# EDGAR Filing Document

**Accession Number:** 0001424958
**File Stem:** 0001145549-25-044730
**Filing Date:** 2025-6
**Character Count:** 188325
**Document Hash:** a94ec0d6c768686258fc7199a1f3c11f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-044730.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001145549-25-044730

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22201
- **FILM NUMBER:** 251087688

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS (6TH AVENUE)
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 646-572-3390

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS (6TH AVENUE)
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

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

## Series and Classes Contracts Data

### Direxion Daily S&P 500(R) Bull 2X Shares (Series ID: S000027922)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000084847 | Direxion Daily S&P 500(R) Bull 2X Shares | SPUU            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

- **a. Name of Series:** Direxion Daily S&P 500 Bull 2X Shares

- **b. EDGAR series identifier (if any):** S000027922

- **c. LEI of Series:** 549300MZZ6B1PUOB4V78

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $133691888.48

**Total Liabilities:** $2063013.89

**Net Assets:** $131628874.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000084847 | -3.20%               | -11.70%              | -3.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-816047.87              | $-1502782.40                               |
| Month 2  | $-659949.30              | $-7612059.82                               |
| Month 3  | $-887459.11              | $-688526.27                                |

**Designated Index Information**

- **Index Name:** S&P 500 Total Return Index Index

- **Index Identifier:** SP500_TRI

### Schedule of Portfolio Investments

| Name                                           | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Incorporated                             | Aflac Incorporated COM USD0.10                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1242 | NS      | $134980.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp.                                      | The AES Corporation COM USD0.01                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1784 | NS      | $17840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T INC                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     18008 | NS      | $498821.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | ABBOTT LABORATORIES                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4352 | NS      | $569024.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc. COM USD0.01                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4428 | NS      | $863902.80    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc COM USD0.0001                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1091 | NS      | $409103.18    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                    | Advanced Micro Devices, Inc. COM USD0.01                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4066 | NS      | $395825.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | AGILENT TECHNOLOGIES INC                                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       715 | NS      | $76934.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                     | Airbnb Inc COM CL A                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1087 | NS      | $132527.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | Air Products & Chemicals, Inc. COM USD1                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       558 | NS      | $151268.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc. COM USD0.01                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       376 | NS      | $30298.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp COM USD0.01                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       295 | NS      | $17272.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc. COM USD0.01                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       387 | NS      | $28119.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | Align Technology Inc. COM USD0.0001                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       176 | NS      | $30500.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | Alliant Energy Corporation COM USD0.01                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       643 | NS      | $39248.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | The Allstate Corporation COM USD0.01                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       664 | NS      | $131730.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP USD0.001 CL C                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11858 | NS      | $1907833.62   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK USD0.001 CL A                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14632 | NS      | $2323561.60   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4252 | NS      | $251505.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc. COM USD0.01                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     23660 | NS      | $4363377.20   | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corporation COM USD0.01                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       677 | NS      | $67185.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | American Electric Power Co, Inc. COM USD6.50                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1337 | NS      | $144850.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                       | American Express Company COM USD0.20                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1392 | NS      | $370842.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.              | American International Group, Inc. COM USD2.50                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1487 | NS      | $121220.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | American Tower Corporation COM USD0.01                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1171 | NS      | $263955.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | American Water Works Company, Inc. COM USD0.01                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       489 | NS      | $71887.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                    | AmerisourceBergen Corporation COM USD0.01                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       432 | NS      | $126433.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc. COM USD0.01                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       241 | NS      | $113515.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | Ametek, Inc. COM USD0.01                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       580 | NS      | $98356.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | Amgen Inc. COM USD0.0001                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1349 | NS      | $392451.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | AMPHENOL CORP-CL A                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3038 | NS      | $233774.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | Analog Devices Inc. COM USD0.16 2/3                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1245 | NS      | $242675.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | Ansys Inc COM USD0.01                                               | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       219 | NS      | $70491.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | ELEVANCE HEALTH INC                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       582 | NS      | $244777.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp. COM                                                       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       927 | NS      | $14405.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                   | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1121 | NS      | $152994.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | Apple Inc. COM USD0.00001                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     37684 | NS      | $8007850.00   | 6.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | Applied Materials Inc. COM USD0.01                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2040 | NS      | $307448.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                     | ARCHER-DANIELS-MIDLAND CO                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1201 | NS      | $57347.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | ARISTA NETWORKS INC                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2592 | NS      | $213243.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | Assurant Inc. COM USD0.01                                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       128 | NS      | $24670.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                             | Atmos Energy Corporation COM NPV                                    | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       397 | NS      | $63770.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc COM USD0.01                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       539 | NS      | $147820.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc. COM USD0.10                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1021 | NS      | $306912.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | Autozone, Inc. COM USD0.01                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        42 | NS      | $158029.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc. COM USD0.01                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       356 | NS      | $74752.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | AVERY DENNISON CORP                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       201 | NS      | $34393.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                            | Axon Enterprise Inc COM USD0.00001                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       183 | NS      | $112233.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | Baker Hughes Company COM USD0.0001 CL A                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2484 | NS      | $87933.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       748 | NS      | $38851.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corporation COM USD0.01                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     16610 | NS      | $662406.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.              | The Bank of New York Mellon Corporation COM USD0.01                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1800 | NS      | $144738.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | BAXTER INTERNATIONAL INC                                            | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1281 | NS      | $39928.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | BECTON DICKINSON AND CO                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       721 | NS      | $149311.89    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | W.R. Berkley Corporation COM USD0.20                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       754 | NS      | $54054.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4599 | NS      | $2452416.75   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                               | Best Buy Inc COM USD0.10                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       488 | NS      | $32544.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc COM USD0.0005                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       367 | NS      | $44436.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | BIO-TECHNE CORP                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       395 | NS      | $19888.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                 | Blackstone Inc                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1837 | NS      | $241951.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                 | BLACKROCK INC                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       365 | NS      | $333704.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                             | The Boeing Company COM USD5.00                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1882 | NS      | $344857.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc COM USD0.008                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        82 | NS      | $418140.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                        | Boston Properties, Inc. COM USD0.01                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       365 | NS      | $23261.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3698 | NS      | $380413.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | Bristol-Myers Squibb Company COM USD0.10                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      5091 | NS      | $255568.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | Broadridge Financial Solutions Inc. COM USD0.01                     | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       294 | NS      | $71265.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc COM USD0.001                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11759 | NS      | $2263254.73   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc COM USD0.10                                       | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       596 | NS      | $65917.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | BROWN-FORMAN CORP-CLASS B                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       456 | NS      | $15887.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                     | Builders Firstsource, Inc. COM USD0.01                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       288 | NS      | $34453.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc COM USD0.01                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       264 | NS      | $58555.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                | CBRE Group COM USD0.01 CLASS A                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       741 | NS      | $90535.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW CORP/DE                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       334 | NS      | $53627.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF INDUSTRIES HOLDINGS INC                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       436 | NS      | $34169.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | C.H. Robinson Worldwide Inc COM USD0.10                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       298 | NS      | $26587.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                | CIGNA CORP                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       688 | NS      | $233947.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME Group Inc. COM USD0.01                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       903 | NS      | $250203.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS Energy Corporation COM USD0.01                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       750 | NS      | $55237.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX Corporation COM USD1                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4837 | NS      | $135774.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS HEALTH CORP                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3163 | NS      | $211003.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc COM USD0.10                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1847 | NS      | $45362.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc. COM USD0.01                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       689 | NS      | $205142.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                     | Caesars Entertainment Inc New COM                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       533 | NS      | $14422.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust SBI USD0.01                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       267 | NS      | $30384.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbells Co.                              | CAMPBELL SOUP CO                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       492 | NS      | $17938.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corporation COM USD0.01                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       957 | NS      | $172508.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | CARDINAL HEALTH INC                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       608 | NS      | $85904.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | Carmax Inc COM USD0.50                                              | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       387 | NS      | $25027.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                           | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      2627 | NS      | $48179.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | CARRIER GLOBAL CORP                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2026 | NS      | $126706.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1199 | NS      | $370814.73    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                  | CENTENE CORP                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1244 | NS      | $74453.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | Centerpoint Energy Inc COM STK USD0.01                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1635 | NS      | $63405.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                   | Ceridian HCM Holding Inc COM USD0.01                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       397 | NS      | $22974.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. COM STK USD0.01      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       128 | NS      | $15183.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc. COM USD0.001 CLASS A                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       242 | NS      | $94830.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Expand Energy Corp.                            | CHESAPEAKE ENERGY CORP                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       527 | NS      | $54755.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                  | Chevron Corporation COM USD0.75                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4193 | NS      | $570499.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill Inc COM USD0.01                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $171768.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                        | CHURCH & DWIGHT CO INC                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       617 | NS      | $61292.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | Cincinnati Financial Corporation COM USD2.00                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       393 | NS      | $54709.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc. COM USD0.001                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      9992 | NS      | $576838.16    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation COM NPV                                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $182256.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc. COM USD0.01                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4709 | NS      | $322001.42    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc COM USD0.01                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1094 | NS      | $40357.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | CLOROX COMPANY                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       309 | NS      | $43970.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                             | The Coca-Cola Company COM USD0.25                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      9713 | NS      | $704678.15    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp. COM CL A USD0.01               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1241 | NS      | $91300.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                          | Colgate-Palmolive Company COM USD1.00                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2035 | NS      | $187606.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | Comcast Corporation COM USD0.01 CL A                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      9461 | NS      | $323566.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | CONAGRA BRANDS INC                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1197 | NS      | $29577.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips Co. COM USD0.01                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3200 | NS      | $285184.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc. COM USD0.10                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       868 | NS      | $97867.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | CONSTELLATION BRANDS INC-A                                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       390 | NS      | $73140.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp. COM                                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       785 | NS      | $175400.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                     | COOPER COS INC/THE                                                  | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       501 | NS      | $40916.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                     | Copart Inc COM USD0.0001                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2200 | NS      | $134266.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | CORNING INC                                                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1934 | NS      | $85830.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                     | CORPAY INC                                                          | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       176 | NS      | $57265.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | CORTEVA INC                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1720 | NS      | $106622.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | Costco Wholesale Corporation COM USD0.01                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1113 | NS      | $1106878.50   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                               | Costar Group Inc COM USD0.01                                        | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1058 | NS      | $78471.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | Crowdstrike Holdings Inc COM USD0.0005 CL A                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       617 | NS      | $264612.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | Crown Castle Inc. COM USD0.01                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1090 | NS      | $115278.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | CUMMINS INC                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       345 | NS      | $101374.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | D.R. Horton, Inc. COM USD0.01                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       711 | NS      | $89827.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Company COM NPV                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       519 | NS      | $71103.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | Danaher Corporation COM USD0.01                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1605 | NS      | $319924.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc. COM NPV                                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       294 | NS      | $58988.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                     | DAVITA INC                                                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       109 | NS      | $15428.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                          | DECKERS OUTDOOR CORP                                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       381 | NS      | $42226.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | DEERE & CO                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       635 | NS      | $294360.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                          | DELL TECHNOLOGIES -C                                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       783 | NS      | $71848.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                           | Delta Air Lines Inc COM USD0.0001                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1610 | NS      | $67024.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corporation COM USD0.10                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1648 | NS      | $50115.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DexCom Inc COM USD0.001                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       981 | NS      | $70023.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | Diamondback Energy Inc COM USD0.01                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       469 | NS      | $61912.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                      | Digital Realty Trust Inc COM STK USD0.01                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       794 | NS      | $127468.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                            | Walt Disney Company COM DISNEY USD0.01                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      4535 | NS      | $412458.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services Inc.               | Discover Financial Services COM STK USD0.01                         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       630 | NS      | $115082.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | Dollar General Corporation COM USD0.875                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       551 | NS      | $51623.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc COM USD0.01                                         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       508 | NS      | $41539.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc COM STK NPV                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2107 | NS      | $114578.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc.                             | Dominos Pizza Inc COM USD0.01                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        86 | NS      | $42171.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                   | DoorDash Inc CL A                                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       852 | NS      | $164342.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                              | DOVER CORP                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       345 | NS      | $58874.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | DOW INC                                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1765 | NS      | $53991.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp COM USD0.001                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1946 | NS      | $237450.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | DUPONT DE NEMOURS INC                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1049 | NS      | $69223.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                             | EOG Resources, Inc. COM USD0.01                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1412 | NS      | $155785.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT Corporation COM NPV                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1496 | NS      | $73962.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL CO                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       288 | NS      | $22176.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | eBay Inc. COM USD0.001                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1201 | NS      | $81860.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc.                                    | ECOLAB INC                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       631 | NS      | $158652.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International COM NPV                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       972 | NS      | $52011.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | EDWARDS LIFESCIENCES CORP                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1478 | NS      | $111574.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | Electronic Arts Inc. COM USD0.01                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       596 | NS      | $86473.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | EMERSON ELECTRIC CO                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1414 | NS      | $148625.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | Enphase Energy Inc COM USD0.00001                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       332 | NS      | $14803.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | Entergy Corporation COM USD0.01                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1075 | NS      | $89407.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM Systems Inc. COM USD0.001                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       143 | NS      | $22438.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | EQUIFAX INC                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       312 | NS      | $81160.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc. COM USD0.001                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       245 | NS      | $210883.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                             | Equity Residential Properties Trust SBI USD0.01                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       857 | NS      | $60212.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                              | ERIE INDEMNITY COMPANY-CL A                                         | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        62 | NS      | $22234.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc. COM USD0.0001                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       160 | NS      | $44664.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | Evergy Inc COM NPV                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       577 | NS      | $39870.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy COM USD5                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       920 | NS      | $54721.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | Exelon Corporation COM NPV                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2522 | NS      | $118281.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group Inc COM USD0.001                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       309 | NS      | $48491.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | Expeditors International Of Washington Inc. COM USD0.01             | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       351 | NS      | $38578.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | Extra Space Storage Inc. COM USD0.01                                | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       532 | NS      | $77948.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corporation COM NPV                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10921 | NS      | $1153585.23   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc COM USD0.000006 CL 'A'                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5494 | NS      | $3016206.00   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FactSet Research Systems Inc. COM USD0.01                           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        96 | NS      | $41493.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | Fair Isaac Corporation COM USD0.01                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        61 | NS      | $121370.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co. COM USD0.01                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1437 | NS      | $116353.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust SH BEN INT NEW                      | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       193 | NS      | $18145.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FedEx Corporation COM USD0.10                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       556 | NS      | $116943.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 INC                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       144 | NS      | $38122.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc COM USD0.01              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1328 | NS      | $104752.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp COM NPV                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1681 | NS      | $60415.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | FIRST SOLAR INC                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       268 | NS      | $33719.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | Fiserv Inc. COM USD0.01                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1428 | NS      | $263565.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp. COM USD0.10                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1287 | NS      | $55186.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | Ford Motor Company COM USD0.01                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      9765 | NS      | $97747.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc COM USD0.001                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1595 | NS      | $165497.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | FORTIVE CORP                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       856 | NS      | $59654.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP - CLASS A                                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       548 | NS      | $27284.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP - CLASS B                                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       331 | NS      | $15305.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                        | Franklin Resources COM USD0.10                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       778 | NS      | $14595.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | Freeport-McMoRan Inc. COM USD0.10                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3605 | NS      | $129888.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Healthcare Technologies Inc.                | GE HEALTHCARE TECHNOLOGY                                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1147 | NS      | $80668.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                               | Gallagher Aj &Co COM USD1.00                                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       639 | NS      | $204920.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                   | GARTNER INC                                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       192 | NS      | $80847.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       692 | NS      | $256607.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | Generac Holdings Inc. COM USD0.01                                   | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       149 | NS      | $17042.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | General Dynamics Corporation COM USD1.00                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       636 | NS      | $173068.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                   | GENERAL ELECTRIC CO                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2692 | NS      | $542545.68    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | GENERAL MILLS INC                                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1384 | NS      | $78528.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                         | General Motors Company COM USD0.01                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2496 | NS      | $112919.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co COM USD1.00                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       348 | NS      | $40907.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                           | Gilead Sciences, Inc. COM USD0.001                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3126 | NS      | $333044.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | Global Payments Inc COM NPV                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       620 | NS      | $47312.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | Globe Life Inc COM USD1.00                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       209 | NS      | $25778.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Godaddy Inc                                    | Godaddy Inc COM USD0.001 CLASS A                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       354 | NS      | $66668.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | Goldman Sachs Group, Inc. COM USD0.01                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       783 | NS      | $428731.65    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | WW GRAINGER INC                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       110 | NS      | $112674.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA HEALTHCARE INC                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       450 | NS      | $155286.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP INC                                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2352 | NS      | $60140.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | Halliburton Company COM USD2.50                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2178 | NS      | $43167.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.              | The Hartford Financial Services Group, Inc. COM USD0.01             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       721 | NS      | $88445.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc COM USD0.50                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       330 | NS      | $20427.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc COM                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      1756 | NS      | $31327.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | Henry Jack & Associates Inc. COM USD0.01                            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       184 | NS      | $31911.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                              | HERSHEY CO/THE                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       371 | NS      | $62027.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | Hess Corporation COM USD1.00                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       694 | NS      | $89560.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                 | HEWLETT PACKARD ENTERPRISE                                          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3295 | NS      | $53444.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings Inc COM USD0.01                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       602 | NS      | $135738.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | HOLOGIC INC                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       562 | NS      | $32708.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                                | Home Depot Inc COM USD0.05                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2492 | NS      | $898341.08    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | Honeywell International Inc. COM USD1                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1632 | NS      | $343536.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | HORMEL FOODS CORP                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       729 | NS      | $21797.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc COM STK USD0.01                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1754 | NS      | $24766.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace Inc COM                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1015 | NS      | $140658.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                           | HUBBELL INC                                                         | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       136 | NS      | $49392.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | HUMANA INC                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       303 | NS      | $79458.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | J. B. Hunt Transport Services, Inc. COM USD0.01                     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       200 | NS      | $26116.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | Huntington Bancshares Incorporated COM USD0.01                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3646 | NS      | $52976.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc. COM USD0.01                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        98 | NS      | $22573.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | Idex Corporation COM USD0.01                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       190 | NS      | $33054.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX Laboratories Inc. COM USD0.10                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       206 | NS      | $89125.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | ILLINOIS TOOL WORKS                                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       671 | NS      | $160979.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                            | Incyte Corporation. COM USD0.001                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       404 | NS      | $25314.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | INGERSOLL-RAND INC                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1010 | NS      | $76184.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                            | INSULET CORP                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       176 | NS      | $44403.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation COM USD0.001                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     10862 | NS      | $218326.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange Inc COM USD0.01                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1441 | NS      | $242044.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | International Business Machines Corporation COM USD0.20             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2319 | NS      | $560780.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | INTL FLAVORS & FRAGRANCES                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       641 | NS      | $50292.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                        | INTERNATIONAL PAPER CO                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1324 | NS      | $60480.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | INTERPUBLIC GROUP OF COS INC                                        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       934 | NS      | $23462.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc COM USD0.01                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       702 | NS      | $440483.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | Intuitive Surgical Inc. COM USD0.001                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       895 | NS      | $461641.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | Invitation Homes Inc. COM USD0.01                                   | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |      1431 | NS      | $48925.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA HOLDINGS INC                                                  | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       421 | NS      | $65284.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc.                             | Iron Mountain Incorporated COM USD0.01                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       738 | NS      | $66176.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co. COM USD1.00                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7015 | NS      | $1716009.30   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                      | JABIL INC                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       274 | NS      | $40157.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                          | Jacobs Engineering Group Inc. COM                                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $37882.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson COM USD1.00                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6040 | NS      | $944112.40    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc. COM USD0.00001                               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       832 | NS      | $30218.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                      | KLA Corporation COM USD0.001                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       333 | NS      | $233995.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                  | KKR & CO INC                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1693 | NS      | $193459.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                      | KELLOGG CO                                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       675 | NS      | $55869.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                    | KENVUE INC                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      4810 | NS      | $113516.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc COM USD0.01                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2995 | NS      | $103597.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp COM USD1.00                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2499 | NS      | $37085.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc. COM USD0.01 WD                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       434 | NS      | $63103.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | KIMBERLY-CLARK CORP                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       833 | NS      | $109772.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | Kimco Realty Corporation COM USD0.01                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      1705 | NS      | $34065.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | KINDER MORGAN INC                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4850 | NS      | $127555.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.                            | The Kraft Heinz Company COM USD0.01                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      2188 | NS      | $63670.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co. COM USD1.00                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1670 | NS      | $120590.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ Corporation COM USD0.01                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       652 | NS      | $24912.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3 Harris Technologies Inc COM USD1.00                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       472 | NS      | $103849.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                           | LABCORP HOLDINGS INC                                                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $50130.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | LAM RESEARCH CORP                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3220 | NS      | $230777.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | LAMB WESTON HOLDINGS INC                                            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       357 | NS      | $18853.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | Las Vegas Sands Corp COM USD0.001                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       862 | NS      | $31609.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | The Estee Lauder Companies Inc. COM USD0.01 CLASS A                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       588 | NS      | $35256.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | LEIDOS HOLDINGS INC                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       330 | NS      | $48569.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corporation COM USD0.10 CLASS A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       586 | NS      | $63645.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                      | Lennox International Inc. COM USD0.01                               | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        80 | NS      | $43740.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co. COM NPV                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1975 | NS      | $1775426.25   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc. COM USD0.01                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       393 | NS      | $52052.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | Lockheed Martin Corporation COM USD1.00                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       526 | NS      | $251296.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | Loews Corporation COM USD0.01                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       444 | NS      | $38552.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | Lowes Companies, Inc. COM USD0.50                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1416 | NS      | $316560.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                       | LULULEMON ATHLETICA INC                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       282 | NS      | $76357.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T Bank Corporation COM USD0.50                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       415 | NS      | $70450.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International COM USD0.01                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       561 | NS      | $17649.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI Inc.                                      | MSCI Inc. COM USD0.01                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       195 | NS      | $106296.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                       | Marathon Petroleum Company COM USD0.01                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       793 | NS      | $108966.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MarketAxess Holdings Inc. COM USD0.003                              | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        95 | NS      | $21051.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | Marsh & McLennan Companies, Inc. COM USD1.00                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1232 | NS      | $277779.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc. COM USD0.01 CLASS A                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       573 | NS      | $136706.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | MARTIN MARIETTA MATERIALS                                           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       152 | NS      | $79644.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | Masco Corporation COM USD1.00                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       532 | NS      | $32244.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MasterCard Incorporated COM USD0.0001 CLASS A                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2043 | NS      | $1119686.58   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | Match Group Inc COM                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       630 | NS      | $18685.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| McCormick & Company, Incorporated              | McCormick & Company, Incorporated COM NPV                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       634 | NS      | $48602.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corporation COM USD0.01                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1798 | NS      | $574730.70    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mckesson Corp.                                 | MCKESSON CORP                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       314 | NS      | $223816.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                               | Merck & Co., Inc COM USD0.50                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6346 | NS      | $540679.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | MetLife Inc. COM USD0.01                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1453 | NS      | $109512.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | METTLER-TOLEDO INTERNATIONAL                                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        53 | NS      | $56740.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                | Microsoft Corporation COM USD0.00000625                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     18649 | NS      | $7371203.74   | 5.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | Microchip Technology Incorporated COM USD0.001                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1349 | NS      | $62161.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | Micron Technology Inc. COM USD0.10                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2796 | NS      | $215152.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc. COM USD0.01                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       293 | NS      | $46777.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc COM USD0.0001                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       851 | NS      | $24287.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc. COM USD0.01                                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       130 | NS      | $13825.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | MOLINA HEALTHCARE INC                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       140 | NS      | $45781.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | MOLSON COORS BEVERAGE CO - B                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       431 | NS      | $24795.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc. COM NPV                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      3246 | NS      | $221149.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | Monolithic Power Systems Inc. COM STK USD0.001                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       120 | NS      | $71172.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp COM USD0.005                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1756 | NS      | $105570.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp.                                   | Moodys Corp COM USD0.01                                             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       389 | NS      | $176263.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley COM USD0.01                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3105 | NS      | $358379.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       797 | NS      | $24228.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       421 | NS      | $185404.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc. COM USD0.01                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       509 | NS      | $55776.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR Inc COM USD0.01                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         7 | NS      | $49880.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc COM USD0.01                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1039 | NS      | $79182.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NetApp Inc. COM USD0.001                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       509 | NS      | $45682.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc. COM USD0.001                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1072 | NS      | $1213203.84   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | Newmont Corporation COM USD1.60                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2855 | NS      | $150401.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP - CLASS A                                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       949 | NS      | $25736.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP - CLASS B                                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       282 | NS      | $8860.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Inc                             | Nextera Energy Inc COM USD0.01                                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      5159 | NS      | $345033.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | Nike, Inc. CLASS'B'COM NPV                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2964 | NS      | $167169.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NiSource Inc. COM USD0.01                                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      1179 | NS      | $46110.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | NORDSON CORP                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       137 | NS      | $25971.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | Norfolk Southern Corporation COM USD1                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       568 | NS      | $127260.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | Northern Trust Corporation COM USD1.666                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       492 | NS      | $46238.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | Northrop Grumman Corporation COM USD1                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       342 | NS      | $166383.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | Gen Digital Inc COM                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1359 | NS      | $35157.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | Nucor Corporation COM USD0.40                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       589 | NS      | $70308.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp. COM USD0.001                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     61435 | NS      | $6691500.20   | 5.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O'Reilly Automotive Inc. USD0.01                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       144 | NS      | $203788.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corporation COM USD0.20                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1696 | NS      | $66839.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | Old Dominion Freight Line Inc. COM USD0.10                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       471 | NS      | $72194.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | OMNICOM GROUP                                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       492 | NS      | $37470.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp. COM USD0.01                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1058 | NS      | $42002.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | ONEOK INC                                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1556 | NS      | $127840.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corporation COM USD0.01                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4069 | NS      | $572589.68    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | OTIS WORLDWIDE CORP                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       995 | NS      | $95788.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | PG&E Corporation COM NPV                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5503 | NS      | $90909.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.              | PNC Financial Services Group Inc COM USD5                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       994 | NS      | $159725.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG INDUSTRIES INC                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       582 | NS      | $63356.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL Corporation COM USD0.01                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1853 | NS      | $67634.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC Inc COM USD0.01                                                 | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       302 | NS      | $46800.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | Paccar Inc COM USD1.00                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1315 | NS      | $118626.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | PACKAGING CORP OF AMERICA                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       224 | NS      | $41576.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                      | PALANTIR TECHNOLOGIES INC-A                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5142 | NS      | $609018.48    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                         | Palo Alto Networks Inc COM USD0.0001                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1660 | NS      | $310303.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                          | PARKER HANNIFIN CORP                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       324 | NS      | $196039.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc COM USD0.01                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       803 | NS      | $118137.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc COM USD0.01                                     | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       119 | NS      | $26940.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                           | Paypal Holdings Incorporation COM USD0.0001                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2481 | NS      | $163349.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | PEPSICO INC                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3440 | NS      | $466395.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                    | PERKINELMER INC                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       305 | NS      | $28496.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc. COM USD0.05                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     14216 | NS      | $347012.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | PHILIP MORRIS INTERNATIONAL                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3899 | NS      | $668132.64    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66 COM USD0.01                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1036 | NS      | $107806.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corporation COM NPV                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       285 | NS      | $27126.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | Pool Corporation COM USD0.001                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        96 | NS      | $28141.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Price T Rowe Group Inc.                        | Price T Rowe Group COM USD0.20                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       558 | NS      | $49410.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | Principal Financial Group COM USD0.01                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       529 | NS      | $39225.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                       | PROCTER & GAMBLE CO/THE                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5882 | NS      | $956236.74    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | The Progressive Corporation COM USD1.00                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1470 | NS      | $414157.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                  | Prologis Inc. COM USD0.01                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2327 | NS      | $237819.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc. COM USD0.01                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       887 | NS      | $91103.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | Public Service Enterprise Group Incorporated COM NPV                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1250 | NS      | $99912.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage COM USD0.10                                          | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $118669.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | Pulte Group Inc COM USD0.01                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $52110.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM Inc. COM USD0.0001                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2773 | NS      | $411679.58    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc. COM USD0.00001                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       371 | NS      | $108587.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | QUEST DIAGNOSTICS INC                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       279 | NS      | $49723.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                             | Ralph Lauren Corporation COM USD0.01 CLASS 'A'                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       100 | NS      | $22495.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | Raymond James Financial Inc. COM USD0.01                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       462 | NS      | $63312.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                      | Raytheon Technologies Corporation COM                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3342 | NS      | $421526.46    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                      | Realty Income Corp. COM USD1                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2196 | NS      | $127060.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp. COM USD0.01                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       410 | NS      | $29593.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc. COM USD0.001                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       265 | NS      | $158671.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | Regions Financial Corporation COM STK USD0.01                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2280 | NS      | $46534.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc. COM USD0.01                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       509 | NS      | $127631.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | RESMED INC                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       369 | NS      | $87301.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | ROCKWELL AUTOMATION INC                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       284 | NS      | $70341.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | ROLLINS INC                                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       705 | NS      | $40276.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc COM USD0.01                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       268 | NS      | $150101.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc COM USD0.01                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       826 | NS      | $114814.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc COM USD1                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       790 | NS      | $395039.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                       | SBA Communications Corporation COM USD0.01 CL A                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       269 | NS      | $65474.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                | Salesforce Inc COM USD0.001                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2399 | NS      | $644635.29    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | HENRY SCHEIN INC                                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       313 | NS      | $20335.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | Schlumberger Limited COM USD0.01                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      3515 | NS      | $116873.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | The Charles Schwab Corporation COM USD0.01                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4274 | NS      | $347903.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra COM NPV                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1590 | NS      | $118089.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | Servicenow Inc COM USD0.001                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       518 | NS      | $494695.18    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | The Sherwin-Williams Company COM USD1                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       581 | NS      | $205046.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc COM USD0.0001                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       770 | NS      | $121182.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc. COM USD0.25                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       404 | NS      | $25969.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | SMITH (A.O.) CORP                                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       296 | NS      | $20086.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | JM SMUCKER CO/THE                                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       267 | NS      | $31044.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                           | SNAP-ON INC                                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       130 | NS      | $40795.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                | SOLVENTUM CORP                                                      | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       346 | NS      | $22877.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                   | Southern Co. COM USD5                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2749 | NS      | $252605.61    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co. COM USD1                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1487 | NS      | $41576.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK & DECKER INC                                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       387 | NS      | $23227.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corporation COM USD0.001                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2849 | NS      | $228062.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                             | State Street Corporation COM STK USD1                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       724 | NS      | $63784.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | Steel Dynamics, Inc. COM STK USD0.01                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       354 | NS      | $45917.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | STRYKER CORP                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       862 | NS      | $322319.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                      | SUPER MICRO COMPUTER INC                                            | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1264 | NS      | $40271.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Synopsys Inc                                   | Synopsys Inc COM USD0.01                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       387 | NS      | $177636.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial COM USD0.001                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       975 | NS      | $50651.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | SYSCO CORP                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1227 | NS      | $87607.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | The TJX Companies Inc. COM USD1                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2820 | NS      | $362877.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                        | TKO GROUP HOLDINGS INC                                              | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $27205.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile US Inc                                | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1202 | NS      | $296833.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | Take-Two Interactive Software Inc. COM USD0.01                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       411 | NS      | $95894.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc COM USD0.01                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       519 | NS      | $36667.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                   | Target Corporation COM STK USD0.0833                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1149 | NS      | $111108.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                          | TARGA RESOURCES CORP                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       548 | NS      | $93653.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | TELEDYNE TECHNOLOGIES INC                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       117 | NS      | $54525.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | Teradyne Inc. COM USD0.125                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       409 | NS      | $30351.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc COM USD0.001                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7020 | NS      | $1980763.20   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | Texas Instruments Incorporated COM USD1.00                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2285 | NS      | $365714.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                 | Texas Pacific Land Corporation COM                                  | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $60576.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | Textron Inc. COM STK USD0.125                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       458 | NS      | $32229.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc COM USD1                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       960 | NS      | $411840.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M CO                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1364 | NS      | $189473.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co COM USD0.008                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1339 | NS      | $67780.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | Transdigm Group Inc. COM USD0.01                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $199242.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | Travelers Companies, Inc. COM NPV                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       569 | NS      | $150289.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc COM NPV                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       616 | NS      | $38278.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corporation COM                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3301 | NS      | $126560.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | Tyler Technologies Inc. COM USD0.01                                 | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       108 | NS      | $58676.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | TYSON FOODS INC-CL A                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       718 | NS      | $43970.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR Inc COM USD0.01                                                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       755 | NS      | $31619.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | U.S. Bancorp. COM USD0.01                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3913 | NS      | $157850.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                          | Uber Technologies Inc COM USD0.00001                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5240 | NS      | $424492.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | Ulta Beauty Inc COM STK USD0.01                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       117 | NS      | $46289.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | Union Pacific Corporation COM USD2.50                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1515 | NS      | $326724.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | United Airlines Holdings Inc COM USD0.01                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       825 | NS      | $56776.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc. CLASS'B'COM USD0.01                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1835 | NS      | $174875.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc. COM USD0.01                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       164 | NS      | $103557.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UnitedHealth Group Inc. COM USD0.01                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2310 | NS      | $950426.40    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | UNIVERSAL HEALTH SERVICES-B                                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       147 | NS      | $26029.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corporation COM USD0.01                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       794 | NS      | $92175.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | Ventas Inc. COM USD0.25                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1094 | NS      | $76667.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                  | VERALTO CORP                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       620 | NS      | $59458.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | VERISIGN INC                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       204 | NS      | $57552.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     10561 | NS      | $465317.66    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc. COM USD0.001                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       354 | NS      | $104936.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | Vertex Pharmaceuticals Incorporated COM USD0.01                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       643 | NS      | $327608.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | PARAMOUNT GLOBAL-CLASS B                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      1493 | NS      | $17527.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Viatris Inc                                    | Viatris Inc COM                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      2994 | NS      | $25209.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | Vici Properties Inc COM USD0.01                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2644 | NS      | $84660.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | Visa Inc COM STK USD0.0001                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4322 | NS      | $1493251.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                    | VISTRA CORP                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       854 | NS      | $110704.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | VULCAN MATERIALS CO                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       331 | NS      | $86831.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC Energy Group Inc. COM USD0.01                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       797 | NS      | $87287.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | Wabtec Corp COM USD0.01                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       428 | NS      | $79068.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc COM USD0.10                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10881 | NS      | $1058177.25   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                  | Walgreens Boots Alliance, Inc. COM USD0.01                          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1799 | NS      | $19735.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | Warner Bros. Discovery Inc. COM SER A                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      5601 | NS      | $48560.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | WASTE MANAGEMENT INC                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       916 | NS      | $213757.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | WATERS CORP                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       148 | NS      | $51464.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Company COM USD1.666                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      8250 | NS      | $585832.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | Welltower OP LLC COM USD1                                           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1529 | NS      | $233310.11    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated      | WEST PHARMACEUTICAL SERVICES                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       183 | NS      | $38666.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp. COM USD0.01                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       873 | NS      | $38289.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | Weyerhaeuser Company COM USD1.25                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1821 | NS      | $47182.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                  | WILLIAMS COS INC                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3058 | NS      | $179107.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                           | WILLIAMS-SONOMA INC                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       309 | NS      | $47731.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                    | Workday Inc COM USD0.001 CL A                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       537 | NS      | $131565.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                           | Wynn Resorts Limited COM USD0.01                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       224 | NS      | $17989.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xcel Energy Inc                                | Xcel Energy Inc COM USD2.5                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1440 | NS      | $101808.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | XYLEM INC                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       610 | NS      | $73547.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                               | YUM Brands Inc COM NPV                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       699 | NS      | $105157.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | Zebra Technologies Corporation 'A'COM USD0.01                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       128 | NS      | $32040.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings Inc COM USD0.01                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       500 | NS      | $51525.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | Zoetis Inc. COM USD0.01 CL 'A'                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1123 | NS      | $175637.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | ALLEGION PLC                                                        | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |       218 | NS      | $30345.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | AMCOR PLC                                                           | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |      3626 | NS      | $33359.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Aon PLC                                        | Aon PLC COM USD0.01 CL A                                            | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |       541 | NS      | $191941.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd. COM USD0.01                                 | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |       942 | NS      | $85420.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC CLS'A'USD0.0000225                                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |      1570 | NS      | $469665.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | EATON CORP PLC                                                      | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       991 | NS      | $291720.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                              | Everest Re Group Ltd. COM USD0.01                                   | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |       108 | NS      | $38753.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | APTIV PLC                                                           | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       576 | NS      | $32866.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | Invesco Ltd COM STK USD0.20                                         | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      1123 | NS      | $15643.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | JOHNSON CONTROLS INTERNATION                                        | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      1657 | NS      | $139022.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                      | LINDE PLC                                                           | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1193 | NS      | $540703.39    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | MEDTRONIC PLC                                                       | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      3216 | NS      | $272588.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd             | Norwegian Cruise Line Holdings Ltd COM USD0.001                     | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1103 | NS      | $17681.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | SEAGATE TECHNOLOGY HOLDINGS                                         | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |       532 | NS      | $48427.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | PENTAIR PLC                                                         | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |       414 | NS      | $37562.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                           | SMURFIT WESTROCK PLC                                                | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |      1241 | NS      | $52146.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris PLC                                     | STERIS PLC                                                          | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $55510.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                            | TE CONNECTIVITY PLC                                                 | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |       748 | NS      | $109492.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | TRANE TECHNOLOGIES PLC                                              | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |       562 | NS      | $215420.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | Willis Towers Watson Public Limited Company COM USD0.000304635      | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |       250 | NS      | $76950.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                | BUNGE GLOBAL SA                                                     | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |       334 | NS      | $26292.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                     | Chubb Limited ORD CHF24.15                                          | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |       934 | NS      | $267198.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | Garmin Ltd COM CHF10.00                                             | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |       385 | NS      | $71944.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LYONDELLBASELL INDU-CL A                                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       650 | NS      | $37836.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV EUR0.20                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       637 | NS      | $117405.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                 | DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  12440927 | PA      | $12440927.29  | 9.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN FINANCIAL                              | GOLDMAN FINL SQ TRSRY INST 506                                      | CUSIP: N/A<br>LEI: 549300DAH6N80PM31E83       | Long             | STIV             | RF                | US        |    645804 | PA      | $645803.92    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-418264.14   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5806428.61  | -4.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | S&P 500 INDEX SWAP                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2792115.28   | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                          | Royal Caribbean Group COM USD0.01                                   | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       620 | NS      | $133244.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS                                        | DREYFUS TRSRY SECURITIES CASH MGMT                                  | CUSIP: S99991620<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6061121 | PA      | $6061120.92   | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-27

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

**Signature:** Patrick Rudnick

**Name of Signer:** Patrick Rudnick

**Title:** Principal Executive Officer