# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080789
**Filing Date:** 2026-2
**Character Count:** 145465
**Document Hash:** 0468c6408160487fc6edd0459a2d5204
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080789.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080789

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 26695018

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1177215718.87

**Total Liabilities:** $803399.26

**Net Assets:** $1176412319.61

**Cash Not Reported:** $4240866.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022620 | -0.51%               | 2.05%                | 0.00%                |
| Class ID C000022621 | -0.46%               | 2.00%                | 0.00%                |
| Class ID C000022622 | -0.51%               | 1.97%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1060946.46             | $-5133218.70                               |
| Month 2  | $6967887.40              | $14440721.90                               |
| Month 3  | $13268314.37             | $-14400693.00                              |

### Schedule of Portfolio Investments

| Name                                             | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Service Corporation International                | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     49713 | NS      | $3876122.61   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                             | SHIFT4 PAYMENTS INC COMMON STOCK                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23961 | NS      | $1508824.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Laboratories Inc.                        | SILICON LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     11651 | NS      | $1522785.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | SILGAN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     31103 | NS      | $1255628.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                            | ENSIGN GROUP INC COMMON STOCK USD.001                 | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     20398 | NS      | $3553331.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN INC COMMON STOCK USD.01                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     15143 | NS      | $729438.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie and Fitch Co.                        | ABERCROMBIE and FITCH CO COMMON STOCK USD.01          | CUSIP: 002896207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16693 | NS      | $2101147.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                      | ACUITY INC COMMON STOCK USD.01                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10786 | NS      | $3883391.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                            | AECOM COMMON STOCK USD.01                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     46970 | NS      | $4477650.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                   | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     25372 | NS      | $3674626.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                               | AEROVIRONMENT INC COMMON STOCK USD.0001               | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11283 | NS      | $2729244.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                   | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      9976 | NS      | $2875881.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                         | AGREE REALTY CORP REIT USD.0001                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40691 | NS      | $2930972.73   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                            | ALASKA AIR GROUP INC COMMON STOCK USD.01              | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41134 | NS      | $2069040.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                        | ALBERTSONS COS INC / SAFEWAY I COMMON STOCK USD.01    | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140259 | NS      | $2408247.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                | ALCOA CORP COMMON STOCK USD.01                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     91838 | NS      | $4880271.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                               | BRUKER CORP COMMON STOCK USD.01                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     39335 | NS      | $1853071.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | BLACK HILLS CORP COMMON STOCK USD1.0                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     26765 | NS      | $1858026.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                   | BLACKBAUD INC COMMON STOCK USD.001                    | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     13006 | NS      | $823539.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                 | HandR BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44835 | NS      | $1953909.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation          | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43018 | NS      | $3628998.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                  | BORGWARNER INC COMMON STOCK USD.01                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     75867 | NS      | $3418567.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                     | BOSTON BEER CO INC/THE COMMON STOCK USD.01            | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2728 | NS      | $532314.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                          | BOYD GAMING CORP COMMON STOCK USD.01                  | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20502 | NS      | $1747590.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                       | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01         | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20275 | NS      | $1313617.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                              | BRINK'S CO/THE COMMON STOCK USD1.0                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     14734 | NS      | $1719899.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                      | BRIXMOR PROPERTY GROUP INC REIT USD.01                | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108554 | NS      | $2846285.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.             | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     13376 | NS      | $3434555.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                  | APTARGROUP INC COMMON STOCK USD.01                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     23271 | NS      | $2838131.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                          | ARAMARK COMMON STOCK USD.01                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     93217 | NS      | $3435978.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                           | ARROW ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     18268 | NS      | $2012768.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                     | ASHLAND INC COMMON STOCK                              | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16209 | NS      | $950982.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | ASSOCIATED BANC-CORP COMMON STOCK USD.01              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     57980 | NS      | $1493564.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                     | AUTOLIV INC COMMON STOCK USD1.0                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     24785 | NS      | $2941979.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                  | AUTONATION INC COMMON STOCK USD.01                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9701 | NS      | $2003062.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                     | AVANTOR INC COMMON STOCK USD.01                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241797 | NS      | $2770993.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | AVIENT CORP COMMON STOCK USD.01                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     32472 | NS      | $1014425.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                           | AVIS BUDGET GROUP INC COMMON STOCK USD.01             | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5991 | NS      | $768765.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet Inc.                                       | AVNET INC COMMON STOCK USD1.0                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     28842 | NS      | $1386723.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB CORP COMMON STOCK USD.001                        | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20239 | NS      | $2261101.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                         | ESSENTIAL UTILITIES INC COMMON STOCK USD.5            | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100354 | NS      | $3849579.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                           | EURONET WORLDWIDE INC COMMON STOCK USD.02             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     13867 | NS      | $1055417.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                    | EVERCORE INC COMMON STOCK USD.01                      | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13717 | NS      | $4667209.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                    | EXELIXIS INC COMMON STOCK USD.001                     | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95082 | NS      | $4167444.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                    | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001     | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $171526.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                         | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     56281 | NS      | $2388565.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                    | EXPONENT INC COMMON STOCK USD.001                     | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17692 | NS      | $1228886.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation             | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001  | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     36137 | NS      | $2220257.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                  | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     46215 | NS      | $1380442.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01    | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46724 | NS      | $4206561.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                            | BWX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     32423 | NS      | $5603991.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | BANK OZK COMMON STOCK                                 | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37551 | NS      | $1728097.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                        | AAON INC COMMON STOCK USD.004                         | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23999 | NS      | $1829923.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                 | AGCO CORP COMMON STOCK USD.01                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     21965 | NS      | $2291388.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                            | API GROUP CORP COMMON STOCK USD.0001                  | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131271 | NS      | $5022428.46   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | PERMIAN RESOURCES CORP COMMON STOCK USD.0001          | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246252 | NS      | $3454915.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                       | POTLATCHDELTIC CORP REIT USD1.0                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     25218 | NS      | $1003172.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                   | PRIMERICA INC COMMON STOCK                            | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11319 | NS      | $2924376.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                       | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33688 | NS      | $2328177.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc.                               | BILL HOLDINGS INC COMMON STOCK USD.00001              | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31612 | NS      | $1724118.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                        | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      6448 | NS      | $1953679.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                     | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     68131 | NS      | $4049025.33   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | COMMERCIAL METALS CO COMMON STOCK USD.01              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     39353 | NS      | $2724014.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                                | VIPER ENERGY INC COMMON STOCK USD.000001              | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59732 | NS      | $2307447.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                   | TOPBUILD CORP COMMON STOCK                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      9898 | NS      | $4129346.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                 | TORO CO/THE COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     34705 | NS      | $2731977.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                       | TRANSUNION COMMON STOCK USD.01                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     68870 | NS      | $5905602.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | TRAVEL + LEISURE CO COMMON STOCK USD.01               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     22812 | NS      | $1608930.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     35624 | NS      | $1642978.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                | TREX CO INC COMMON STOCK USD.01                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38036 | NS      | $1334302.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                              | UFP INDUSTRIES INC COMMON STOCK                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     20660 | NS      | $1881093.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc.                                | UL SOLUTIONS INC COMMON STOCK USD.001                 | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26688 | NS      | $2104615.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                         | BATH and BODY WORKS INC COMMON STOCK USD.5            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     73121 | NS      | $1468269.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | BELDEN INC COMMON STOCK USD.01                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     13937 | NS      | $1624357.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX RESOURCES CORP COMMON STOCK USD.01                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     47816 | NS      | $1758194.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | CABOT CORP COMMON STOCK USD1.0                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     18868 | NS      | $1250571.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                             | BELLRING BRANDS INC COMMON STOCK USD.01               | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44677 | NS      | $1194216.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                     | BENTLEY SYSTEMS INC COMMON STOCK USD.01               | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52816 | NS      | $2015722.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                          | CACI INTERNATIONAL INC COMMON STOCK USD.1             | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      7830 | NS      | $4171902.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | CADENCE BANK COMMON STOCK USD2.5                      | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66059 | NS      | $2829967.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                  | CARLISLE COS INC COMMON STOCK USD1.0                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     14783 | NS      | $4728490.38   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                           | CARLYLE GROUP INC/THE COMMON STOCK USD1.0             | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92027 | NS      | $5439715.97   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | BRUNSWICK CORP/DE COMMON STOCK USD.75                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     23064 | NS      | $1712271.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                           | BURLINGTON STORES INC COMMON STOCK USD.0001           | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22084 | NS      | $6378963.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                 | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     17668 | NS      | $5562593.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                      | CASEY'S GENERAL STORES INC COMMON STOCK               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     13186 | NS      | $7288034.06   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                         | CNO FINANCIAL GROUP INC COMMON STOCK USD.01           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     33816 | NS      | $1436165.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                  | CAVA GROUP INC COMMON STOCK USD.0001                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35374 | NS      | $2076100.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                               | NVENT ELECTRIC PLC COMMON STOCK USD.01                | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     57224 | NS      | $5835131.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                      | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     16352 | NS      | $4597528.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                            | CELSIUS HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56681 | NS      | $2592588.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                            | CHART INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     15672 | NS      | $3232036.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                            | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001         | CUSIP: G76279101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155388 | NS      | $3371919.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                 | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01    | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51663 | NS      | $1719861.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | CHEMED CORP COMMON STOCK USD1.0                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5023 | NS      | $2149140.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                       | CHEWY INC COMMON STOCK USD.01                         | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79816 | NS      | $2637918.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                   | TECHNIPFMC PLC COMMON STOCK USD1.0                    | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    143457 | NS      | $6392443.92   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | VALARIS LTD COMMON STOCK USD.01                       | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22947 | NS      | $1156528.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                 | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01    | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      7330 | NS      | $698255.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Incorporated                     | CHURCHILL DOWNS INC COMMON STOCK                      | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23492 | NS      | $2672919.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                | CIENA CORP COMMON STOCK USD.01                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     50024 | NS      | $11699112.88  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                | CIRRUS LOGIC INC COMMON STOCK USD.001                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     18097 | NS      | $2144494.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                           | CIVITAS RESOURCES INC COMMON STOCK                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     27226 | NS      | $737552.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                               | CLEAN HARBORS INC COMMON STOCK USD.01                 | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17812 | NS      | $4176557.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                              | CNH INDUSTRIAL NV COMMON STOCK EUR.01                 | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    313835 | NS      | $2893558.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                        | FLEX LTD COMMON STOCK                                 | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |    131141 | NS      | $7923539.22   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                               | GXO LOGISTICS INC COMMON STOCK USD.01                 | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40601 | NS      | $2137236.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.               | GAMING AND LEISURE PROPERTIES REIT                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    100366 | NS      | $4485356.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                   | GAMESTOP CORP-CLASS A COMMON STOCK USD.001            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    146138 | NS      | $2934451.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                     | GAP INC/THE COMMON STOCK USD.05                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     80268 | NS      | $2054860.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | GENTEX CORP COMMON STOCK USD.06                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     77646 | NS      | $1806822.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                             | GLACIER BANCORP INC COMMON STOCK USD.01               | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45621 | NS      | $2009605.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                              | GLOBUS MEDICAL INC COMMON STOCK USD.001               | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39510 | NS      | $3449618.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company             | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    101483 | NS      | $888991.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                       | GRACO INC COMMON STOCK USD1.0                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     58797 | NS      | $4819590.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                          | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1205 | NS      | $1323813.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                      | GRAND CANYON EDUCATION INC COMMON STOCK USD.01        | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9799 | NS      | $1629671.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                              | CROWN HOLDINGS INC COMMON STOCK USD5.0                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     40435 | NS      | $4163591.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                        | CUBESMART REIT USD.01                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80870 | NS      | $2915363.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                        | CULLEN/FROST BANKERS INC COMMON STOCK USD.01          | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22676 | NS      | $2871461.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                       | CURTISS-WRIGHT CORP COMMON STOCK USD1.0               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     13077 | NS      | $7208957.79   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                        | CYTOKINETICS INC COMMON STOCK USD.001                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     43413 | NS      | $2758462.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                | DT MIDSTREAM INC COMMON STOCK USD.01                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36057 | NS      | $4315301.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                         | DARLING INGREDIENTS INC COMMON STOCK USD.01           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     56099 | NS      | $2019564.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                             | DENTSPLY SIRONA INC COMMON STOCK USD.01               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     70768 | NS      | $808878.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                       | DICK'S SPORTING GOODS INC COMMON STOCK USD.01         | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23444 | NS      | $4641208.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                    | DOCUSIGN INC COMMON STOCK USD.0001                    | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71319 | NS      | $4878219.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                          | DOLBY LABORATORIES INC COMMON STOCK USD.001           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     21698 | NS      | $1393445.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                           | DONALDSON CO INC COMMON STOCK USD5.0                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     41078 | NS      | $3641975.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                     | DROPBOX INC COMMON STOCK USD.00001                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61856 | NS      | $1719596.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                    | DUOLINGO INC COMMON STOCK USD.0001                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14191 | NS      | $2490520.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                    | DOXIMITY INC COMMON STOCK USD.001                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48718 | NS      | $2157233.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                            | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     10268 | NS      | $3469557.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                   | DYNATRACE INC COMMON STOCK USD.001                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106919 | NS      | $4633869.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                               | ELF BEAUTY INC COMMON STOCK USD.01                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     21150 | NS      | $1608246.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR PROPERTIES REIT USD.01                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     27002 | NS      | $1347399.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | EAGLE MATERIALS INC COMMON STOCK USD.01               | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11371 | NS      | $2350158.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                           | EAST WEST BANCORP INC COMMON STOCK USD.001            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48793 | NS      | $5483845.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                        | EASTGROUP PROPERTIES INC REIT                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     18888 | NS      | $3364708.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                             | ECHOSTAR CORP COMMON STOCK USD.001                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     47739 | NS      | $5189229.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                | ELANCO ANIMAL HEALTH INC COMMON STOCK                 | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176206 | NS      | $3987541.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                     | ENCOMPASS HEALTH CORP COMMON STOCK USD.01             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     35682 | NS      | $3787287.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | ENERSYS COMMON STOCK USD.01                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     13089 | NS      | $1920810.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                          | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13773 | NS      | $2195140.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                  | FIVE BELOW INC COMMON STOCK USD.01                    | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19556 | NS      | $3683568.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                    | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001     | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38214 | NS      | $2326850.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                  | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     42605 | NS      | $2131102.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX CORP COMMON STOCK USD.625                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12661 | NS      | $2147305.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                         | ATI INC COMMON STOCK USD.1                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     48183 | NS      | $5529481.08   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                        | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43986 | NS      | $1160350.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                              | ALLY FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     99415 | NS      | $4502505.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                   | ANNALY CAPITAL MANAGEMENT IN REIT USD.01              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    242228 | NS      | $5416218.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                     | ANTERO RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    103933 | NS      | $3581531.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                     | ANTERO MIDSTREAM CORP COMMON STOCK                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118233 | NS      | $2103365.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                    | APPFOLIO INC COMMON STOCK USD.0001                    | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8183 | NS      | $1903774.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                            | SPX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     17674 | NS      | $3535860.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                      | SABRA HEALTHCARE REIT REIT USD.01                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     88429 | NS      | $1674845.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                        | SAIA INC COMMON STOCK USD.001                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      9449 | NS      | $3085287.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation   | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     16321 | NS      | $1642871.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                   | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     15767 | NS      | $920004.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                   | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0     | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21423 | NS      | $1792462.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                            | TD SYNNEX CORP COMMON STOCK USD.001                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     26859 | NS      | $4035027.57   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                  | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     36606 | NS      | $3077466.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                             | WESTLAKE CORP COMMON STOCK USD.01                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     11828 | NS      | $874562.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                         | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     12160 | NS      | $1811596.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | WHIRLPOOL CORP COMMON STOCK USD1.0                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     19912 | NS      | $1436451.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Wingstop Inc.                                    | WINGSTOP INC COMMON STOCK USD.01                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      9854 | NS      | $2350080.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                               | YETI HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27594 | NS      | $1218826.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association        | ZIONS BANCORP NA COMMON STOCK USD.001                 | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52358 | NS      | $3065037.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                    | ENTEGRIS INC COMMON STOCK USD.01                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     53763 | NS      | $4529532.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                     | ENVISTA HOLDINGS CORP COMMON STOCK USD.01             | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58311 | NS      | $1265931.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                          | EQUITABLE HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101615 | NS      | $4841954.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marzetti Company                             | MARZETTI COMPANY/THE COMMON STOCK                     | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7213 | NS      | $1185961.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                 | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01            | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68738 | NS      | $4166210.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                             | LANDSTAR SYSTEM INC COMMON STOCK USD.01               | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12180 | NS      | $1750266.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                           | LANTHEUS HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23517 | NS      | $1565056.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01        | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48509 | NS      | $3569292.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                 | LEAR CORP COMMON STOCK USD.01                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     18395 | NS      | $2108067.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                   | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     19514 | NS      | $4676334.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                               | LITHIA MOTORS INC COMMON STOCK                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      8600 | NS      | $2858038.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                  | LITTELFUSE INC COMMON STOCK USD.01                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      8831 | NS      | $2233536.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     22475 | NS      | $1815081.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                           | LUMENTUM HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     25144 | NS      | $9267826.96   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                      | MGIC INVESTMENT CORP COMMON STOCK USD1.0              | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79347 | NS      | $2318519.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS INC COMMON STOCK                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     23821 | NS      | $3806595.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                               | MP MATERIALS CORP COMMON STOCK USD.0001               | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47768 | NS      | $2413239.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                          | MSA SAFETY INC COMMON STOCK                           | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13052 | NS      | $2090147.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                   | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     16224 | NS      | $1364438.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                        | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01          | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21370 | NS      | $3703634.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                   | MAPLEBEAR INC COMMON STOCK USD.0001                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65173 | NS      | $2931481.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                               | MASIMO CORP COMMON STOCK USD.001                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     16192 | NS      | $2105931.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                      | MASTEC INC COMMON STOCK USD.1                         | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     21752 | NS      | $4728232.24   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                        | MATADOR RESOURCES CO COMMON STOCK USD.01              | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41427 | NS      | $1758161.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                      | MATTEL INC COMMON STOCK USD1.0                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    110221 | NS      | $2186784.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                     | MAXIMUS INC COMMON STOCK                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     19984 | NS      | $1725018.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                      | PILGRIM'S PRIDE CORP COMMON STOCK USD.01              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     15164 | NS      | $591244.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                   | PINTEREST INC COMMON STOCK USD.00001                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    211306 | NS      | $5470712.34   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                              | PLANET FITNESS INC COMMON STOCK                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     29429 | NS      | $3192163.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | POLARIS INC COMMON STOCK USD.01                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     18950 | NS      | $1198587.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     39892 | NS      | $1914417.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                               | POST HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     16952 | NS      | $1679095.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                         | TALEN ENERGY CORP COMMON STOCK USD.001                | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16203 | NS      | $6073532.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                        | FIRST HORIZON CORP COMMON STOCK USD.625               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    174619 | NS      | $4173394.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.               | FIRST INDUSTRIAL REALTY TRUST REIT USD.01             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46961 | NS      | $2689456.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                     | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01       | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    234091 | NS      | $3588615.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                    | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     24550 | NS      | $3355494.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                            | AMERICAN HOMES 4 RENT REIT USD.01                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    115617 | NS      | $3711305.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                            | AMKOR TECHNOLOGY INC COMMON STOCK USD.001             | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40326 | NS      | $1592070.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated             | HEALTHCARE REALTY TRUST INC REIT USD.01               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    124700 | NS      | $2113665.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                             | HOME BANCSHARES INC/AR COMMON STOCK USD.01            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64825 | NS      | $1800838.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                              | HOULIHAN LOKEY INC COMMON STOCK USD.001               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     19333 | NS      | $3367615.27   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                         | HYATT HOTELS CORP COMMON STOCK USD.01                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     14831 | NS      | $2377705.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                        | IPG PHOTONICS CORP COMMON STOCK USD.0001              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      8963 | NS      | $641750.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                         | ITT INC COMMON STOCK USD1.0                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     30115 | NS      | $5225253.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                     | IDACORP INC COMMON STOCK                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     19167 | NS      | $2425775.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                  | PBF ENERGY INC COMMON STOCK USD.001                   | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29169 | NS      | $791063.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                 | TXNM ENERGY INC COMMON STOCK                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     34764 | NS      | $2046904.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH CORP COMMON STOCK USD1.0                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     17065 | NS      | $1143696.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels and Resorts Inc.                     | PARK HOTELS and RESORTS INC REIT USD.01               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     70893 | NS      | $741540.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | PARSONS CORP COMMON STOCK USD1.0                      | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18882 | NS      | $1166907.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                    | PAYLOCITY HOLDING CORP COMMON STOCK USD.001           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     15622 | NS      | $2382355.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                 | PEGASYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     32503 | NS      | $1941079.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                     | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      6540 | NS      | $1035216.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                    | PENUMBRA INC COMMON STOCK USD.001                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     13888 | NS      | $4317918.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                   | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     55612 | NS      | $5000631.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                 | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0    | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     27278 | NS      | $2602593.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH COMMON STOCK USD.0001                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5451 | NS      | $976546.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                           | RPM INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     45471 | NS      | $4728984.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                      | TWILIO INC COMMON STOCK USD.001                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     53768 | NS      | $7647960.32   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                  | UGI CORP COMMON STOCK                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     76220 | NS      | $2852914.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB FINANCIAL CORP COMMON STOCK USD1.0                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     25320 | NS      | $2912812.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                     | TENET HEALTHCARE CORP COMMON STOCK USD.05             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     31167 | NS      | $6193506.24   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | TEREX CORP COMMON STOCK USD.01                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     23264 | NS      | $1241832.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                  | TETRA TECH INC COMMON STOCK USD.01                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     92708 | NS      | $3109426.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                             | TEXAS ROADHOUSE INC COMMON STOCK USD.001              | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23458 | NS      | $3894028.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                             | THOR INDUSTRIES INC COMMON STOCK USD.1                | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18666 | NS      | $1916438.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | TIMKEN CO/THE COMMON STOCK                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     22479 | NS      | $1891158.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                               | TOLL BROTHERS INC COMMON STOCK USD.01                 | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34181 | NS      | $4621954.82   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                         | WESCO INTERNATIONAL INC COMMON STOCK USD.01           | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17252 | NS      | $4220529.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                    | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4217381 | NS      | $42191523.12  | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                           | COMMVAULT SYSTEMS INC COMMON STOCK USD.01             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     15637 | NS      | $1960254.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | CONCENTRIX CORP COMMON STOCK                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15676 | NS      | $651808.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                        | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94810 | NS      | $2860417.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                               | CORE and MAIN INC COMMON STOCK USD.01                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67625 | NS      | $3514471.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                          | COPT DEFENSE PROPERTIES REIT USD.01                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     40063 | NS      | $1113751.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | COTY INC COMMON STOCK USD.01                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    130273 | NS      | $401240.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | COUSINS PROPERTIES INC REIT USD1.0                    | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59567 | NS      | $1535637.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Company                                    | CRANE CO COMMON STOCK USD1.0                          | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17362 | NS      | $3202073.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                    | CRANE NXT CO COMMON STOCK USD1.0                      | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17513 | NS      | $824336.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                       | CROCS INC COMMON STOCK USD.001                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     18411 | NS      | $1574508.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | HECLA MINING CO COMMON STOCK USD.25                   | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    237642 | NS      | $4560349.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | HEXCEL CORP COMMON STOCK USD.01                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     28231 | NS      | $2086270.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                      | HILTON GRAND VACATIONS INC COMMON STOCK USD.01        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     21236 | NS      | $950311.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                        | HIMS and HERS HEALTH INC COMMON STOCK USD.0001        | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73874 | NS      | $2398688.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                            | MEDPACE HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      7892 | NS      | $4432541.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                         | MIDDLEBY CORP/THE COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     16434 | NS      | $2443242.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                      | RAMBUS INC COMMON STOCK USD.001                       | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38177 | NS      | $3508084.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                      | RANGE RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     84026 | NS      | $2962756.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                    | RAYONIER INC REIT                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     52660 | NS      | $1140089.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                               | FNB CORP/PA COMMON STOCK USD.01                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    127013 | NS      | $2171922.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                              | FTI CONSULTING INC COMMON STOCK USD.01                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     10733 | NS      | $1833518.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                            | FEDERATED HERMES INC COMMON STOCK                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     26208 | NS      | $1364650.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                 | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     90381 | NS      | $4933898.79   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                | FLUOR CORP COMMON STOCK USD.01                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     57162 | NS      | $2265330.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                               | FLOWERS FOODS INC COMMON STOCK USD.01                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     74890 | NS      | $814803.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | FLOWSERVE CORP COMMON STOCK USD1.25                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     45080 | NS      | $3127650.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc.              | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25    | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88779 | NS      | $3379816.53   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                 | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001    | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34657 | NS      | $2040257.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | WINTRUST FINANCIAL CORP COMMON STOCK                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     23751 | NS      | $3320864.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                    | WOODWARD INC COMMON STOCK USD.001455                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     21266 | NS      | $6429137.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                  | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01    | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26793 | NS      | $2024479.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                         | XPO INC COMMON STOCK USD.001                          | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     41629 | NS      | $5657797.39   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104662 | NS      | $1576209.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9281 | NS      | $628323.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                          | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     30151 | NS      | $6060652.51   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                          | HF SINCLAIR CORP COMMON STOCK                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55450 | NS      | $2555136.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | HAEMONETICS CORP COMMON STOCK USD.01                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     16601 | NS      | $1330570.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                       | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41704 | NS      | $2806679.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                       | HAMILTON LANE INC COMMON STOCK USD.001                | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14501 | NS      | $1947629.31   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | HANCOCK WHITNEY CORP COMMON STOCK USD3.33             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     29652 | NS      | $1888239.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                 | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     12619 | NS      | $2306374.63   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                             | HARLEY-DAVIDSON INC COMMON STOCK USD.01               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     41898 | NS      | $858490.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                | HEALTHEQUITY INC COMMON STOCK USD.0001                | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30554 | NS      | $2799051.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                 | MORNINGSTAR INC COMMON STOCK                          | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8460 | NS      | $1838442.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                          | MUELLER INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     39370 | NS      | $4519676.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | MURPHY OIL CORP COMMON STOCK USD1.0                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     47583 | NS      | $1486968.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | MURPHY USA INC COMMON STOCK USD.01                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6046 | NS      | $2439681.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                         | NOV INC COMMON STOCK USD.01                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    129355 | NS      | $2021818.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                        | NATIONAL FUEL GAS CO COMMON STOCK USD1.0              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     32046 | NS      | $2565602.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                    | NNN REIT INC REIT USD.01                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     67353 | NS      | $2669199.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                | NATIONAL STORAGE AFFILIATES TR REIT USD.01            | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25101 | NS      | $708099.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                      | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     35359 | NS      | $5014966.97   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                   | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01      | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14703 | NS      | $2374093.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | SONOCO PRODUCTS CO COMMON STOCK                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     34979 | NS      | $1526483.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                            | SOTERA HEALTH CO COMMON STOCK USD.01                  | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73548 | NS      | $1297386.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank Corporation                      | SOUTHSTATE BANK CORP COMMON STOCK USD2.5              | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     35647 | NS      | $3354739.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                      | SOUTHWEST GAS HOLDINGS INC COMMON STOCK               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22783 | NS      | $1823095.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC COMMON STOCK USD1.0                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     20933 | NS      | $1731159.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                      | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001       | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34531 | NS      | $2751084.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                             | STAG INDUSTRIAL INC REIT USD.01                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     66229 | NS      | $2434578.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                     | STARWOOD PROPERTY TRUST INC REIT USD.01               | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    123453 | NS      | $2223388.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                     | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     10894 | NS      | $3336069.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                           | STIFEL FINANCIAL CORP COMMON STOCK USD.15             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     36112 | NS      | $4521944.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | VALLEY NATIONAL BANCORP COMMON STOCK                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    170070 | NS      | $1986417.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                          | VALMONT INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      6986 | NS      | $2810607.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                   | VALVOLINE INC COMMON STOCK USD.01                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     45079 | NS      | $1309995.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                  | WP CAREY INC REIT USD.001                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     77717 | NS      | $5001866.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                         | WARNER MUSIC GROUP CORP COMMON STOCK                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51737 | NS      | $1586773.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                      | WATSCO INC COMMON STOCK USD.5                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     12385 | NS      | $4173125.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                    | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1       | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      9720 | NS      | $2682914.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                    | WEBSTER FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     57200 | NS      | $3600168.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | CLEVELAND-CLIFFS INC COMMON STOCK USD.125             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    202039 | NS      | $2683077.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                      | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     20061 | NS      | $3075351.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                               | COGNEX CORP COMMON STOCK USD.002                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     59436 | NS      | $2138507.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                   | COHERENT CORP COMMON STOCK                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     55733 | NS      | $10286639.81  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                     | COLUMBIA BANKING SYSTEM INC COMMON STOCK              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106079 | NS      | $2964908.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | COLUMBIA SPORTSWEAR CO COMMON STOCK                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      8982 | NS      | $494818.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                            | COMERICA INC COMMON STOCK USD5.0                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     45302 | NS      | $3938102.86   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                         | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45855 | NS      | $2400063.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                     | ONE GAS INC COMMON STOCK                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     21277 | NS      | $1643648.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                | PURE STORAGE INC COMMON STOCK USD.0001                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    110720 | NS      | $7419347.20   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                      | QUALYS INC COMMON STOCK USD.001                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     12717 | NS      | $1690089.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                    | ILLUMINA INC COMMON STOCK USD.01                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     54188 | NS      | $7107298.08   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                   | INDEPENDENCE REALTY TRUST INC REIT USD.01             | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84663 | NS      | $1479909.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | INGREDION INC COMMON STOCK USD.01                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     22530 | NS      | $2484157.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                   | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01     | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21777 | NS      | $1405487.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | NOVANTA INC COMMON STOCK                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12687 | NS      | $1509626.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc.                                     | NUTANIX INC COMMON STOCK USD.000025                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     96031 | NS      | $4963842.39   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                 | OGE ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     71446 | NS      | $3050744.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | OLIN CORP COMMON STOCK USD1.0                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     40472 | NS      | $843031.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                  | OMEGA HEALTHCARE INVESTORS INC REIT USD.1             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    104806 | NS      | $4647098.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     19180 | NS      | $1274319.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                   | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     58524 | NS      | $3626732.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                  | JONES LANG LASALLE INC COMMON STOCK USD.01            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     16737 | NS      | $5631498.39   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                         | KBR INC COMMON STOCK USD.001                          | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45035 | NS      | $1810407.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                          | KB HOME COMMON STOCK USD1.0                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     22968 | NS      | $1295624.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                               | KEMPER CORP COMMON STOCK USD.1                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     20763 | NS      | $841732.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | KILROY REALTY CORP REIT USD.01                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     38599 | NS      | $1442444.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                       | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01         | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7837 | NS      | $3065207.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | KIRBY CORP COMMON STOCK USD.1                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     19221 | NS      | $2117769.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                          | KITE REALTY GROUP TRUST REIT USD.01                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76782 | NS      | $1840464.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                          | KNIFE RIVER CORP COMMON STOCK                         | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20095 | NS      | $1413683.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.        | SWIFT TRANSPORTATION CO COMMON STOCK USD.01           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57572 | NS      | $3009864.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.       | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     59877 | NS      | $4545263.07   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                            | KYNDRYL HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81057 | NS      | $2152873.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                        | LAMAR ADVERTISING CO REIT USD.001                     | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30805 | NS      | $3899296.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.         | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22713 | NS      | $3890282.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                      | MACY'S INC COMMON STOCK USD.01                        | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95222 | NS      | $2099645.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank N.A                                | FLAGSTAR BANK NA COMMON STOCK USD.01                  | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106159 | NS      | $1336541.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                       | NEW YORK TIMES CO/THE COMMON STOCK USD.1              | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57298 | NS      | $3977627.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2766 | NS      | $1900961.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc.                                   | NEXTPOWER INC COMMON STOCK USD.0001                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52624 | NS      | $4584076.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                         | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01           | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10109 | NS      | $2052632.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | CHORD ENERGY CORP COMMON STOCK                        | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20167 | NS      | $1869480.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                        | OKTA INC COMMON STOCK                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     59742 | NS      | $5165890.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | OLD NATIONAL BANCORP/IN COMMON STOCK                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    123340 | NS      | $2751715.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                     | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40188 | NS      | $2074906.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                | RYDER SYSTEM INC COMMON STOCK USD.5                   | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     14319 | NS      | $2740513.41   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                          | SEI INVESTMENTS CO COMMON STOCK USD.01                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     33000 | NS      | $2706660.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM CORP COMMON STOCK USD.2                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72005 | NS      | $1948455.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     49229 | NS      | $2463911.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                    | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     74441 | NS      | $6646092.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                    | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     16187 | NS      | $1465570.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                           | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5          | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49682 | NS      | $1907788.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation           | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0    | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80734 | NS      | $3684699.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.             | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001   | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21743 | NS      | $2383250.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                             | ONTO INNOVATION INC COMMON STOCK                      | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17381 | NS      | $2743764.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                          | OPTION CARE HEALTH INC COMMON STOCK USD.0001          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     56293 | NS      | $1793494.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                           | SYNAPTICS INC COMMON STOCK USD.001                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     13827 | NS      | $1023474.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                           | US FOODS HOLDING CORP COMMON STOCK USD.01             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     79063 | NS      | $5955025.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                  | UNITED THERAPEUTICS CORP COMMON STOCK USD.01          | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15270 | NS      | $7440307.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                    | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15680 | NS      | $1831110.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | UNUM GROUP COMMON STOCK USD.1                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     54595 | NS      | $4231112.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                 | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    116395 | NS      | $2104421.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                | VAIL RESORTS INC COMMON STOCK USD.01                  | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12750 | NS      | $1693200.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                          | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     21555 | NS      | $2381180.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | OSHKOSH CORP COMMON STOCK USD.01                      | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22432 | NS      | $2818132.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                     | OVINTIV INC COMMON STOCK                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89815 | NS      | $3519849.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                    | OWENS CORNING COMMON STOCK USD.001                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     29148 | NS      | $3261952.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc.                                   | RB GLOBAL INC COMMON STOCK                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |     65853 | NS      | $6774298.11   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI CORP COMMON STOCK USD1.0                          | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32569 | NS      | $2083764.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | VISTEON CORP COMMON STOCK                             | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9677 | NS      | $920282.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | VONTIER CORP COMMON STOCK USD.0001                    | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51458 | NS      | $1913208.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | VORNADO REALTY TRUST REIT USD.04                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57213 | NS      | $1904048.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                              | VOYA FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     33748 | NS      | $2513888.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97242 | NS      | $988951.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0326                         | SandP MID 400 EMINI 0326                              | CUSIP: ADI30KP62<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       129 | NC      | $-934284.81   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                      | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0        | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75658 | NS      | $2444509.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                           | CAPRI HOLDINGS LTD COMMON STOCK                       | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     42252 | NS      | $1030948.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | ESSENT GROUP LTD COMMON STOCK USD.015                 | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     34281 | NS      | $2228607.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | FABRINET COMMON STOCK USD.01                          | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     12706 | NS      | $5784787.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                  | GENPACT LTD COMMON STOCK USD.01                       | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56864 | NS      | $2660097.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                        | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5         | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43826 | NS      | $2084802.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001    | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25438 | NS      | $1990777.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company      | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001        | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     21549 | NS      | $3663330.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LIVANOVA PLC COMMON STOCK GBP1.0                      | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19365 | NS      | $1191528.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                        | RBC BEARINGS INC COMMON STOCK USD.01                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11164 | NS      | $5006272.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                        | REGAL REXNORD CORP COMMON STOCK USD.01                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     23544 | NS      | $3303694.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated        | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     23305 | NS      | $4741635.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                    | RELIANCE INC COMMON STOCK USD.001                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     18543 | NS      | $5356516.41   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                             | REPLIGEN CORP COMMON STOCK USD.01                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     18765 | NS      | $3074832.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                   | REXFORD INDUSTRIAL REALTY INC REIT USD.01             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     82382 | NS      | $3189831.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                  | ROYAL GOLD INC COMMON STOCK USD.01                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     28733 | NS      | $6387058.57   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer