      | $767304.90    | 0.15%             |  |  |  | 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        |     41844 | NS      | $2604789.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                                                                    | US BANCORP COMMON STOCK USD.01                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     29194 | NS      | $1273150.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                                                                                               | CONCENTRIX CORP COMMON STOCK                                                | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $213721.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                                                                | CONOCOPHILLIPS COMMON STOCK USD.01                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    102632 | NS      | $12110576.00  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                                                                            | UNITED RENTALS INC COMMON STOCK USD.01                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      5460 | NS      | $1940593.20   | 0.37%             |  |  |  | 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        |      9124 | NS      | $310398.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP                                                                                                      | UNITED THERAPEUTICS CORP COMMON STOCK USD.01                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       683 | NS      | $189935.47    | 0.04%             |  |  |  | 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        |      1221 | NS      | $172026.69    | 0.03%             |  |  |  | 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        |      5660 | NS      | $1311705.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC/THE                                                                                                            | COOPER COS INC/THE COMMON STOCK USD.1                                       | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       137 | NS      | $45301.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                            | VALERO ENERGY CORP COMMON STOCK USD.01                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     19826 | NS      | $2515126.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                                    | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    192903 | NS      | $7600378.20   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                                                                                                   | CORNING INC COMMON STOCK USD.5                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     84494 | NS      | $2698738.36   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                                                                   | CORTEVA INC COMMON STOCK USD.01                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     18513 | NS      | $1088194.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                                                                    | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4366 | NS      | $1260813.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                              | PARAMOUNT GLOBAL CLASS A COMMON STOCK USD.001                               | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       900 | NS      | $17649.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                                                                                   | CUMMINS INC COMMON STOCK USD2.5                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     10946 | NS      | $2652106.34   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                                                                                                 | DR HORTON INC COMMON STOCK USD.01                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     50225 | NS      | $4477056.50   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                              | PARAMOUNT GLOBAL CLASS B COMMON STOCK USD.001                               | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     44427 | NS      | $749927.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                                                                                   | VIATRIS INC COMMON STOCK                                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     69023 | NS      | $768225.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                                                             | DXC TECHNOLOGY CO COMMON STOCK USD.01                                       | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     10285 | NS      | $272552.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                                                                  | DANAHER CORP COMMON STOCK USD.01                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     19132 | NS      | $5078015.44   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                                                       | DARLING INGREDIENTS INC COMMON STOCK USD.01                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      5424 | NS      | $339488.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                                                                                                         | DELL TECHNOLOGIES  C COMMON STOCK                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       861 | NS      | $34629.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                                                                   | VISTRA CORP COMMON STOCK USD.01                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     25467 | NS      | $590834.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                                                                                  | VONTIER CORP COMMON STOCK USD.0001                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1095 | NS      | $21166.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                                                                                                             | DEVON ENERGY CORP COMMON STOCK USD.1                                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     13044 | NS      | $802336.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                                        | DIAMONDBACK ENERGY INC COMMON STOCK USD.01                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1857 | NS      | $254000.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                                            | WALT DISNEY CO/THE COMMON STOCK USD.01                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     41483 | NS      | $3604043.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                                                                                             | DISH NETWORK CORP A COMMON STOCK USD.01                                     | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     12654 | NS      | $177662.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                                                                                           | VULCAN MATERIALS CO COMMON STOCK USD1.0                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      8594 | NS      | $1504895.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                                                      | WABTEC CORP COMMON STOCK USD.01                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      5333 | NS      | $532286.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                                                                               | DOLLAR TREE INC COMMON STOCK USD.01                                         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12596 | NS      | $1781578.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                                                                                    | DOVER CORP COMMON STOCK USD1.0                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      7963 | NS      | $1078269.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                                                                   | WALMART INC COMMON STOCK USD.1                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     57079 | NS      | $8093231.41   | 1.54%             |  |  |  | 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        |     44769 | NS      | $1672569.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                                                                                       | DOW INC COMMON STOCK USD.01                                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     51700 | NS      | $2605163.00   | 0.50%             |  |  |  | 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        |     13259 | NS      | $909965.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                                                                     | WARNER BROS DISCOVERY INC COMMON STOCK                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    112539 | NS      | $1066869.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                                                              | WELLS FARGO + CO COMMON STOCK USD1.666                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    126013 | NS      | $5203076.77   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                                                                             | EOG RESOURCES INC COMMON STOCK USD.01                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     23992 | NS      | $3107443.84   | 0.59%             |  |  |  | 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        |      2390 | NS      | $157501.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                                          | WESTERN DIGITAL CORP COMMON STOCK USD.01                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     23295 | NS      | $734957.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                                                                                                 | WESTLAKE CORP COMMON STOCK USD.01                                           | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      7968 | NS      | $817038.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                           | EASTMAN CHEMICAL CO COMMON STOCK USD.01                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     17799 | NS      | $1449550.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                                                                                      | EBAY INC COMMON STOCK USD.001                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      4559 | NS      | $189061.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                                                                                                   | WESTROCK CO COMMON STOCK                                                    | CUSIP: 96145D105<br>LEI: 549300JEB576INN13W07 | Long             | EC               | CORP              | US        |     13537 | NS      | $475960.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                                                                                                | WHIRLPOOL CORP COMMON STOCK USD1.0                                          | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4936 | NS      | $698246.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                                                                                           | ELECTRONIC ARTS INC COMMON STOCK USD.01                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1911 | NS      | $233485.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                                                                                                  | EMBECTA CORP COMMON STOCK USD.01                                            | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $20307.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                                                      | F+G ANNUITIES + LIFE INC COMMON STOCK                                       | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $2061.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                                                              | EXXON MOBIL CORP COMMON STOCK                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    222398 | NS      | $24530499.40  | 4.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC/THE                                                                                                          | WILLIAMS COS INC COMMON STOCK USD1.0                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     70657 | NS      | $2324615.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                                           | XEROX HOLDINGS CORP COMMON STOCK USD1.0                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2019 | NS      | $29477.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                                                                                      | FMC CORP COMMON STOCK USD.1                                                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       500 | NS      | $62400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                                                            | META PLATFORMS INC CLASS A COMMON STOCK USD.000006                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     46973 | NS      | $5652730.82   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                                                                                                    | ZIMVIE INC COMMON STOCK USD.01                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       815 | NS      | $7612.10      | 0.00%             |  |  |  | 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        |      8154 | NS      | $1039635.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                                                                                    | FEDEX CORP COMMON STOCK USD.1                                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     16968 | NS      | $2938857.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                                                    | FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     17462 | NS      | $1184796.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                                                               | FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1515 | NS      | $56994.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                           | FIFTH THIRD BANCORP COMMON STOCK                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     70601 | NS      | $2316418.81   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                                                                                                              | ZIONS BANCORP NA COMMON STOCK USD.001                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     20193 | NS      | $992687.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                                                                     | AMCOR PLC COMMON STOCK USD.01                                               | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     20769 | NS      | $247358.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                                                    | FISERV INC COMMON STOCK USD.01                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     12529 | NS      | $1266306.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                                                                                                 | FORD MOTOR CO COMMON STOCK USD.01                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    150516 | NS      | $1750501.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                                                                                                                    | AMDOCS LTD COMMON STOCK GBP.0001                                            | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     15213 | NS      | $1382861.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                                                        | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01                                  | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     11691 | NS      | $733960.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                                                                                  | FORTIVE CORP COMMON STOCK USD.01                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      7311 | NS      | $469731.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                                                                                | FORTUNE BRANDS INNOVATIONS I COMMON STOCK USD.01                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     11027 | NS      | $629751.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD                                                                                                                     | BUNGE LTD COMMON STOCK USD.01                                               | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     12845 | NS      | $1281545.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                                                                                | EATON CORP PLC COMMON STOCK USD.01                                          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     19988 | NS      | $3137116.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                                                                      | FOX CORP   CLASS A COMMON STOCK USD.01                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     24883 | NS      | $755696.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                                                                      | FOX CORP   CLASS B COMMON STOCK USD.01                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     14510 | NS      | $412809.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                                                                                                          | EVEREST RE GROUP LTD COMMON STOCK USD.01                                    | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1938 | NS      | $642001.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                                                                                      | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      4730 | NS      | $753536.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                                          | FREEPORT MCMORAN INC COMMON STOCK USD.1                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    106539 | NS      | $4048482.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                                                                                             | GXO LOGISTICS INC COMMON STOCK USD.01                                       | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      6449 | NS      | $275307.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                                                         | GENERAL DYNAMICS CORP COMMON STOCK USD1.0                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      7826 | NS      | $1941708.86   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                                                           | GENERAL ELECTRIC CO COMMON STOCK USD.01                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     11962 | NS      | $1002295.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                                                                            | JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01                            | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     34370 | NS      | $2199680.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                                                             | GENERAL MILLS INC COMMON STOCK USD.1                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     38095 | NS      | $3194265.75   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                             | GENERAL MOTORS CO COMMON STOCK USD.01                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     98964 | NS      | $3329148.96   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                                                                                                   | GENTEX CORP COMMON STOCK USD.06                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       863 | NS      | $23534.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                                                                                              | GENUINE PARTS CO COMMON STOCK USD1.0                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2168 | NS      | $376169.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                                           | GILEAD SCIENCES INC COMMON STOCK USD.001                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     44490 | NS      | $3819466.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                           | GLOBAL PAYMENTS INC COMMON STOCK                                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4923 | NS      | $488952.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                                                                   | GOLDMAN SACHS GROUP INC COMMON STOCK USD.01                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     18862 | NS      | $6476833.56   | 1.24%             |  |  |  | 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        |      2391 | NS      | $24268.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                                                                              | HF SINCLAIR CORP COMMON STOCK                                               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |       471 | NS      | $24440.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                                                                                                        | HP INC COMMON STOCK USD.01                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    176918 | NS      | $4753786.66   | 0.91%             |  |  |  | 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        |     47472 | NS      | $3599801.76   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                                                                                                     | HESS CORP COMMON STOCK USD1.0                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      4046 | NS      | $573803.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                                                 | HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    141847 | NS      | $2263878.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                                                                                                   | HOLOGIC INC COMMON STOCK USD.01                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2895 | NS      | $216574.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                                                                                                             | HORMEL FOODS CORP COMMON STOCK USD.01465                                    | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      5728 | NS      | $260910.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                                          | HOWMET AEROSPACE INC COMMON STOCK                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     33495 | NS      | $1320037.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                                                                                   | HUBBELL INC COMMON STOCK USD.01                                             | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       630 | NS      | $147848.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                                                                    | HUMANA INC COMMON STOCK USD.1666666                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      7918 | NS      | $4055520.42   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                                  | HUNTINGTON BANCSHARES INC COMMON STOCK USD.01                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     72900 | NS      | $1027890.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                                                                                             | HYATT HOTELS CORP   CL A COMMON STOCK USD.01                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3174 | NS      | $287088.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                                                                            | INGERSOLL RAND INC COMMON STOCK USD.01                                      | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     14939 | NS      | $780562.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                                                                    | INTEL CORP COMMON STOCK USD.001                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    250177 | NS      | $6612178.11   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                                                          | INTL BUSINESS MACHINES CORP COMMON STOCK USD.2                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       252 | NS      | $35504.28     | 0.01%             |  |  |  | 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        |      9315 | NS      | $976584.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                        | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     44343 | NS      | $1535598.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                                                              | INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     21833 | NS      | $727257.23    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                           | JPMORGAN CHASE + CO COMMON STOCK USD1.0                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    138592 | NS      | $18585187.20  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                                                                                     | JABIL INC COMMON STOCK USD.001                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2421 | NS      | $165112.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                                                          | JACOBS SOLUTIONS INC COMMON STOCK                                           | CUSIP: 46982L108<br>LEI: 549300CZ8QS1GE53O776 | Long             | EC               | CORP              | US        |      6136 | NS      | $736749.52    | 0.14%             |  |  |  | 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        |      6993 | NS      | $239720.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                                                          | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                                    | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       716 | NS      | $4639.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                                                                                        | JONES LANG LASALLE INC COMMON STOCK USD.01                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      4753 | NS      | $757485.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                                                                     | LINDE PLC COMMON STOCK EUR.001                                              | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     14100 | NS      | $4599138.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                                                                 | MEDTRONIC PLC COMMON STOCK USD.1                                            | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     37706 | NS      | $2930510.32   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                                                                     | APTIV PLC COMMON STOCK USD.01                                               | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      4329 | NS      | $403159.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                                                                    | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0                              | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       469 | NS      | $86403.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                                                                                   | PENTAIR PLC COMMON STOCK USD.01                                             | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     20400 | NS      | $917592.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                                                                                              | SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01                            | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      1781 | NS      | $71916.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                                                                    | STERIS PLC COMMON STOCK USD75.0                                             | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3637 | NS      | $671717.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                                                                        | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0                                  | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2815 | NS      | $473173.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                                                                     | CHUBB LTD COMMON STOCK                                                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     11440 | NS      | $2523664.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                                                                                    | GARMIN LTD COMMON STOCK CHF.1                                               | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     12982 | NS      | $1198108.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                                                                                                           | TE CONNECTIVITY LTD COMMON STOCK CHF.57                                     | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     19391 | NS      | $2226086.80   | 0.42%             |  |  |  | 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        |     21390 | NS      | $1776011.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                                   | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01                             | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       801 | NS      | $39593.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                                                                                      | FLEX LTD COMMON STOCK                                                       | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     31420 | NS      | $674273.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** SA FUNDS INVESTMENT TRUST

**Signature:** Marcy Tsagarakis

**Name of Signer:** Marcy Tsagarakis

**Title:** SA Funds - Investment Trust, Secretary