# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001145549-23-006672
**Filing Date:** 2023-2
**Character Count:** 144123
**Document Hash:** 5751540d7d1c2844ff108b44033b29f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006672.hdr.sgml**: 20230216

**ACCESSION NUMBER**: 0001145549-23-006672

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230216

**DATE AS OF CHANGE**: 20230216

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OHIO NATIONAL FUND INC
- **CENTRAL INDEX KEY:** 0000315754
- **IRS NUMBER:** 310978635
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03015
- **FILM NUMBER:** 23637916

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242
- **BUSINESS PHONE:** 513-794-6230

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ON MARKET YIELD FUND INC
- **DATE OF NAME CHANGE:** 19821026

## Series and Classes Contracts Data

### ON S&P MidCap 400® Index Portfolio (Series ID: S000007887)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000021428 | ON S&P MidCap 400® Index Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Ohio National Fund, Inc.

- **b. Investment Company Act file number:** 811-03015

- **c. CIK number of Registrant:** 0000315754

- **d. LEI of Registrant:** 5493003JP6LYED5W1C30

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

  - **Street Address 1:** One Financial Way

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45242

  - **Telephone number:** 513-794-6971

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

- **a. Name of Series:** ON S&P MidCap 400 Index Portfolio

- **b. EDGAR series identifier (if any):** S000007887

- **c. LEI of Series:** 549300KLDVE6L17J1Q53

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $370883994.02

**Total Liabilities:** $193095.25

**Net Assets:** $370690898.77

**Cash Not Reported:** $4299426.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021428 | 10.53%               | 6.05%                | -5.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2189226.92              | $29045507.33                               |
| Month 2  | $937779.41               | $18419694.10                               |
| Month 3  | $3132849.50              | $-23994139.08                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New Jersey Resources Corp.                         | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     17161 | NS      | $851528.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                    | NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    121321 | NS      | $1043360.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                         | NEW YORK TIMES CO A COMMON STOCK USD.1            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     29330 | NS      | $952051.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                              | NEWMARKET CORP COMMON STOCK                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1215 | NS      | $377998.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                            | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      6725 | NS      | $1177076.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                    | NORDSTROM INC COMMON STOCK                        | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     19924 | NS      | $321573.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                                   | AGCO CORP COMMON STOCK USD.01                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     11041 | NS      | $1531276.29   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                                  | ASGN INC COMMON STOCK USD.01                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      8898 | NS      | $725009.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     16224 | NS      | $1335559.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                  | ACI WORLDWIDE INC COMMON STOCK USD.005            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     20035 | NS      | $460805.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                | ACUITY BRANDS INC COMMON STOCK USD.01             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5734 | NS      | $949607.74    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Corporation                           | NORTHWESTERN CORP COMMON STOCK USD.01             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     10304 | NS      | $611439.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                        | NOVANTA INC COMMON STOCK                          | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      6364 | NS      | $864676.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM COMMON STOCK USD.01                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     24902 | NS      | $2114926.86   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | AFFILIATED MANAGERS GROUP COMMON STOCK USD.01     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6717 | NS      | $1064174.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                             | OGE ENERGY CORP COMMON STOCK USD.01               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     35703 | NS      | $1412053.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | OLD NATIONAL BANCORP COMMON STOCK                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     52238 | NS      | $939239.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                  | ALCOA CORP COMMON STOCK USD.01                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     31552 | NS      | $1434669.44   | 0.39%             |  |  |  | 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        |     11599 | NS      | $348201.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation             | OLD REPUBLIC INTL CORP COMMON STOCK USD1.0        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     50475 | NS      | $1218971.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                   | OLIN CORP COMMON STOCK USD1.0                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     22714 | NS      | $1202479.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Incorporation       | OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     10378 | NS      | $486105.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | OMEGA HEALTHCARE INVESTORS REIT USD.1             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     41764 | NS      | $1167303.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Allete Inc                                         | ALLETE INC COMMON STOCK                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10193 | NS      | $657550.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                       | AMEDISYS INC COMMON STOCK USD.001                 | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      5793 | NS      | $483947.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | AMERICAN FINANCIAL GROUP INC COMMON STOCK         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     12452 | NS      | $1709410.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                             | AMKOR TECHNOLOGY INC COMMON STOCK USD.001         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     17914 | NS      | $429577.72    | 0.12%             |  |  |  | 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        |     83439 | NS      | $1758894.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | ANTERO RESOURCES CORP COMMON STOCK USD.01         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     49243 | NS      | $1526040.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                       | OMNICELL INC COMMON STOCK USD.001                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      7961 | NS      | $401393.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                      | ONE GAS INC COMMON STOCK                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      9656 | NS      | $731152.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                       | ANTERO MIDSTREAM CORP COMMON STOCK                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59727 | NS      | $644454.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income Reit Corp                         | APARTMENT INCOME REIT CO REIT USD.01              | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26739 | NS      | $917415.09    | 0.25%             |  |  |  | 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        |     27571 | NS      | $829611.39    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                            | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      8695 | NS      | $751943.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                    | APTARGROUP INC COMMON STOCK USD.01                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     11641 | NS      | $1280277.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                            | ARROW ELECTRONICS INC COMMON STOCK USD1.0         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     10969 | NS      | $1147028.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | OSHKOSH CORP COMMON STOCK USD.01                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     11661 | NS      | $1028383.59   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                      | OWENS CORNING COMMON STOCK USD.001                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     16667 | NS      | $1421695.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                      | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     18873 | NS      | $765488.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                       | ASHLAND GLOBAL HOLDINGS INC COMMON STOCK          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      8882 | NS      | $955081.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | ASSOCIATED BANC CORP COMMON STOCK USD.01          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     26819 | NS      | $619250.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                   | AUTONATION INC COMMON STOCK USD.01                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $654530.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                     | PBF ENERGY INC CLASS A COMMON STOCK USD.001       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     20384 | NS      | $831259.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                   | PDC ENERGY INC COMMON STOCK USD.01                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     16433 | NS      | $1043166.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                 | AVIENT CORP COMMON STOCK USD.01                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     15242 | NS      | $514569.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                            | AVIS BUDGET GROUP INC COMMON STOCK USD.01         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      4437 | NS      | $727357.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                        | AVNET INC COMMON STOCK USD1.0                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     16322 | NS      | $678668.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                | AXON ENTERPRISE INC COMMON STOCK USD.00001        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     12056 | NS      | $2000452.08   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                 | PNM RESOURCES INC COMMON STOCK                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15309 | NS      | $746926.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                                    | PVH CORP COMMON STOCK USD1.0                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     11631 | NS      | $821032.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                     | BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     24086 | NS      | $1593529.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                               | BANK OF HAWAII CORP COMMON STOCK USD.01           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      7123 | NS      | $552459.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                    | PACWEST BANCORP COMMON STOCK                      | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     21006 | NS      | $482087.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                     | PAPA JOHN S INTL INC COMMON STOCK USD.01          | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      5733 | NS      | $471883.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                         | PARK HOTELS + RESORTS INC REIT USD.01             | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     40094 | NS      | $472708.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                           | PATTERSON COS INC COMMON STOCK USD.01             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     15448 | NS      | $433007.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                      | PAYLOCITY HOLDING CORP COMMON STOCK USD.001       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      7346 | NS      | $1427033.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | PEBBLEBROOK HOTEL TRUST REIT USD.01               | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     23460 | NS      | $314129.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                             | PENN ENTERTAINMENT INC COMMON STOCK USD.01        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27661 | NS      | $821531.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Incorporation                             | PENUMBRA INC COMMON STOCK USD.001                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      6773 | NS      | $1506721.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas                      | BANK OZK COMMON STOCK                             | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     19712 | NS      | $789662.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                        | BELDEN INC COMMON STOCK USD.01                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7634 | NS      | $548884.60    | 0.15%             |  |  |  | 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        |     27759 | NS      | $1620848.01   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                            | PHYSICIANS REALTY TRUST REIT USD.01               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     40709 | NS      | $589059.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                         | PILGRIM S PRIDE CORP COMMON STOCK USD.01          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      8051 | NS      | $191050.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                    | PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     13634 | NS      | $1000735.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Incorporation                              | POLARIS INC COMMON STOCK USD.01                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      9715 | NS      | $981215.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                  | PORTLAND GENERAL ELECTRIC CO COMMON STOCK         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     15919 | NS      | $780031.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                 | POST HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      9695 | NS      | $875070.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Potlatchdeltic Corp.                               | POTLATCHDELTIC CORP REIT USD1.0                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     14405 | NS      | $633675.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                            | POWER INTEGRATIONS INC COMMON STOCK USD.001       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     10201 | NS      | $731615.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                    | PRIMERICA INC COMMON STOCK                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      6580 | NS      | $933175.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                        | PROGYNY INC COMMON STOCK USD.0001                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13414 | NS      | $417846.10    | 0.11%             |  |  |  | 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        |     16286 | NS      | $1183666.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                         | QUALYS INC COMMON STOCK USD.001                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6164 | NS      | $691785.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                           | RLI CORP COMMON STOCK USD1.0                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7203 | NS      | $945537.81    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                 | RH COMMON STOCK USD.0001                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      3427 | NS      | $915660.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                             | RPM INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     23022 | NS      | $2243493.90   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                           | RXO INC COMMON STOCK                              | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20539 | NS      | $353270.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                              | RANGE RESOURCES CORP COMMON STOCK USD.01          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     43092 | NS      | $1078161.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                       | RAYONIER INC REIT                                 | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     26112 | NS      | $860651.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                          | REGAL BELOIT CORP COMMON STOCK USD.01             | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     11804 | NS      | $1416243.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Brands Inc.                               | BELLRING BRANDS INC COMMON STOCK USD.01           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     24153 | NS      | $619282.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                            | BLACK HILLS CORP COMMON STOCK USD1.0              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     11605 | NS      | $816295.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     11920 | NS      | $1693712.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                      | RELIANCE STEEL + ALUMINUM COMMON STOCK            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     10467 | NS      | $2118939.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                               | REPLIGEN CORP COMMON STOCK USD.01                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      9208 | NS      | $1559006.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                     | REXFORD INDUSTRIAL REALTY IN REIT USD.01          | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     32721 | NS      | $1787875.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                      | BLACKBAUD INC COMMON STOCK USD.001                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      7952 | NS      | $468054.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                      | H+R BLOCK INC COMMON STOCK                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     27727 | NS      | $1012312.77   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                        | R1 RCM INC COMMON STOCK USD.01                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24561 | NS      | $268942.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                   | ROYAL GOLD INC COMMON STOCK USD.01                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     11707 | NS      | $1319613.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                 | RYDER SYSTEM INC COMMON STOCK USD.5               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      8962 | NS      | $748954.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                 | SEI INVESTMENTS COMPANY COMMON STOCK USD.01       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     18293 | NS      | $1066481.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc                                 | BOSTON BEER COMPANY INC A COMMON STOCK USD.01     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1686 | NS      | $555570.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                            | BOYD GAMING CORP COMMON STOCK USD.01              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     14146 | NS      | $771381.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                               | SL GREEN REALTY CORP REIT USD.01                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     11469 | NS      | $386734.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM CORP COMMON STOCK USD.2                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     44559 | NS      | $739679.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     12329 | NS      | $632107.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinks Company                                     | BRINK S CO/THE COMMON STOCK USD1.0                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      8283 | NS      | $444879.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                         | BRIXMOR PROPERTY GROUP INC REIT USD.01            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     53484 | NS      | $1212482.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                         | BROOKS AUTOMATION INC COMMON STOCK USD.01         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     13377 | NS      | $778808.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                       | SABRA HEALTH CARE REIT INC REIT USD.01            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     41189 | NS      | $511979.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                           | SAIA INC COMMON STOCK USD.001                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4719 | NS      | $989479.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation New | SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      9831 | NS      | $1090552.83   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                 | SCIENTIFIC GAMES CORP COMMON STOCK USD.001        | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     16720 | NS      | $979792.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                 | BRUKER CORP COMMON STOCK USD.01                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     17855 | NS      | $1220389.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | BRUNSWICK CORP COMMON STOCK USD.75                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     12929 | NS      | $931922.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                         | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     26246 | NS      | $1702840.48   | 0.46%             |  |  |  | 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        |     20406 | NS      | $466277.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                     | SCOTTS MIRACLE GRO CO COMMON STOCK USD.01         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      7218 | NS      | $350722.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                     | SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     10750 | NS      | $952557.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                         | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1     | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      7495 | NS      | $546535.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                  | SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     27431 | NS      | $1896579.34   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Incorporation                    | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      6445 | NS      | $1325156.45   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                         | SILICON LABORATORIES INC COMMON STOCK USD.0001    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      5935 | NS      | $805201.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                               | SILGAN HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     14920 | NS      | $773452.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.                      | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7597 | NS      | $673550.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                                 | SITIME CORP COMMON STOCK USD.0001                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2867 | NS      | $291344.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA, Inc.                                 | SKECHERS USA INC CL A COMMON STOCK USD.001        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     23908 | NS      | $1002940.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                            | SONOCO PRODUCTS CO COMMON STOCK                   | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     17389 | NS      | $1055686.19   | 0.28%             |  |  |  | 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        |     17551 | NS      | $146199.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                         | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11003 | NS      | $680865.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                        | SOUTHWESTERN ENERGY CO COMMON STOCK USD.01        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    196803 | NS      | $1151297.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                          | SPIRE INC COMMON STOCK USD1.0                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      9361 | NS      | $644598.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                          | SPIRIT REALTY CAPITAL INC REIT USD.05             | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     24907 | NS      | $994536.51    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                        | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     18875 | NS      | $610983.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                                  | STAAR SURGICAL CO COMMON STOCK USD.01             | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      8596 | NS      | $417249.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                   | STERICYCLE INC COMMON STOCK USD.01                | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     16439 | NS      | $820141.71    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | STIFEL FINANCIAL CORP COMMON STOCK USD.15         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     18950 | NS      | $1106111.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                | STORE CAPITAL CORP REIT USD.01                    | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     47390 | NS      | $1519323.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunpower Corporation                               | SUNPOWER CORP COMMON STOCK USD.001                | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     15227 | NS      | $274542.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                        | SUNRUN INC COMMON STOCK USD.0001                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     38002 | NS      | $912808.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                          | SUPER MICRO COMPUTER INC COMMON STOCK USD.001     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      8210 | NS      | $674041.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                             | SYNAPTICS INC COMMON STOCK USD.001                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7109 | NS      | $676492.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                            | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     25940 | NS      | $974047.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                     | SYNNEX CORP COMMON STOCK USD.001                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      7500 | NS      | $710325.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                  | SYNEOS HEALTH INC COMMON STOCK USD.01             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     18349 | NS      | $673041.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                           | TANDEM DIABETES CARE INC COMMON STOCK             | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     11465 | NS      | $515351.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                          | TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     19320 | NS      | $586362.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                                          | TEGNA INC COMMON STOCK USD1.0                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     39794 | NS      | $843234.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                     | TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     30522 | NS      | $1047820.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                          | CNX RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     32184 | NS      | $541978.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                      | CABLE ONE INC COMMON STOCK USD.01                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       860 | NS      | $612199.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | TENET HEALTHCARE CORP COMMON STOCK USD.05         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     19280 | NS      | $940671.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                      | TERADATA CORP COMMON STOCK USD.01                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     18150 | NS      | $610929.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                  | CABOT CORP COMMON STOCK USD1.0                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     10030 | NS      | $670405.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                            | CACI INTERNATIONAL INC  CL A COMMON STOCK USD.1   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      4190 | NS      | $1259472.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                       | CADENCE BANK COMMON STOCK                         | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     32536 | NS      | $802337.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Networks Inc                                 | CALIX INC COMMON STOCK                            | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     10152 | NS      | $694701.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                       | CALLAWAY GOLF COMPANY COMMON STOCK USD.01         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     24721 | NS      | $488239.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                    | CARLISLE COS INC COMMON STOCK USD1.0              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      9223 | NS      | $2173399.95   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Incorporation                              | CARTER S INC COMMON STOCK USD.01                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      6806 | NS      | $507795.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                                  | CASEY S GENERAL STORES INC COMMON STOCK NPV       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6643 | NS      | $1490357.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                             | CATHAY GENERAL BANCORP COMMON STOCK USD.01        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     13273 | NS      | $541405.67    | 0.15%             |  |  |  | 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        |      7204 | NS      | $749504.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                              | CHAMPIONX CORP COMMON STOCK USD.01                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     35551 | NS      | $1030623.49   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                               | CHART INDUSTRIES INC COMMON STOCK USD.01          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      7453 | NS      | $858809.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | CHEMED CORP COMMON STOCK USD1.0                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2652 | NS      | $1353660.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                           | CHEMOURS CO/THE COMMON STOCK                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     26912 | NS      | $824045.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                  | CHOICE HOTELS INTL INC COMMON STOCK USD.01        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      4942 | NS      | $556666.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                | CHURCHILL DOWNS INC COMMON STOCK                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      5869 | NS      | $1240882.67   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                  | TEREX CORP COMMON STOCK USD.01                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     12018 | NS      | $513408.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                     | TETRA TECH INC COMMON STOCK USD.01                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      9451 | NS      | $1372190.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                  | CIENA CORP COMMON STOCK USD.01                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     26416 | NS      | $1346687.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                 | CIRRUS LOGIC INC COMMON STOCK USD.001             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      9820 | NS      | $731393.60    | 0.20%             |  |  |  | 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        |      8898 | NS      | $536638.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                | TEXAS ROADHOUSE INC COMMON STOCK USD.001          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     11933 | NS      | $1085306.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                | CLEAN HARBORS INC COMMON STOCK USD.01             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      8968 | NS      | $1023428.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                               | CLEVELAND CLIFFS INC COMMON STOCK USD.125         | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     91892 | NS      | $1480380.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                               | THOR INDUSTRIES INC COMMON STOCK USD.1            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      9573 | NS      | $722665.77    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                 | TIMKEN CO COMMON STOCK                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11805 | NS      | $834259.35    | 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        |       821 | NS      | $420647.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                        | COGNEX CORP COMMON STOCK USD.002                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     30837 | NS      | $1452731.07   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                | TOLL BROTHERS INC COMMON STOCK USD.01             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     18794 | NS      | $938196.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                               | TOPBUILD CORP COMMON STOCK                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      5701 | NS      | $892149.49    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                      | COHERENT CORP COMMON STOCK                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     24731 | NS      | $868058.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                 | ENOVIS CORP COMMON STOCK USD.001                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      8497 | NS      | $454759.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                            | COLUMBIA SPORTSWEAR CO COMMON STOCK               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      6315 | NS      | $553067.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                            | COMMERCE BANCSHARES INC COMMON STOCK USD5.0       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20342 | NS      | $1384679.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                   | TORO CO COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     18582 | NS      | $2103482.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                             | TRAVEL   LEISURE CO COMMON STOCK USD.01           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     14493 | NS      | $527545.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                                 | TREX COMPANY INC COMMON STOCK USD.01              | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |     19545 | NS      | $827339.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                                    | TRIPADVISOR INC COMMON STOCK USD.001              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     18683 | NS      | $335920.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                           | UGI CORP COMMON STOCK                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     37339 | NS      | $1384156.73   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                | UMB FINANCIAL CORP COMMON STOCK USD1.0            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      7754 | NS      | $647614.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                                 | UMPQUA HOLDINGS CORP COMMON STOCK                 | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     38712 | NS      | $691009.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                 | UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     33446 | NS      | $339811.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                 | UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     35381 | NS      | $315598.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc                              | UNITED BANKSHARES INC COMMON STOCK USD2.5         | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     24018 | NS      | $972488.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                    | UNITED STATES STEEL CORP COMMON STOCK USD1.0      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     41779 | NS      | $1046563.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | UNITED THERAPEUTICS CORP COMMON STOCK USD.01      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      8128 | NS      | $2260315.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                               | UNIVAR SOLUTIONS INC COMMON STOCK USD.01          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     29098 | NS      | $925316.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                            | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7750 | NS      | $837310.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                          | COMMERCIAL METALS CO COMMON STOCK USD.01          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20927 | NS      | $1010774.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                             | COMMVAULT SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      7942 | NS      | $499075.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                             | CONCENTRIX CORP COMMON STOCK                      | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7565 | NS      | $1007355.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                   | QUIDELORTHO CORP COMMON STOCK USD.001             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      9540 | NS      | $817291.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                  | CORPORATE OFFICE PROPERTIES REIT USD.01           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     20051 | NS      | $520122.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                          | COTY INC CL A COMMON STOCK USD.01                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     65173 | NS      | $557880.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                    | COUSINS PROPERTIES INC REIT USD1.0                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     27006 | NS      | $682981.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.              | CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      3953 | NS      | $374507.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                 | CRANE HOLDINGS CO COMMON STOCK USD1.0             | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8510 | NS      | $854829.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                          | CROCS INC COMMON STOCK USD.001                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     11011 | NS      | $1193922.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart L.P.                                     | CUBESMART REIT USD.01                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40048 | NS      | $1611932.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | CULLEN/FROST BANKERS INC COMMON STOCK USD.01      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     11467 | NS      | $1533137.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                               | CURTISS WRIGHT CORP COMMON STOCK USD1.0           | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      6832 | NS      | $1140875.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                   | DTE MIDSTREAM LLC W/I COMMON STOCK                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17254 | NS      | $953456.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                  | DANA INC COMMON STOCK USD.01                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     22766 | NS      | $344449.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                           | DARLING INGREDIENTS INC COMMON STOCK USD.01       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     28580 | NS      | $1788822.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                         | UNUM GROUP COMMON STOCK USD.1                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     33324 | NS      | $1367283.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                            | VALLEY NATIONAL BANCORP COMMON STOCK              | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     74952 | NS      | $847707.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                        | DECKERS OUTDOOR CORP COMMON STOCK USD.01          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      4720 | NS      | $1884035.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                        | DICK S SPORTING GOODS INC COMMON STOCK USD.01     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      9915 | NS      | $1192675.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                   | DONALDSON CO INC COMMON STOCK USD5.0              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     21838 | NS      | $1285603.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                 | DOUGLAS EMMETT INC REIT USD.01                    | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31344 | NS      | $491473.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                             | DYCOM INDUSTRIES INC COMMON STOCK USD.333         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5265 | NS      | $492804.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                      | DYNATRACE INC COMMON STOCK USD.001                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35929 | NS      | $1376080.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                           | VALMONT INDUSTRIES COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3804 | NS      | $1257868.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                      | VALVOLINE INC COMMON STOCK USD.01                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     31567 | NS      | $1030662.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                     | EPR PROPERTIES REIT USD.01                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     13379 | NS      | $504655.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                               | EAGLE MATERIALS INC COMMON STOCK USD.01           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      6570 | NS      | $872824.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                       | VIASAT INC COMMON STOCK USD.0001                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     13478 | NS      | $426578.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                         | VICOR CORP COMMON STOCK USD.01                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      3986 | NS      | $214247.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                            | VICTORIA S SECRET + CO COMMON STOCK USD.01        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     14487 | NS      | $518344.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                       | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     23052 | NS      | $497231.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                | VISTEON CORP COMMON STOCK                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      5019 | NS      | $656635.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                | VONTIER CORP COMMON STOCK USD.0001                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     28174 | NS      | $544603.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                 | VOYA FINANCIAL INC COMMON STOCK USD.01            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     17316 | NS      | $1064760.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                             | WASHINGTON FEDERAL INC COMMON STOCK USD1.0        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11654 | NS      | $390991.70    | 0.11%             |  |  |  | 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        |     25134 | NS      | $1656330.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                         | EASTGROUP PROPERTIES INC REIT                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      7770 | NS      | $1150426.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                    | EMCOR GROUP INC COMMON STOCK USD.01               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      8498 | NS      | $1258638.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                             | ASPEN TECHNOLOGY INC COMMON STOCK                 | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      5179 | NS      | $1063766.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                       | ENCOMPASS HEALTH CORP COMMON STOCK USD.01         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     17795 | NS      | $1064318.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                             | ENERGIZER HOLDINGS INC COMMON STOCK               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     11817 | NS      | $396460.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                         | WATSCO INC COMMON STOCK USD.5                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5931 | NS      | $1479191.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Incorporation             | WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4865 | NS      | $711408.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                            | ENERSYS COMMON STOCK USD.01                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7280 | NS      | $537555.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                      | ENVESTNET INC COMMON STOCK                        | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      9864 | NS      | $608608.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                       | ENVISTA HOLDINGS CORP COMMON STOCK USD.01         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     29076 | NS      | $978988.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                    | EQUITRANS MIDSTREAM CORP COMMON STOCK             | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     77166 | NS      | $517012.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                         | ESAB CORP COMMON STOCK USD.001                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      9213 | NS      | $432273.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                            | ESSENTIAL UTILITIES INC COMMON STOCK USD.5        | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     42562 | NS      | $2031484.26   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                            | WEBSTER FINANCIAL CORP COMMON STOCK USD.01        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     31031 | NS      | $1469007.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendys Company                                 | WENDY S CO/THE COMMON STOCK USD.1                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     30394 | NS      | $687816.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                            | EURONET WORLDWIDE INC COMMON STOCK USD.02         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      8401 | NS      | $792886.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                       | EVERCORE INC   A COMMON STOCK USD.01              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      6383 | NS      | $696257.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                            | WERNER ENTERPRISES INC COMMON STOCK USD.01        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     10454 | NS      | $420878.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                          | WESTERN UNION CO COMMON STOCK USD.01              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     68860 | NS      | $948202.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                               | WESTLAKE CORP COMMON STOCK USD.01                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      6147 | NS      | $630313.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                            | WEX INC COMMON STOCK USD.01                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      7774 | NS      | $1272215.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                             | WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      7678 | NS      | $307580.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                      | WILLIAMS SONOMA INC COMMON STOCK USD.01           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     11896 | NS      | $1367088.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                       | WINGSTOP INC COMMON STOCK USD.01                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      5335 | NS      | $734202.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | WINTRUST FINANCIAL CORP COMMON STOCK              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10837 | NS      | $915943.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                     | EXELIXIS INC COMMON STOCK USD.001                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     57521 | NS      | $922636.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exlservice Holdings Inc                            | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      5896 | NS      | $998959.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                     | WOLFSPEED INC COMMON STOCK USD.00125              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     22151 | NS      | $1529305.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                                  | WOODWARD INC COMMON STOCK USD.00292               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     10729 | NS      | $1036528.69   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                | WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01   | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      7723 | NS      | $529179.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                       | WORTHINGTON INDUSTRIES COMMON STOCK               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5407 | NS      | $268781.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01  | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     15751 | NS      | $1123203.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                            | XPO LOGISTICS INC COMMON STOCK USD.001            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     20538 | NS      | $683710.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                         | XEROX HOLDINGS CORP COMMON STOCK USD1.0           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     20007 | NS      | $292102.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yeti Holdings Inc                                  | YETI HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     15379 | NS      | $635306.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                         | ADIENT PLC COMMON STOCK USD.001                   | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     16906 | NS      | $586469.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                 | CAPRI HOLDINGS LTD COMMON STOCK                   | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     22969 | NS      | $1316583.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Limited                               | ESSENT GROUP LTD COMMON STOCK USD.015             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     19209 | NS      | $746845.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | GENPACT LTD COMMON STOCK USD.01                   | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     30063 | NS      | $1392518.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                                 | HELEN OF TROY LTD COMMON STOCK USD.1              | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4277 | NS      | $474362.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                          | JANUS HENDERSON GROUP PLC COMMON STOCK            | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     23628 | NS      | $555730.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                          | FNB CORP COMMON STOCK USD.01                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     62573 | NS      | $816577.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                               | FTI CONSULTING INC COMMON STOCK USD.01            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      6139 | NS      | $974873.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                             | FAIR ISAAC CORP COMMON STOCK USD.01               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      4454 | NS      | $2666075.32   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                               | FEDERATED INVESTORS INC CL B COMMON STOCK         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     15078 | NS      | $547482.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                           | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     11229 | NS      | $1788891.99   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                       | LIVANOVA PLC COMMON STOCK GBP1.0                  | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      9544 | NS      | $530073.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                 | NVENT ELECTRIC PLC COMMON STOCK USD.01            | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     29703 | NS      | $1142674.41   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0    | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      7793 | NS      | $1435704.39   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation               | FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     18463 | NS      | $966353.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                     | FIRST FINL BANKSHARES INC COMMON STOCK USD.01     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     23147 | NS      | $796256.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     95703 | NS      | $2344723.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                | FIRST INDUSTRIAL REALTY TR REIT USD.01            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23564 | NS      | $1137198.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company PLC                                | PERRIGO CO PLC COMMON STOCK EUR.001               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     24010 | NS      | $818500.90    | 0.22%             |  |  |  | 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        |      6692 | NS      | $581601.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                     | FIVE BELOW COMMON STOCK USD.01                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      9898 | NS      | $1750659.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                  | FLUOR CORP COMMON STOCK USD.01                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     25337 | NS      | $878180.42    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                | FLOWERS FOODS INC COMMON STOCK USD.01             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     34289 | NS      | $985465.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                              | FLOWSERVE CORP COMMON STOCK USD1.25               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     23307 | NS      | $715058.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                  | FOOT LOCKER INC COMMON STOCK USD.01               | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     14142 | NS      | $534426.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                     | FORTUNE BRANDS INNOVATIONS I COMMON STOCK USD.01  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     22870 | NS      | $1306105.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation                    | FOX FACTORY HOLDING CORP COMMON STOCK USD.001     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      7537 | NS      | $687600.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                 | FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25  | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39756 | NS      | $1012982.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                       | FULTON FINANCIAL CORP COMMON STOCK USD2.5         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     29882 | NS      | $502914.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                   | GATX CORP COMMON STOCK USD.625                    | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6280 | NS      | $667815.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                 | GXO LOGISTICS INC COMMON STOCK USD.01             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     21156 | NS      | $903149.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                                      | GAMESTOP CORP CLASS A COMMON STOCK USD.001        | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     45074 | NS      | $832066.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc                                        | GAP INC/THE COMMON STOCK USD.05                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     37613 | NS      | $424274.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                        | GENTEX CORP COMMON STOCK USD.06                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     41831 | NS      | $1140731.37   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                               | GLACIER BANCORP INC COMMON STOCK USD.01           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     19753 | NS      | $976193.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                     | GLOBUS MEDICAL INC   A COMMON STOCK USD.001       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     13805 | NS      | $1025297.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                 | GOODYEAR TIRE + RUBBER CO COMMON STOCK            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     50438 | NS      | $511945.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                          | GRACO INC COMMON STOCK USD1.0                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     30052 | NS      | $2021297.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                 | GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       683 | NS      | $412675.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                         | GRAND CANYON EDUCATION INC COMMON STOCK USD.01    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5471 | NS      | $578065.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                        | GREIF INC CL A COMMON STOCK                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4566 | NS      | $306195.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                       | TREASURY BILL 01/23 0.00000                       | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99752.08     | 0.03%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                             | S+P MID 400 EMINI MAR23 XCME 20230317             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |        19 | NC      | $-69432.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                       | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001  | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15785 | NS      | $460764.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                  | HF SINCLAIR CORP COMMON STOCK                     | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23985 | NS      | $1244581.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                   | HAEMONETICS CORP/MASS COMMON STOCK USD.01         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      9026 | NS      | $709894.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                          | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     24113 | NS      | $1372029.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                        | HANCOCK WHITNEY CORP COMMON STOCK USD3.33         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15284 | NS      | $739592.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                   | HANESBRANDS INC COMMON STOCK USD.01               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     62248 | NS      | $395897.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                  | HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      6343 | NS      | $857129.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                              | HARLEY DAVIDSON INC COMMON STOCK USD.01           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     23722 | NS      | $986835.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                 | HAWAIIAN ELECTRIC INDS COMMON STOCK               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     19521 | NS      | $816953.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthequity Inc                                   | HEALTHEQUITY INC COMMON STOCK USD.0001            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     15075 | NS      | $929223.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                           | HEALTHCARE REALTY TRUST INC REIT USD.01           | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |     67866 | NS      | $1307777.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                 | HEXCEL CORP COMMON STOCK USD.01                   | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     15009 | NS      | $883279.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                         | HIGHWOODS PROPERTIES INC REIT USD.01              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     18760 | NS      | $524904.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                               | HOME BANCSHARES INC COMMON STOCK USD.01           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33804 | NS      | $770393.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                               | HUBBELL INC COMMON STOCK USD.01                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      9577 | NS      | $2247530.36   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                          | IAA INC COMMON STOCK USD.01                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     23853 | NS      | $954120.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                    | ICU MEDICAL INC COMMON STOCK USD.1                | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      3592 | NS      | $565668.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG PHOTONICS CORP COMMON STOCK USD.0001          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      5733 | NS      | $542743.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                            | ITT INC COMMON STOCK USD1.0                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     14746 | NS      | $1195900.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                        | IDACORP INC COMMON STOCK                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      9016 | NS      | $972375.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                  | INARI MEDICAL INC COMMON STOCK USD.001            | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8610 | NS      | $547251.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                      | INDEPENDENCE REALTY TRUST IN REIT USD.01          | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     39916 | NS      | $672983.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                               | INGEVITY CORP COMMON STOCK USD.01                 | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      6264 | NS      | $441236.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | INGREDION INC COMMON STOCK USD.01                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     11687 | NS      | $1144507.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                      | INSPERITY INC COMMON STOCK USD.01                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      6358 | NS      | $722268.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation          | INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01  | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     12958 | NS      | $726555.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                      | INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     18344 | NS      | $1327188.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                      | INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      9433 | NS      | $431654.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                       | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     22405 | NS      | $1151617.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                               | JBG SMITH PROPERTIES REIT USD.01                  | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |     17640 | NS      | $334807.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                          | JABIL INC COMMON STOCK USD.001                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     24010 | NS      | $1637482.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                      | JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0  | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     32665 | NS      | $1119756.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                        | JETBLUE AIRWAYS CORP COMMON STOCK USD.01          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     57761 | NS      | $374291.28    | 0.10%             |  |  |  | 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        |      8464 | NS      | $1348907.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                     | J2 GLOBAL INC COMMON STOCK USD.01                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      8416 | NS      | $665705.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                            | KBR INC COMMON STOCK USD.001                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     24466 | NS      | $1291804.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                            | KB HOME COMMON STOCK USD1.0                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     14811 | NS      | $471730.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | KEMPER CORP COMMON STOCK USD.1                    | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     11392 | NS      | $560486.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                     | KENNAMETAL INC COMMON STOCK USD1.25               | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     14418 | NS      | $346897.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                          | KILROY REALTY CORP REIT USD.01                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     18758 | NS      | $725371.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                          | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3843 | NS      | $1005021.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                         | KIRBY CORP COMMON STOCK USD.1                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     10683 | NS      | $687451.05    | 0.19%             |  |  |  | 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        |     39072 | NS      | $822465.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28660 | NS      | $1502070.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                       | KOHLS CORP COMMON STOCK USD.01                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     20795 | NS      | $525073.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                               | KYNDRYL HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     36400 | NS      | $404768.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                      | LHC GROUP INC COMMON STOCK USD.01                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      5534 | NS      | $894792.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                          | LAMAR ADVERTISING CO A REIT USD.001               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     15561 | NS      | $1468958.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                             | LANCASTER COLONY CORP COMMON STOCK                | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3537 | NS      | $697850.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                               | LANDSTAR SYSTEM INC COMMON STOCK USD.01           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      6407 | NS      | $1043700.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                              | LANTHEUS HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     12275 | NS      | $625534.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                  | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     24441 | NS      | $1585732.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                   | LEAR CORP COMMON STOCK USD.01                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     10543 | NS      | $1307542.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                               | LEGGETT + PLATT INC COMMON STOCK USD.01           | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     23640 | NS      | $761917.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                          | LENNOX INTERNATIONAL INC COMMON STOCK USD.01      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      5751 | NS      | $1375811.73   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                   | LIFE STORAGE INC REIT USD.01                      | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     15157 | NS      | $1492964.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                     | LINCOLN ELECTRIC HOLDINGS COMMON STOCK            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     10296 | NS      | $1487669.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                         | LITHIA MOTORS INC CL A COMMON STOCK               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      4879 | NS      | $998926.46    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                    | LITTELFUSE INC COMMON STOCK USD.01                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4415 | NS      | $972183.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation                      | LOUISIANA PACIFIC CORP COMMON STOCK USD1.0        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     12785 | NS      | $756872.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation                    | LUMENTUM HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     12161 | NS      | $634439.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU RESOURCES GROUP INC COMMON STOCK USD1.0       | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36262 | NS      | $1100189.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                              | MGIC INVESTMENT CORP COMMON STOCK USD1.0          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     52976 | NS      | $688688.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                               | MKS INSTRUMENTS INC COMMON STOCK                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     10200 | NS      | $864246.00    | 0.23%             |  |  |  | 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        |     16462 | NS      | $399697.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc.                                    | MSA SAFETY INC COMMON STOCK                       | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      6570 | NS      | $947328.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.                      | MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8421 | NS      | $687995.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.           | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9113 | NS      | $573936.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                               | MACERICH CO/THE REIT USD.01                       | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     38301 | NS      | $431269.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                       | MACY S INC COMMON STOCK USD.01                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     48317 | NS      | $997746.05    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                           | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     11137 | NS      | $1352031.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | MANPOWERGROUP INC COMMON STOCK USD.01             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      9015 | NS      | $750138.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                  | MARRIOTT VACATIONS WORLD COMMON STOCK USD.01      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      6834 | NS      | $919788.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                 | MASIMO CORP COMMON STOCK USD.001                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      8624 | NS      | $1275920.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                       | MASTEC INC COMMON STOCK USD.1                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     10514 | NS      | $897159.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                          | MATADOR RESOURCES CO COMMON STOCK USD.01          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     20018 | NS      | $1145830.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                       | MATTEL INC COMMON STOCK USD1.0                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     63199 | NS      | $1127470.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                        | MAXIMUS INC COMMON STOCK                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     10797 | NS      | $791744.01    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                      | MEDICAL PROPERTIES TRUST INC REIT USD.001         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    106644 | NS      | $1188014.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                              | MEDPACE HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4492 | NS      | $954145.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                | MERCURY SYSTEMS INC COMMON STOCK USD.01           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     10340 | NS      | $462611.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                                     | MIDDLEBY CORP COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      9609 | NS      | $1286645.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                             | MURPHY OIL CORP COMMON STOCK USD1.0               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     26060 | NS      | $1120840.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                    | MURPHY USA INC COMMON STOCK                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3707 | NS      | $1036254.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                    | NCR CORPORATION COMMON STOCK USD.01               | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     24499 | NS      | $573521.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                           | NOV INC COMMON STOCK USD.01                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     70049 | NS      | $1463323.61   | 0.39%             |  |  |  | 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        |     16313 | NS      | $1032612.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                         | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01     | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     23284 | NS      | $859179.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                   | NATIONAL RETAIL PROPERTIES REIT USD.01            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     31877 | NS      | $1458691.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                  | NATIONAL STORAGE AFFILIATES REIT USD.01           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15061 | NS      | $544003.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                | NAVIENT CORP COMMON STOCK USD.01                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     18869 | NS      | $310395.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                        | NEOGEN CORP COMMON STOCK USD.16                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     38536 | NS      | $586903.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                         | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     17144 | NS      | $2047679.36   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-16

**Name of Applicant:** Ohio National Fund, Inc.

**Signature:** R. Todd Brockman

**Name of Signer:** R. Todd Brockman

**Title:** Treasurer