# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008730
**Filing Date:** 2023-2
**Character Count:** 275987
**Document Hash:** aa80683b4c0234957ffc1424388f6264
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008730.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008730

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 23659000

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### Value Equity Index Fund (Series ID: S000077389)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000237791 | Investor      | GVIZX           |
| C000237792 | Institutional | GVIYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guidestone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** Value Equity Index Fund

- **b. EDGAR series identifier (if any):** S000077389

- **c. LEI of Series:** 549300A06MAF2GAN9S94

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $150094118.24

**Total Liabilities:** $109616.41

**Net Assets:** $149984501.83

**Cash Not Reported:** $401827.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237791 | 10.11%               | 6.09%                | -4.26%               |
| Class ID C000237792 | 10.11%               | 6.09%                | -4.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-48757.63               | $12892396.69                               |
| Month 2  | $306.44                  | $8211575.98                                |
| Month 3  | $509.32                  | $-6411072.99                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CCC Intelligent Solutions Holdings Inc             | CCC Intelligent Solutions Holdings Inc COM                      | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $14746.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                  | FirstEnergy Corp. COM USD0.10                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3450 | NS      | $144693.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                      | Boston Scientific Corporation COM USD0.01                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     11223 | NS      | $519288.21    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. COM NPV                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       583 | NS      | $80034.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                       | Nordson Corp COM NPV                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       339 | NS      | $80587.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                   | Olin Corporation COM USD1                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1045 | NS      | $55322.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                    | Fox Corporation COM USD0.01 CL A                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2285 | NS      | $69395.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics PLC                           | Horizon Therapeutics PLC COM USD0.0001                          | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      1340 | NS      | $152492.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                    | PPL Corporation COM USD0.01                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4140 | NS      | $120970.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                   | PG&E Corporation COM NPV                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      9539 | NS      | $155104.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                         | 3M Company COM USD0.01                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4620 | NS      | $554030.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                                 | Price T Rowe Group COM USD0.20                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1891 | NS      | $206232.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated       | Public Service Enterprise Group Incorporated COM NPV            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      4061 | NS      | $248817.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                               | Silgan Holdings Inc. COM USD0.01                                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       886 | NS      | $45930.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                              | Dupont De Nemours Inc COM USD0.01                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3816 | NS      | $261892.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                           | Simon Property Group Inc COM USD0.0001                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1131 | NS      | $132869.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc. COM USD0.001                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       638 | NS      | $460310.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                     | YUM Brands Inc COM NPV                                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1971 | NS      | $252445.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                       | Tapestry Inc COM USD0.01                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1755 | NS      | $66830.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                            | Tyler Technologies Inc. COM USD0.01                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        82 | NS      | $26437.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                             | Roper Technologies Inc COM USD0.01                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       967 | NS      | $417831.03    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                 | Ryder System, Inc. COM USD0.50                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       362 | NS      | $30252.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                        | United Parcel Service, Inc. CLASS'B'COM USD0.01                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       479 | NS      | $83269.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                                  | Caseys Gen Stores COM NPV                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       223 | NS      | $50030.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                   | Cincinnati Financial Corporation COM USD2.00                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1398 | NS      | $143141.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                 | Cintas Corporation COM NPV                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $40194.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                           | Skyworks Solutions, Inc. COM USD0.25                            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1231 | NS      | $112181.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                     | The Scotts Miracle-Gro Company CLASS'A'COM NPV                  | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        70 | NS      | $3401.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                      | Smith(Ao)Corp COM USD1                                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       757 | NS      | $43330.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                               | Snap-On Incorporated COM USD1                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       480 | NS      | $109675.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                               | Howmet Aerospace Inc COM                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1608 | NS      | $63371.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                         | Carrier Global Corporation COM                                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      5738 | NS      | $236692.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                       | Southern Co. COM USD5                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      8769 | NS      | $626194.29    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                              | Starbucks Corporation COM USD0.001                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5842 | NS      | $579526.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                 | Cirrus Logic, Inc. COM USD0.001                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       220 | NS      | $16385.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                | Cisco Systems, Inc. COM USD0.001                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     34178 | NS      | $1628239.92   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                               | Edison International COM NPV                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2536 | NS      | $161340.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                             | Southwest Airlines Co. COM USD1                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      5604 | NS      | $188686.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc. COM STK USD0.01                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1434 | NS      | $140101.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3913 | NS      | $31538.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Raytheon Technologies Corporation                  | Raytheon Technologies Corporation COM                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     12559 | NS      | $1267454.28   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                               | Celanese Corporation COM USD0.0001                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       905 | NS      | $92527.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                           | State Street Corporation COM STK USD1                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2876 | NS      | $223091.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                              | Sun Communities, Inc. COM USD0.01                               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       891 | NS      | $127413.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank         | Zions Bancorporation Natl Assn Global Bank COM USD0.001         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       877 | NS      | $43113.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                 | American Water Works Company, Inc. COM USD0.01                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1776 | NS      | $270697.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                            | Dolby Laboratories Inc. COM STK USD0.001 CLASS 'A'              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1167 | NS      | $82320.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd.                                        | Lazard Ltd. COM CLASS 'A' USD0.01                               | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |       471 | NS      | $16329.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CNA Financial Corporation                          | CNA Financial Corporation COM USD2.50                           | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      1203 | NS      | $50862.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                   | Packaging Corporation of America COM USD0.01                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1086 | NS      | $138910.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                | SVB Financial Group COM USD0.001                                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        91 | NS      | $20942.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                               | Otis Worldwide Corp. COM                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2749 | NS      | $215274.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                        | Dick's Sporting Goods, Inc. COM USD0.01                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       278 | NS      | $33440.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Instruments Incorporated                     | Texas Instruments Incorporated COM USD1.00                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2657 | NS      | $438989.54    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                              | Bath & Body Works Inc COM                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1381 | NS      | $58195.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                       | Ginkgo Bioworks Holdings Inc CL A SHS                           | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1878 | NS      | $3173.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce Bancshares Inc                            | Commerce Bancshares Inc COM USD5                                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       948 | NS      | $64540.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                 | Conagra Brands Inc COM USD5.00                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      5282 | NS      | $204413.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                     | Wolfspeed Inc. COM                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       737 | NS      | $50882.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                 | The Timken Company COM NPV                                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        95 | NS      | $6713.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                          | Prosperity Bancshares Inc COM USD1                              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $72098.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                    | Universal Health Services, Inc. CLASS'B'COM USD0.01             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       520 | NS      | $73262.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                          | V.F. Corp COM NPV                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      3534 | NS      | $97573.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                           | Vulcan Materials Company COM STK USD1                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       802 | NS      | $140438.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                 | Crown Holdings Inc COM USD5                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       111 | NS      | $9125.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Management, Inc.                             | Waste Management, Inc. COM USD0.01                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       666 | NS      | $104482.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                         | Watsco Inc COM USD0.50                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        92 | NS      | $22944.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation COM USD0.01                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2613 | NS      | $165481.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                               | Corning Incorporated COM USD0.50                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6687 | NS      | $213582.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                       | ViaSat, Inc. COM USD0.0001                                      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       326 | NS      | $10317.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                     | Zebra Technologies Corporation 'A'COM USD0.01                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       206 | NS      | $52820.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                            | Columbia Sportswear Co. COM NPV                                 | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       538 | NS      | $47118.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                               | Curtiss-Wright Corp. COM USD1                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       244 | NS      | $40745.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                  | Cigna Corporation COM USD0.01                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2269 | NS      | $751810.46    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                 | Capri Holdings Ltd COM NPV                                      | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |       604 | NS      | $34621.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                            | Dow Inc COM USD0.01                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      6893 | NS      | $347338.27    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                    | Fox Corporation COM USD0.01 CL B                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       987 | NS      | $28080.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                              | Uber Technologies Inc COM USD0.00001                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1748 | NS      | $43228.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                              | Dell Technologies Inc COM USD0.01 CL C                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2174 | NS      | $87438.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                         | STERIS PLC ORD USD0.001                                         | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       663 | NS      | $122449.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                        | Corteva Inc COM USD0.01                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      6123 | NS      | $359909.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                        | Avantor Inc COM USD0.01                                         | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4930 | NS      | $103973.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                              | Element Solutions Inc COM USD0.01                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       899 | NS      | $16352.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley COM USD0.01                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10069 | NS      | $856066.38    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                  | Omnicom Group Inc COM USD0.15                                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1654 | NS      | $134916.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                      | Pinterest Inc COM USD0.00001 CL A                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3499 | NS      | $84955.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                               | Tradeweb Markets Inc COM USD0.00001 CL A                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $37659.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                        | Moderna Inc COM USD0.0001                                       | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2677 | NS      | $480842.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                       | Antero Midstream Corporation COM USD1.00                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2130 | NS      | $22982.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                      | Zoom Video Communications Inc COM USD0.001 CL A                 | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1125 | NS      | $76207.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                          | Spirit Realty Capital Inc COM USD0.01(POST REV SPLIT)           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      1499 | NS      | $59855.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings                | Laboratory Corp of America Holdings COM USD0.1                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       797 | NS      | $187677.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc. COM NPV                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       505 | NS      | $69856.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                        | Walmart Inc COM USD0.10                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11537 | NS      | $1635831.23   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                              | Western Digital Corp. COM USD0.01                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2375 | NS      | $74931.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                       | The Williams Companies, Inc. COM USD1.00                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9404 | NS      | $309391.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                      | Williams-Sonoma Incorporation COM USD0.01                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       111 | NS      | $12756.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunrun Inc.                                        | Sunrun Inc. COM USD0.0001                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      1174 | NS      | $28199.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                   | Black Knight Inc COM USD0.0001                                  | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      1388 | NS      | $85709.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                         | Americold Realty Trust Inc COM USD0.01                          | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      2045 | NS      | $57893.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                            | ADT Inc COM USD0.01                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2684 | NS      | $24343.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                        | Dropbox Inc COM USD0.00001 CL A                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      1330 | NS      | $29765.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1485 | NS      | $77828.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                  | Syneos Health Inc COM USD0.01 CL A                              | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2346 | NS      | $86051.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                           | Roku Inc COM USD0.0001 CLASS A                                  | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       459 | NS      | $18681.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                          | Aptiv PLC COM USD0.01                                           | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1270 | NS      | $118275.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                       | Encompass Health Corporation COM USD0.01                        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       918 | NS      | $54905.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                   | Sensata Technologies Holding PLC COM EUR0.01                    | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |       466 | NS      | $18817.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                      | Jefferies Financial Group Inc COM USD1.00                       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       847 | NS      | $29035.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                               | Keurig Dr Pepper Inc COM USD0.01                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      9328 | NS      | $332636.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | Wyndham Hotels & Resorts Inc COM USD0.01                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       277 | NS      | $19752.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                         | Evergy Inc COM NPV                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1124 | NS      | $70733.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                      | KKR & Co Inc. COM USD0.01                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      4048 | NS      | $187908.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                 | NVent Electric PLC COM USD0.01                                  | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1046 | NS      | $40239.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                           | Elanco Animal Health Inc COM NPV                                | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     26803 | NS      | $327532.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas                      | Bank OZK Little Rock Arkansas COM USD0.01                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       159 | NS      | $6369.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                          | Linde PLC COM EUR0.001                                          | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      3282 | NS      | $1070522.76   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                           | Ceridian HCM Holding Inc COM USD0.01                            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       758 | NS      | $48625.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ Wholesale Club Holdings Inc                     | BJ Wholesale Club Holdings Inc COM USD0.01                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       277 | NS      | $18326.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                       | Rayonier Inc COM NPV                                            | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       888 | NS      | $29268.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                          | Kilroy Realty Corporation COM STK USD0.01                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       743 | NS      | $28731.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                     | The Kroger Co. COM USD1.00                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      5693 | NS      | $253793.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                 | Lennar Corporation COM USD0.10 CLASS A                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1538 | NS      | $139189.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                             | Liberty Media Corp Del COM USD0.01 SERIES C                     | CUSIP: 531229607<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       423 | NS      | $16551.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                     | S&P Global Inc COM USD1                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2751 | NS      | $921419.94    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation        | International Business Machines Corporation COM USD0.20         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2809 | NS      | $395760.01    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                            | NVR Inc COM USD0.01                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $9225.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                     | Air Products & Chemicals, Inc. COM USD1                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1858 | NS      | $572747.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc. COM USD0.00001                            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       295 | NS      | $42037.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                            | Arch Capital Group Ltd. COM USD0.01                             | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1817 | NS      | $114071.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                   | Occidental Petroleum Corporation COM USD0.20                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1083 | NS      | $68218.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                           | American Express Company COM USD0.20                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4489 | NS      | $663249.75    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                 | Aflac Incorporated COM USD0.10                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      5153 | NS      | $370706.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM Corporation COM USD0.20                                     | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |       959 | NS      | $15919.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                               | McKesson Corporation COM USD0.01                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1138 | NS      | $426886.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                     | Amdocs Limited ORD GBP0.01                                      | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      1492 | NS      | $135622.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                    | Automatic Data Processing, Inc. COM USD0.10                     | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       507 | NS      | $121102.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                     | Autozone, Inc. COM USD0.01                                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        17 | NS      | $41925.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation COM USD0.20                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1763 | NS      | $127940.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                       | Best Buy Inc COM USD0.10                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1245 | NS      | $99861.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                         | Bio-Rad Laboratories, Inc. CLASS'A'COM USD0.0001                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       239 | NS      | $100497.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                      | Block(H&R)Inc COM NPV                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       786 | NS      | $28696.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | United Therapeutics Corporation COM USD0.01                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       649 | NS      | $180480.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                         | Unum Group COM USD0.10                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1632 | NS      | $66960.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                       | Biomarin Pharmaceutical Inc. COM USD0.001                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2584 | NS      | $267418.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company COM USD0.01                                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     28325 | NS      | $329419.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                             | ON Semiconductor Corp. COM USD0.01                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       946 | NS      | $59002.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                        | Fiserv Inc. COM USD0.01                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4466 | NS      | $451378.62    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                            | ITT Inc COM USD1.00                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       108 | NS      | $8758.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                             | Liberty Media Corp Del COM USD0.01 SERIES C                     | CUSIP: 531229854<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      1258 | NS      | $75203.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                    | Cousins Properties Incorporated COM USD1.00(POST REV SPLIT)     | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      1298 | NS      | $32826.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                    | BlackRock, Inc. COM USD0.01                                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1214 | NS      | $860276.82    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                            | CACI International Inc. CLASS'A'COM USD0.10                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       152 | NS      | $45689.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                              | Campbell Soup Company CAP USD0.0375                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2808 | NS      | $159354.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                          | Teledyne Technologies Inc COM USD0.01                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       395 | NS      | $157964.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                              | The Coca-Cola Company COM USD0.25                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     11697 | NS      | $744046.17    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                              | Comerica Incorporated COM USD5                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       982 | NS      | $65646.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                | Dominion Energy Inc COM STK NPV                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7552 | NS      | $463088.64    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                              | Everest Re Group Ltd. COM USD0.01                               | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       276 | NS      | $91430.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | Cullen/Frost Bankers, Inc. COM USD0.01                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       436 | NS      | $58293.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                        | Moodys Corp COM USD0.01                                         | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        99 | NS      | $27583.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                     | Exelixis, Inc. COM USD0.001                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3700 | NS      | $59348.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                              | Flowserve Corporation COM USD1.25                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       500 | NS      | $15340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                          | eBay Inc. COM USD0.001                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3368 | NS      | $139670.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.        | Expeditors International Of Washington Inc. COM USD0.01         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       382 | NS      | $39697.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp COM NPV                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      5109 | NS      | $167626.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                             | Micron Technology Inc. COM USD0.10                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6782 | NS      | $338964.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.            | Mid-America Apartment Communities, Inc. COM USD0.01             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       955 | NS      | $149925.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                            | Advance Auto Parts Inc. COM USD0.0001                           | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       456 | NS      | $67045.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                | Centene Corporation COM USD0.001                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4897 | NS      | $401602.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Grocery Outlet Holding Corp.                       | Grocery Outlet Holding Corp. COM USD0.001                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $12960.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                          | Amcor PLC COM USD0.01                                           | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     15748 | NS      | $187558.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                      | Clarivate PLC COM NPV                                           | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      2929 | NS      | $24427.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc                           | Albertsons Companies Inc COMMON STOCK                           | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      1406 | NS      | $29160.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income Reit Corp                         | Apartment Income Reit Corp COM                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $44808.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                 | Vertiv Holdings Co COM CL A                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       415 | NS      | $5668.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                        | Viatris Inc COM                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     56332 | NS      | $626975.16    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                       | Lincoln National Corporation COM NPV                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       535 | NS      | $16435.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                             | McDonald's Corporation COM USD0.01                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4515 | NS      | $1189837.95   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | ManpowerGroup Inc. COM USD0.01                                  | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       282 | NS      | $23465.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                  | Masco Corporation COM USD1.00                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1466 | NS      | $68418.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                             | Concentrix Corporation COM                                      | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $52731.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                     | SSR Mining Inc COM NPV                                          | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      1640 | NS      | $25698.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                      | Dun & Bradstreet Holdings Inc COM                               | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $8814.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                 | WillScot Mobile Mini Holdings Corp COM CL A                     | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       120 | NS      | $5420.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                 | Unity Software Inc COM                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       219 | NS      | $6261.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NOV Inc.                                           | NOV Inc. COM                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      2112 | NS      | $44119.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                | Affirm Holdings Inc COM CL A                                    | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $8229.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Renewable Corporation                   | Brookfield Renewable Corporation CL A SUB VTG                   | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1679 | NS      | $46239.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                      | Snowflake Inc CL A                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        72 | NS      | $10334.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                 | Royalty Pharma PLC COM USD0.0001 CLASS A                        | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     12370 | NS      | $488862.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                              | Oak Street Health Inc COM                                       | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |       479 | NS      | $10303.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Reliance Steel & Aluminum Co.                      | Reliance Steel & Aluminum Co. COM NPV                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       540 | NS      | $109317.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                      | Netflix, Inc. COM USD0.001                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1775 | NS      | $523412.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                    | Ross Stores Inc COM USD0.01                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1409 | NS      | $163542.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                          | Rockwell Automation, Inc. COM USD1                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       317 | NS      | $81649.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage COM USD0.10                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       396 | NS      | $110955.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                     | Tetra Tech Inc COM USD0.01                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       108 | NS      | $15680.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation COM USD0.15                        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       466 | NS      | $27200.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                              | Gilead Sciences, Inc. COM USD0.001                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     13048 | NS      | $1120170.80   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                | Halliburton Company COM USD2.50                                 | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2776 | NS      | $109235.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                         | Hasbro Inc COM USD0.50                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1140 | NS      | $69551.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                 | Hexcel Corporation COM USD0.01                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       118 | NS      | $6944.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                             | OGE Energy Corporation COM USD0.01                              | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       248 | NS      | $9808.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation             | Old Republic International Corporation COM USD1                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      2745 | NS      | $66291.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                 | Oracle Corporation COM USD0.01                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4316 | NS      | $352789.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | Oshkosh Corporation COM USD0.01                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       349 | NS      | $30778.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                        | Parker-Hannifin Corporation COM USD0.50                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       676 | NS      | $196716.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                  | Brown & Brown Inc COM USD0.10                                   | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1191 | NS      | $67851.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                  | Tyson Foods, Inc. CLASS'A'COM USD0.10                           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2592 | NS      | $161352.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                       | Organon & Co COMMON STOCK                                       | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     15385 | NS      | $429703.05    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                | Mister Car Wash Inc COM                                         | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $6959.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                          | Akamai Technologies, Inc. COM USD0.01                           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1456 | NS      | $122740.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc. COM NPV                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2369 | NS      | $182105.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                          | Agilent Technologies Inc. COM USD0.01                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        90 | NS      | $13468.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                 | The Clorox Company COM USD1.00                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       236 | NS      | $33117.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                          | Colgate-Palmolive Company COM USD1.00                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3278 | NS      | $258273.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                          | Consolidated Edison, Inc. COM USD0.10                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3493 | NS      | $332917.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                             | F5 Inc COM STK NPV                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       392 | NS      | $56255.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU Resources Group, Inc. COM USD1.00                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $45176.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation          | Integra LifeSciences Holdings Corporation COM STK USD0.01       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       399 | NS      | $22371.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                             | RPM International Inc. COM USD0.01                              | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1128 | NS      | $109923.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation COM USD0.01                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      5406 | NS      | $450103.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                 | SEI Investments Co COM USD0.01                                  | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1406 | NS      | $81969.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                 | ConocoPhillips Co. COM USD0.01                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     10386 | NS      | $1225548.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                           | Procore Technologies Inc COM                                    | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |        95 | NS      | $4482.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                 | Douglas Emmett Inc COM STK USD0.01                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $11524.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                      | Owens Corning COM USD0.01                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       521 | NS      | $44441.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                     | Citigroup Inc. COM USD0.01                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15377 | NS      | $695501.71    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                        | Xylem, Inc. COM USD0.01                                         | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1037 | NS      | $114661.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                           | Jazz Pharmaceuticals PLC COM USD0.0001                          | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      2098 | NS      | $334232.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                             | Berry Global Group Inc COM USD0.01                              | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       252 | NS      | $15228.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc Del           | Bright Horizons Family Solutions Inc Del COM USD0.001           | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |       438 | NS      | $27637.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                            | IAC Inc COM NEW                                                 | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       370 | NS      | $16428.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG Photonics Corp COM USD0.0001                                | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       106 | NS      | $10035.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                      | Interactive Brokers Group Inc COM USD0.01 CL A                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       742 | NS      | $53683.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                       | Doximity Inc CL A                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $12819.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Biogen Inc                                         | Biogen Inc COM USD0.0005                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1747 | NS      | $483779.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                       | Amedisys Inc COM USD0.001                                       | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       220 | NS      | $18378.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                            | Nexstar Media Group Inc COM USD0.01 CL'A'                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       191 | NS      | $33430.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                      | Assurant Inc. COM USD0.01                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       456 | NS      | $57027.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                             | Motorola Solutions Inc COM USD0.01                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1276 | NS      | $328837.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                 | The Mosaic Company COM USD0.01                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2576 | NS      | $113009.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                    | Dollar Tree Inc COM USD0.01                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1100 | NS      | $155584.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                  | Graphic Packaging Holding Company COM STK USD0.01               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $9901.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                 | American International Group, Inc. COM USD2.50                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      6550 | NS      | $414222.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                         | Garmin Ltd COM CHF10.00                                         | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1113 | NS      | $102718.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                             | General Motors Company COM USD0.01                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     10012 | NS      | $336803.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | Ingredion Incorporated COM USD0.01                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       566 | NS      | $55428.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                 | Meta Platforms Inc COM USD0.000006 CL 'A'                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     14006 | NS      | $1685482.04   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc. COM NPV                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     12024 | NS      | $801399.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                             | Diamondback Energy Inc COM USD0.01                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       591 | NS      | $80836.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                     | EPR Properties SBI USD0.01                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       259 | NS      | $9769.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated COM USD0.01          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       566 | NS      | $80422.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                           | Hyatt Hotels Corporation COM USD0.01 CLASS 'A'                  | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       154 | NS      | $13929.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                    | Primerica, Inc. COM USD0.01                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        63 | NS      | $8934.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp                                 | Howard Hughes Corp COM USD0.01                                  | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |        84 | NS      | $6419.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                      | Popular, Inc. COM USD0.01                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       352 | NS      | $23344.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                                    | W. P. Carey Inc COM USD0.001                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2585 | NS      | $202017.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| News Corporation                                   | News Corporation COM USD0.01 CL'A'                              | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2285 | NS      | $41587.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent COM USD0.01 'A'                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      2075 | NS      | $62540.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                                | Abbott Laboratories COM NPV                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     12155 | NS      | $1334497.45   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc. COM USD0.01               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1115 | NS      | $162422.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                         | Amgen Inc. COM USD0.0001                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1490 | NS      | $391333.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                   | American Electric Power Co, Inc. COM USD6.50                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3963 | NS      | $376286.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                          | Valero Energy Corporation COM USD0.01                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3249 | NS      | $412168.14    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                    | Aptargroup Inc. COM USD0.01                                     | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       791 | NS      | $86994.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                     | Albemarle Corp COM USD0.01                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       392 | NS      | $85009.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                 | Ameren Corporation COM USD0.01                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1679 | NS      | $149296.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                   | Ball Corporation COM NPV                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1517 | NS      | $77579.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                       | Ametek, Inc. COM USD0.01                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1907 | NS      | $266446.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                 | The Boeing Company COM USD5.00                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2789 | NS      | $531276.61    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                    | BorgWarner Inc. COM USD0.01                                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1749 | NS      | $70397.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.               | Cognizant Technology Solutions Corp. COM CL A USD0.01           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4720 | NS      | $269936.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                       | Bristol-Myers Squibb Company COM USD0.10                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     23633 | NS      | $1700394.35   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                         | Oneok Inc. COM USD0.01                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2835 | NS      | $186259.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                           | Devon Energy Corporation COM USD0.10                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2792 | NS      | $171735.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                             | Sempra COM NPV                                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2681 | NS      | $414321.74    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                  | FedEx Corporation COM USD0.10                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1638 | NS      | $283701.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                     | Verisign, Inc. COM USD0.001                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       606 | NS      | $124496.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                               | Amphenol Corporation CL'A'COM USD0.001                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1783 | NS      | $135757.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | Brunswick Corporation COM USD0.75                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       461 | NS      | $33228.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                    | CSX Corporation COM USD1                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     13770 | NS      | $426594.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                             | Sirius XM Holdings Inc COM USD0.001                             | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      3498 | NS      | $20428.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC Entertainment Holdings Inc                     | AMC Entertainment Holdings Inc COM USD0.01 'A'                  | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      3029 | NS      | $12328.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pentair PLC                                        | Pentair PLC COM USD0.01                                         | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1088 | NS      | $48938.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                         | Brixmor Property Group Inc COM USD0.01                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       745 | NS      | $16889.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceuticals Inc                     | Ultragenyx Pharmaceuticals Inc COM USD0.001                     | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       569 | NS      | $26361.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc.                                    | MSA Safety Inc. COM NPV                                         | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |        65 | NS      | $9372.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                | Ally Financial Inc. COM USD0.01                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2362 | NS      | $57750.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                      | Ishares Trust RUSSELL 1000 VALUE ETF                            | CUSIP: 464287598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      9500 | NS      | $1440675.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                     | Plug Power Inc COM USD0.01                                      | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      1317 | NS      | $16291.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange Inc                      | Intercontinental Exchange Inc COM USD0.01                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4541 | NS      | $465861.19    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial COM USD0.001                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      4199 | NS      | $137979.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                        | American Airlines Group Inc COM USD0.01                         | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3333 | NS      | $42395.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Financial, Inc.                  | Fidelity National Financial, Inc. FNF GROUP COM USD0.0001       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      2377 | NS      | $89422.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                       | Catalent Inc COM USD0.01                                        | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4559 | NS      | $205200.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                            | Mirati Therapeutics Inc COM NPV                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |       540 | NS      | $24467.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                            | Aramark COM USD0.01                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1418 | NS      | $58620.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                 | Voya Financial Inc COM USD0.01                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       610 | NS      | $37508.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Keysight Technologies, Inc.                        | Keysight Technologies, Inc. COM USD0.01 WD                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       165 | NS      | $28226.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | Antero Resources Corporation USD0.01                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       419 | NS      | $12984.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Incorporation                              | Polaris Incorporation COM USD0.01                               | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       162 | NS      | $16362.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries, Inc.                               | PPG Industries, Inc. COM USD1.666                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       910 | NS      | $114423.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                          | Regal Rexnord Corporation COM USD0.01                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       394 | NS      | $47272.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                               | Repligen Corporation COM USD0.01                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       365 | NS      | $61798.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                   | Royal Gold, Inc. COM USD0.01                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       623 | NS      | $70224.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                             | Centerpoint Energy Inc COM STK USD0.01                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      4585 | NS      | $137504.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                | Stryker Corporation COM USD0.10                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1371 | NS      | $335195.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                   | Stericycle, Inc. COM USD0.01                                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       330 | NS      | $16463.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                | Comcast Corporation COM USD0.01 CL A                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     35422 | NS      | $1238707.34   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                              | Teleflex Incorporated COM USD1                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       353 | NS      | $88119.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                       | Thermo Fisher Scientific Inc COM USD1                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2600 | NS      | $1431794.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                        | Trimble Inc COM NPV                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1900 | NS      | $96064.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                         | Builders Firstsource, Inc. COM USD0.01                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1126 | NS      | $73054.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                        | C.H. Robinson Worldwide Inc COM USD0.10                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       633 | NS      | $57957.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Copper Corporation                        | Southern Copper Corporation COM USD0.01                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       919 | NS      | $55498.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                    | Live Nation Entertainment, Inc. COM USD0.01                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       405 | NS      | $28244.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc         | Fidelity National Information Services Inc COM USD0.01          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5126 | NS      | $347799.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                         | Grand Canyon Education Inc COM USD0.01                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       469 | NS      | $49554.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                       | Stanley Black & Decker, Inc. COM USD2.50                        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1152 | NS      | $86538.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco                  | First Republic Bank San Francisco COM USD0.01                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1189 | NS      | $144927.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                        | Ecolab Inc. COM USD1                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       314 | NS      | $45705.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.     | Charles River Laboratories International, Inc. COM STK USD0.01  | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       424 | NS      | $92389.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                | Entergy Corporation COM USD0.01                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1262 | NS      | $141975.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                       | Illumina Inc COM USD0.01                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1484 | NS      | $300064.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                           | O'Reilly Automotive Inc. USD0.01                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       309 | NS      | $260805.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                      | Prologis Inc. COM USD0.01                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      7237 | NS      | $815827.01    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                                    | PVH Corporation COM USD1.00                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       162 | NS      | $11435.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                            | XPO Inc COM USD0.001                                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       281 | NS      | $9354.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart L.P.                                     | CubeSmart L.P. COM USD0.01                                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1816 | NS      | $73094.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                     | Fortune Brands Innovations Inc USD0.01                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        76 | NS      | $4340.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                        | Phillips 66 COM USD0.01                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3831 | NS      | $398730.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                    | T-Mobile US Inc COM USD0.00001                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5041 | NS      | $705740.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                               | Transdigm Group Inc. COM USD0.01                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $103892.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                   | National Retail Properties, Inc. COM USD0.01                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1716 | NS      | $78524.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                   | Hess Corporation COM USD1.00                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       354 | NS      | $50204.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                            | Avis Budget Group, Inc. COM STK USD0.01                         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       188 | NS      | $30818.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                   | Hanesbrands Inc. COM USD0.01                                    | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      3690 | NS      | $23468.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                            | KBR Inc COM USD0.001                                            | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       192 | NS      | $10137.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                   | Lear Corporation COM USD0.01                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       354 | NS      | $43903.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                | Huntington Ingalls Industries, Inc. COM USD0.01                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       331 | NS      | $76355.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                         | Highwoods Properties, Inc. COM USD0.01                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       625 | NS      | $17487.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                                   | Hershey Co (The) COM USD1.00                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       418 | NS      | $96796.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                        | Hologic Inc COM USD0.01                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2065 | NS      | $154482.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. COM USD0.01                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     11654 | NS      | $508230.94    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                              | Range Resources Corp. COM USD0.01                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       276 | NS      | $6905.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                | Flowers Foods, Inc. COM USD0.01                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2526 | NS      | $72597.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                               | FTI Consulting, Inc. COM USD0.01                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       202 | NS      | $32077.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                           | Illinois Tool Works Inc. COM USD0.01                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       606 | NS      | $133501.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                         | Heico Corp COM USD0.01                                          | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        37 | NS      | $5684.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                  | Intel Corporation COM USD0.001                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     32629 | NS      | $862384.47    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                                | Incyte Corporation. COM USD0.001                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1929 | NS      | $154937.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation COM USD0.01                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      4049 | NS      | $85757.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                         | Kirby Corp COM USD0.10                                          | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       728 | NS      | $46846.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                       | Kohl's Corp. COM USD0.01                                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       720 | NS      | $18180.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly & Co.                                    | Eli Lilly & Co. COM NPV                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2341 | NS      | $856431.44    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                  | Loews Corporation COM USD0.01                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1511 | NS      | $88136.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                    | Littelfuse Inc. COM USD0.01                                     | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       202 | NS      | $44480.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                              | Lowes Companies, Inc. COM USD0.50                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       882 | NS      | $175729.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                | Leidos Holdings Inc COM USD0.0001                               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1208 | NS      | $127069.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation New | Science Applications International Corporation New USD0.0001    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       391 | NS      | $43373.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                | Chevron Corporation COM USD0.75                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15338 | NS      | $2753017.62   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                        | Premier Inc COM USD0.01 CL'A'                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2254 | NS      | $78844.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                         | CBRE Group COM USD0.01 CLASS A                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2647 | NS      | $203713.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                  | HF Sinclair Corp. COM                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $57130.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                 | Crane Holdings Co. COM                                          | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $26619.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc. COM NEW                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      3135 | NS      | $66085.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management Inc                       | Apollo Global Management Inc COM                                | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $42420.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncino Inc.                                         | Ncino Inc. COM                                                  | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $5578.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                           | RXO Inc. COMMON STOCK                                           | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $4833.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                         | Constellation Energy Corp. COM                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2403 | NS      | $207162.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                         | ESAB Corp. COM                                                  | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       116 | NS      | $5442.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                        | Warner Bros. Discovery Inc. COM SER A                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      4354 | NS      | $41275.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                   | QuidelOrtho Corp COM                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       438 | NS      | $37523.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                      | Jacobs Engineering Group Inc. COM                               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       944 | NS      | $113346.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                           | HRTI LLC CL A COM                                               | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |      3831 | NS      | $73823.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                               | Kyndryl Holdings Inc COMMON STOCK                               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       643 | NS      | $7150.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalfoundries Inc                                | Globalfoundries Inc COM USD0.02                                 | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       321 | NS      | $17298.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| U-Haul Holding Company                             | U-Haul Holding Company COM SER N                                | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       729 | NS      | $40080.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                                    | Informatica Inc COM CL A                                        | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $4316.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                              | Rivian Automotive Inc COM CL A                                  | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $12716.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Realty Investment Trust                    | Federal Realty Investment Trust SH BEN INT NEW                  | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $39910.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                      | Coherent Corp COM                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       596 | NS      | $20919.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | Truist Financial Corporation COM                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     12179 | NS      | $524062.37    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                            | Essential Utilities Inc COM                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      2894 | NS      | $138130.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                             | Trane Technologies PLC COM USD1                                 | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       673 | NS      | $113124.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                            | Aon PLC COM USD0.01 CL A                                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        51 | NS      | $15307.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc. COM USD0.01                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1827 | NS      | $58135.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                           | Extra Space Storage Inc. COM USD0.01                            | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       903 | NS      | $132903.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp Del                                  | Seaboard Corp Del COM USD1                                      | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         3 | NS      | $11325.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                               | Westlake Corporation COM USD0.01                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       385 | NS      | $39477.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                       | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      2645 | NS      | $219614.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                                 | Nextera Energy Inc COM USD0.01                                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14833 | NS      | $1240038.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                       | United Airlines Holdings Inc COM USD0.01                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1621 | NS      | $61111.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc. COM USD0.01                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     15741 | NS      | $284597.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | Kemper Corporation COM USD0.10                                  | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       372 | NS      | $18302.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                              | Eaton Corporation PLC COM USD0.01                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      3280 | NS      | $514796.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                   | News Corporation COM USD0.01 CL'B'                              | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       446 | NS      | $8224.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                               | Huntsman Corporation COM USD0.01                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1831 | NS      | $50315.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                              | Regency Centers Corp. COM USD0.01                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1495 | NS      | $93437.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                      | Medical Properties Trust Inc. COM USD0.001                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      6269 | NS      | $69836.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc. COM USD0.01                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       249 | NS      | $77531.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                                      | Gamestop Corp COM USD0.001 CLASS A                              | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      1865 | NS      | $34427.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc                                           | AT&T Inc COM USD1                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     59963 | NS      | $1103918.83   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                  | The Hanover Insurance Group, Inc. COM USD0.01                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       343 | NS      | $46349.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                   | Copa Holdings SA NPV CLASS 'A'                                  | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |       217 | NS      | $18047.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                   | 10X Genomics Inc COM USD0.00001 CLASS A                         | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       575 | NS      | $20953.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                     | Globe Life Inc COM USD1.00                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       503 | NS      | $60636.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                       | Ubiquiti Inc COM USD0.001                                       | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $4102.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlyle Group Inc                                  | Carlyle Group Inc COM                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1085 | NS      | $32376.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                        | Ovintiv Inc COM                                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $12931.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                         | L3 Harris Technologies Inc COM USD1.00                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1828 | NS      | $380607.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                            | Peloton Interactive Inc COM USD0.000025 CL A                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       906 | NS      | $7193.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                    | Gen Digital Inc COM                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3806 | NS      | $81562.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                          | Healthpeak Properties Inc COM                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      5431 | NS      | $136155.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                   | Paramount Global CLASS B COM                                    | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      4224 | NS      | $71301.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitable Holdings Inc                             | Equitable Holdings Inc COM                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      2883 | NS      | $82742.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Prods Inc                        | Reynolds Consumer Prods Inc COM                                 | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |      1447 | NS      | $43381.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                 | Ingersoll Rand Inc COM                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2261 | NS      | $118137.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                     | Alaska Air Group Incorporation COM USD0.01                      | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1150 | NS      | $49381.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. COM USD0.01                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      1189 | NS      | $80352.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                             | U-Haul Holding Company COM USD0.25                              | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        81 | NS      | $4875.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                | Analog Devices Inc. COM USD0.16 2/3                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3333 | NS      | $546711.99    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                       | Envista Holdings Corporation COM USD0.01                        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       817 | NS      | $27508.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Com Holdings Inc                              | Bill Com Holdings Inc COM                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       694 | NS      | $75618.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                | Danaher Corporation COM USD0.01                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4635 | NS      | $1230221.70   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                            | Republic Services, Inc. COM USD0.01                             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1880 | NS      | $242501.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                | Walt Disney Company COM DISNEY USD0.01                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     13010 | NS      | $1130308.80   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                        | Bank of America Corporation COM USD0.01                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     55331 | NS      | $1832562.72   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                           | Eastman Chemical Company COM USD0.01                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1142 | NS      | $93004.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                               | Electronic Arts Inc. COM USD0.01                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2288 | NS      | $279547.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                               | Emerson Electric Co. COM USD0.50                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3401 | NS      | $326700.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                           | Atmos Energy Corporation COM NPV                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       765 | NS      | $85733.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                         | Essex Property Trust, Inc. COM USD0.0001                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       581 | NS      | $123125.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc. COM USD0.01                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1472 | NS      | $190653.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                       | Equifax Inc. COM USD1.25                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       374 | NS      | $72690.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                            | Euronet Worldwide, Inc. COM USD0.02                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        52 | NS      | $4907.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                            | Exxon Mobil Corporation COM NPV                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     33254 | NS      | $3667916.20   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                              | Freeport-McMoRan Inc. COM USD0.10                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     10667 | NS      | $405346.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                | First Industrial Realty Trust, Inc. COM STK USD0.01             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $31755.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                   | Genuine Parts Co COM USD1.00                                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1418 | NS      | $246037.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                 | Exelon Corporation COM NPV                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6670 | NS      | $288344.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                    | New York Community Bancorp Inc. COM USD0.01                     | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      5349 | NS      | $46001.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                 | Frontier Communications Parent Inc COM                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $21403.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                    | EQT Corporation COM NPV                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2588 | NS      | $87552.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation               | First American Financial Corporation COM USD0.00001             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       743 | NS      | $38888.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                            | Cboe Global Markets Inc COM USD0.01                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1007 | NS      | $126348.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                 | HCA Healthcare Inc COM USD0.01                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1710 | NS      | $410331.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                             | Guidewire Software Inc COM USD0.0001                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       719 | NS      | $44980.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                     | Globus Med Inc COM USD0.001 CL 'A'                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       372 | NS      | $27628.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                            | WEX Inc COM USD0.01                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        99 | NS      | $16201.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | Liberty Broadband Corporation COM USD0.01 CL 'A'                | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       105 | NS      | $7964.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc.                    | SS&C Technologies Holdings Inc. COM USD0.01                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1978 | NS      | $102974.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                         | American Tower Corporation COM USD0.01                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       860 | NS      | $182199.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                 | Post Holdings Inc. COM USD0.01                                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       304 | NS      | $27439.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                       | Advanced Micro Devices, Inc. COM USD0.01                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2434 | NS      | $157650.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                                   | Agco Corporation COM USD0.01                                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       307 | NS      | $42577.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                              | Harley-Davidson, Inc. COM USD0.01                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       267 | NS      | $11107.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                 | Henry Schein, Inc. COM USD0.01                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1447 | NS      | $115571.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                 | Take-Two Interactive Software Inc. COM USD0.01                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       286 | NS      | $29781.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                        | Humana Inc. COM USD0.166                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       381 | NS      | $195144.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated COM USD0.01                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     13265 | NS      | $187036.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                    | ICU Medical Inc COM USD0.10                                     | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |        62 | NS      | $9763.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                                   | Idex Corporation COM USD0.01                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       517 | NS      | $118046.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.            | International Flavors & Fragrances Inc. COM USD0.125            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2205 | NS      | $231172.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp COM USD0.01                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     10977 | NS      | $1022946.63   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                | Acuity Brands, Inc. COM STK USD0.01                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $37096.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                            | Mohawk Industries, Inc. COM USD0.01                             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       184 | NS      | $18808.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                    | United States Steel Corporation COM USD1                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      1233 | NS      | $30886.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                       | Norfolk Southern Corporation COM USD1                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2027 | NS      | $499493.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                      | NiSource Inc. COM USD0.01                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3384 | NS      | $92789.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                  | Capital One Financial Corporation COM USD0.01                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3152 | NS      | $293009.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                              | Royal Caribbean Group COM USD0.01                               | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1014 | NS      | $50122.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                  | Service Corporation International COM USD1.00                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1858 | NS      | $128462.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                            | Sonoco Products Company COM NPV                                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1474 | NS      | $89486.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                | Clean Harbors, Inc. COM USD0.01                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       220 | NS      | $25106.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                         | Carmax Inc COM USD0.50                                          | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       852 | NS      | $51878.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                        | Southwestern Energy Company COM USD0.10                         | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      5749 | NS      | $33631.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                       | Textron Inc. COM STK USD0.125                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1194 | NS      | $84535.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | Liberty Broadband Corporation COM USD0.01 CLASS C               | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       529 | NS      | $40346.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                | STORE Capital Corp. COM USD0.01                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      2670 | NS      | $85600.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                               | Elevance Health Inc. COM USD0.01                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1440 | NS      | $738676.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation COM USD0.50                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1439 | NS      | $208741.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                                 | Franklin Resources COM USD0.10                                  | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      2081 | NS      | $54896.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Gallagher Aj &Co                                   | Gallagher Aj &Co COM USD1.00                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1503 | NS      | $283375.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                               | MKS Instruments Inc. COM NPV                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       178 | NS      | $15081.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                              | Wells Fargo & Company COM USD1.666                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     29334 | NS      | $1211200.86   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                  | Nucor Corporation COM USD0.40                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2085 | NS      | $274823.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                        | Pepsico Inc CAP USD0.016666                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3323 | NS      | $600333.18    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                  | Pioneer Natural Resources Company COM USD0.01                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       927 | NS      | $211717.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc                   | PNC Financial Services Group Inc COM USD5                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3493 | NS      | $551684.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                     | Quest Diagnostics Incorporated COM USD0.01                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1217 | NS      | $190387.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                       | The Procter & Gamble Company COM NPV                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12035 | NS      | $1824024.60   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                        | The Progressive Corporation COM USD1.00                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1069 | NS      | $138659.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                    | Pulte Group Inc COM USD0.01                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $20898.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                       | Raymond James Financial Inc. COM USD0.01                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1294 | NS      | $138263.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | Renaissancere Holdings Ltd. COM USD1                            | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       111 | NS      | $20449.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc. COM USD0.01                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       330 | NS      | $35409.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WestRock Company                                   | WestRock Company COM USD0.01                                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2759 | NS      | $97006.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                            | The Kraft Heinz Company COM USD0.01                             | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7277 | NS      | $296246.67    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                      | Paypal Holdings Incorporation COM USD0.0001                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      6186 | NS      | $440566.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Incorporation       | Ollies Bargain Outlet Holdings Incorporation COM USD0.001       | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       324 | NS      | $15176.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                            | The J M Smucker Company COM NPV                                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1159 | NS      | $183655.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                               | Schlumberger Limited COM USD0.01                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     10711 | NS      | $572610.06    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                       | Evercore Inc COM USD0.01 CLASS 'A'                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        54 | NS      | $5890.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                          | The Western Union Company COM STK USD0.01                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      4498 | NS      | $61937.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                  | Ciena Corporation COM STK USD0.01                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       691 | NS      | $35227.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                    | First Solar Inc COM STK USD0.001                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       775 | NS      | $116087.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                      | Hudson Pacific Properties Inc COM USD0.01                       | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $4573.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                    | MasterBrand Inc COMMON STOCK                                    | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |        76 | NS      | $573.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc. COM STK USD0.10                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2753 | NS      | $76946.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                          | Ansys Inc COM USD0.01                                           | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       407 | NS      | $98327.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                  | Pinnacle West Capital Corporation COM NPV                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       616 | NS      | $46840.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc. COM USD1                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       613 | NS      | $64101.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                         | Avery Dennison Corporation COM USD1                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       331 | NS      | $59911.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc. COM USD1.00                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1233 | NS      | $51268.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                         | Baxter International, Inc. COM USD1.00                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3830 | NS      | $195215.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. COM USD0.01                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5568 | NS      | $402956.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                          | Goldman Sachs Group, Inc. COM USD0.01                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2511 | NS      | $862227.18    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                        | Verizon Communications Inc. COM USD0.10                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     34761 | NS      | $1369583.40   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                  | Erie Indemnity Co CLASS'A' COM STK NPV                          | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       149 | NS      | $37059.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                     | Robert Half International Inc. COM USD0.001                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       181 | NS      | $13363.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                         | The New York Times Company CLASS'A'COM USD0.10                  | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1000 | NS      | $32460.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                    | NCR Corporation COM STK USD0.01                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       772 | NS      | $18072.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                 | Newell Brands Inc. COM USD1                                     | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      2906 | NS      | $38010.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                         | National Instruments Corp. COM USD0.01                          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       921 | NS      | $33984.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                         | Northern Trust Corporation COM USD1.666                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1693 | NS      | $149813.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                       | Northrop Grumman Corporation COM USD1                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1121 | NS      | $611628.81    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc.                          | F&G Annuities & Life Inc. COMMON STOCK                          | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | USGSE             | US        |       161 | NS      | $3228.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                              | MGIC Investment Corp. COM USD1.00                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1510 | NS      | $19630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                                 | Umpqua Holdings Co COM NPV                                      | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      1231 | NS      | $21973.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                   | Marsh & McLennan Companies, Inc. COM USD1.00                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       660 | NS      | $109216.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                       | Mattel, Inc. COM USD1.00                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       939 | NS      | $16751.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                          | Coty Inc. COM USD0.01 CL 'A'                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      5539 | NS      | $47413.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                          | Church & Dwight Co., Inc. COM USD1.00                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1339 | NS      | $107936.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                                     | Middleby Corp. COM USD0.01                                      | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       190 | NS      | $25441.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                    | LKQ Corporation COM USD0.01                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2443 | NS      | $130480.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                            | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     12148 | NS      | $3752517.20   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc.                         | Hertz Global Holdings Inc. COM NEW                              | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      1399 | NS      | $21530.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Technologies Inc                              | Sofi Technologies Inc COM                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      3870 | NS      | $17840.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycor HCM Inc.                                    | Paycor HCM Inc. COM                                             | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $11329.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp. COM USD1                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      6053 | NS      | $383941.79    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                         | Pilgrims Pride Corporation COM USD0.01                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       209 | NS      | $4959.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                           | General Electric Company COM NEW                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7420 | NS      | $621721.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Incorporation                              | Carters Incorporation COM USD0.01                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       444 | NS      | $33126.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                | Cheniere Energy Inc COM USD0.003                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       704 | NS      | $105571.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                   | DT Midstream Inc COMMON STOCK                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $25364.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                              | Robinhood Markets Inc COM CL A                                  | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      2796 | NS      | $22759.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                     | TD Synnex Corp COM USD0.001                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       548 | NS      | $51901.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                            | Intuitive Surgical Inc. COM USD0.001                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       236 | NS      | $62622.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                     | Guidestone Fds MONEY MKT INSTL                                  | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   6688973 | NS      | $6688973.36   | 4.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                               | Eagle Materials Inc. COM USD0.01                                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        91 | NS      | $12089.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                           | Darling Ingredients, Inc COM USD0.01                            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      1055 | NS      | $66032.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                     | Signature Bank COM USD0.01                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       334 | NS      | $38483.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation COM USD0.625                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      4688 | NS      | $114856.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | Chemed Corporation CAP USD1                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       161 | NS      | $82179.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                              | Newmarket Corporation COM NPV                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        72 | NS      | $22399.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                     | Salesforce Inc COM USD0.001                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6011 | NS      | $796998.49    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation COM STK USD0.01                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      7234 | NS      | $155965.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                              | East West Bancorp Inc COM USD0.001                              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $39671.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties Inc                    | Equity Lifestyle Properties Inc COM USD0.01                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       514 | NS      | $33204.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. COM USD1.00                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     22958 | NS      | $3078667.80   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation of Michigan          | Credit Acceptance Corporation of Michigan COM USD0.01           | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $12808.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Manhattan Associates Inc                           | Manhattan Associates Inc COM USD0.01                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       403 | NS      | $48924.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                       | Cummins Inc. COM USD2.50                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1199 | NS      | $290505.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                  | D.R. Horton, Inc. COM USD0.01                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       758 | NS      | $67568.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                 | Target Corporation COM STK USD0.0833                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1643 | NS      | $244872.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                   | Donaldson Co Inc COM USD5                                       | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       810 | NS      | $47684.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                  | Dover Corporation COM USD1.00                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       958 | NS      | $129722.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                 | DTE Energy Company COM NPV                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1700 | NS      | $199801.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                                  | Perkinelmer, Inc. COM USD1.00                                   | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       630 | NS      | $88338.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust                | Equity Residential Properties Trust SBI USD0.01                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3377 | NS      | $199243.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                                  | Woodward Governor COM USD0.00875                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       253 | NS      | $24442.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA, Inc.                                 | SKECHERS USA, Inc. 'A'COM USD0.001                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       658 | NS      | $27603.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                    | FMC Corporation COM USD0.10                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       830 | NS      | $103584.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                    | Xcel Energy Inc COM USD2.5                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3973 | NS      | $278547.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.               | White Mountains Insurance Group Ltd. COM USD1                   | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |         8 | NS      | $11314.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                       | General Dynamics Corporation COM USD1.00                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2327 | NS      | $577351.97    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                        | Gentex Corp COM USD0.06                                         | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      2642 | NS      | $72047.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                | General Mills, Inc. COM USD0.10                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5874 | NS      | $492534.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                         | Paccar Inc COM USD1.00                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2786 | NS      | $275730.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                     | Guidestone Fds MONEY MKT INSTL                                  | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    260605 | NS      | $260605.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                          | APA Corp. COM                                                   | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $94620.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                           | UGI Corp COM NPV                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1214 | NS      | $45002.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                            | UnitedHealth Group Inc. COM USD0.01                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       910 | NS      | $482463.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                        | Ventas Inc. COM USD0.25                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3176 | NS      | $143078.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                | Vertex Pharmaceuticals Incorporated COM USD0.01                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       560 | NS      | $161716.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust COM SHS OF BEN INT USD0.04                 | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $18833.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc                                         | Azenta Inc COM USD0.01                                          | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1516 | NS      | $88261.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                            | Webster Financial Corp. COM USD0.01                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1035 | NS      | $48996.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc. COM STK USD0.01                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        75 | NS      | $17876.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                        | Wabtec Corp COM USD0.01                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1403 | NS      | $140033.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                               | Weyerhaeuser Company COM USD1.25                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      6055 | NS      | $187705.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                              | Whirlpool Corporation COM USD1                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       379 | NS      | $53613.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                         | Alliant Energy Corporation COM USD0.01                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1125 | NS      | $62111.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                         | Marathon Petroleum Company COM USD0.01                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4074 | NS      | $474172.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp COM USD0.001                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6662 | NS      | $686119.38    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                   | PDC Energy, Inc. COM USD0.01                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       184 | NS      | $11680.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                     | Rexford Industrial Realty Inc. COM USD0.01                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      1233 | NS      | $67371.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                      | AXIS Capital Holdings Limited COM USD0.0125                     | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       655 | NS      | $35481.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                            | Molina Healthcare, Inc. COM USD0.001                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       165 | NS      | $54486.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens Bancshares Inc (North Carolina)     | First Citizens Bancshares Inc (North Carolina) CLASS'A'COM USD1 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        48 | NS      | $36401.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilon Health Inc                                  | Agilon Health Inc COM                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $3841.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                             | Marvell Technology Inc COM                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5608 | NS      | $207720.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                         | Nasdaq Inc COM USD0.01                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2708 | NS      | $166135.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                          | Travelers Companies, Inc. COM NPV                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2377 | NS      | $445663.73    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                | Broadridge Financial Solutions Inc. COM USD0.01                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       207 | NS      | $27764.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                            | UDR Inc COM USD0.01                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      3059 | NS      | $118475.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM COM STK USD0.01                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       255 | NS      | $21657.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                 | TFS Financial Corp COM STK USD0.01                              | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2703 | NS      | $38950.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                       | Macy's, Inc. COM USD0.01                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       782 | NS      | $16148.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                        | Discover Financial Services COM STK USD0.01                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2174 | NS      | $212682.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation            | The Bank of New York Mellon Corporation COM USD0.01             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6536 | NS      | $297518.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                      | Penske Automotive Group, Inc. COM STK USD0.0001                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       192 | NS      | $22066.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                     | CME Group Inc. COM USD0.01                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3017 | NS      | $507338.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                         | VMware Inc COM STK USD0.01 CLASS 'A'                            | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      1015 | NS      | $124601.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | Genpact Limited COM STK USD0.01                                 | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      1201 | NS      | $55630.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                 | Masimo Corporation COM STK USD0.001                             | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        48 | NS      | $7101.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                           | Ralph Lauren Corporation COM USD0.01 CLASS 'A'                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       379 | NS      | $40048.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                  | Marriott Vacations Worldwide Corp COM USD0.01                   | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       292 | NS      | $39300.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | Acadia Healthcare Company, Inc. COM USD0.01                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       774 | NS      | $63715.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | Tenet Healthcare Corporation COM USD0.05                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       597 | NS      | $29127.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                      | Teradata Corp COM STK USD0.01                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       272 | NS      | $9155.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                          | MSCI Inc. COM USD0.01                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        47 | NS      | $21862.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                        | Invesco Ltd COM STK USD0.20                                     | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      1036 | NS      | $18637.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                           | DISH Network Corporation COM USD0.01 CLASS A                    | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      1001 | NS      | $14054.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                            | Activision Blizzard Inc COM USD0.000001                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      6620 | NS      | $506761.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                             | Lumen Technologies Inc COM                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     10111 | NS      | $52779.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                      | Chesapeake Energy Corporation COM                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       923 | NS      | $87103.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UiPath Inc.                                        | UiPath Inc. CL A                                                | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      2440 | NS      | $31012.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                                 | Signify Health Inc CL A COM                                     | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $10031.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                | Coinbase Global Inc COM CL A                                    | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1041 | NS      | $36840.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Qorvo Inc                                          | Qorvo Inc COM USD0.0001                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       625 | NS      | $56650.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy COM USD5                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2049 | NS      | $171788.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                 | Teladoc Health Inc COM USD0.001                                 | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |       671 | NS      | $15869.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Walgreens Boots Alliance, Inc.                     | Walgreens Boots Alliance, Inc. COM USD0.01                      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      5752 | NS      | $214894.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc. COM USD0.001                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       184 | NS      | $120525.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                              | Monster Beverage Corp COM USD0.005                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       650 | NS      | $65994.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                       | Mastec, Inc. COM USD0.10                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       176 | NS      | $15018.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Camden Property Trust                              | Camden Property Trust SBI USD0.01                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       916 | NS      | $102482.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                          | Lennox International Inc. COM USD0.01                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       173 | NS      | $41386.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                    | Caterpillar Inc COM USD1.00                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       647 | NS      | $154995.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                         | TransUnion COM USD0.01                                          | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       107 | NS      | $6072.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                         | Iron Mountain Incorporated COM USD0.01                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       203 | NS      | $10119.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                      | Medtronic PLC USD0.0001                                         | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11082 | NS      | $861293.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc COM USD0.01                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3357 | NS      | $132165.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                  | National Storage Affiliates Trust USD0.01(BEN OF INT)           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $15278.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                      | Cable One Inc COM USD0.01                                       | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        15 | NS      | $10677.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                           | The Chemours Company LLC COM USD0.01 WI                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       169 | NS      | $5174.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                   | Zillow Group Inc COM USD0.0001 CLASS A                          | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       576 | NS      | $17976.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Godaddy Inc                                        | Godaddy Inc COM USD0.001 CLASS A                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1079 | NS      | $80730.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                               | BWX Technologies Inc COM USD0.01                                | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       488 | NS      | $28343.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                              | WEC Energy Group Inc. COM USD0.01                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3437 | NS      | $322253.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Limited                     | Axalta Coating Systems Limited COM USD1.00                      | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |       370 | NS      | $9423.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                | Virtu Financial Inc COM CL A USD0.00001                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       751 | NS      | $15327.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                      | Chubb Limited ORD CHF24.15                                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3811 | NS      | $840706.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                          | Block Inc COM USD0.0000001 CL A                                 | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      3657 | NS      | $229805.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation                    | Lumentum Holdings Incorporation COM USD0.001                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       375 | NS      | $19563.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc. CAP USD0.001 CL C                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5957 | NS      | $528564.61    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Incorporation                     | OneMain Holdings Incorporation USD0.01                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      1531 | NS      | $50997.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                       | Avangrid Inc COM NPV                                            | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       421 | NS      | $18094.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                        | Ionis Pharmaceuticals, Inc. COM USD0.001                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1082 | NS      | $40867.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                             | Liberty Media Corp Del COM USD0.01 SERIES A                     | CUSIP: 531229409<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       116 | NS      | $4559.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC COM USD1                                       | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3934 | NS      | $257873.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company        | Willis Towers Watson Public Limited Company COM USD0.000304635  | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       897 | NS      | $219388.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                                | Dentsply Sirona Inc COM USD0.01                                 | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1831 | NS      | $58299.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                             | Liberty Media Corp Del COM USD0.01 SER A FORMULA                | CUSIP: 531229870<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       112 | NS      | $5984.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                     | Performance Food Group Company COM USD0.01                      | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       469 | NS      | $27384.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                 | Hewlett Packard Enterprise Company COM USD0.01                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     14467 | NS      | $230893.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                 | Under Armour, Inc. COM STK USD0.0003333 CL C                    | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       968 | NS      | $8634.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                   | Zillow Group Inc COM USD0.0001 CLASS C                          | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1218 | NS      | $39231.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc. CAP STK USD0.001 CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6459 | NS      | $569877.57    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                             | HP Inc COM USD0.01                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6109 | NS      | $164148.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                               | Hubbell Incorporated COM USD0.001                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       480 | NS      | $112646.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                   | Life Storage Inc COM USD0.01                                    | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       677 | NS      | $66684.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                | Axon Enterprise Inc COM USD0.00001                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        40 | NS      | $6637.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                              | US Foods Holding Corp COM USD0.01                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       693 | NS      | $23575.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA Communications Corporation COM USD0.01 CL A                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       606 | NS      | $169867.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                              | Invitation Homes Inc. COM USD0.01                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4692 | NS      | $139070.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Janus Henderson Group PLC                          | Janus Henderson Group PLC ORD USD1.50                           | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       927 | NS      | $21803.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                | The AES Corporation COM USD0.01                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      4281 | NS      | $123121.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation COM USD0.01                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2412 | NS      | $327067.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                       | Honeywell International Inc. COM USD1                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3816 | NS      | $817768.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                    | Jones Lang LaSalle Incorporated COM USD0.01                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       637 | NS      | $101518.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                     | Archer-Daniels-Midland Company COM NPV                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4615 | NS      | $428502.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                                   | Costar Group Inc COM USD0.01                                    | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2241 | NS      | $173184.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                      | Becton, Dickinson and Company COM USD1.00                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2384 | NS      | $606251.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                             | Juniper Networks, Inc. COM USD0.00001                           | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2633 | NS      | $84150.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                         | Exact Sciences Corporation COM USD0.01                          | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1840 | NS      | $91098.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                     | Home Depot Inc COM USD0.05                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3510 | NS      | $1108668.60   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                | J. B. Hunt Transport Services, Inc. COM USD0.01                 | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       226 | NS      | $39405.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                          | Jabil Inc COM USD0.001                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       139 | NS      | $9479.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                    | Kellogg Company COM USD0.25                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      2159 | NS      | $153807.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp COM USD1.00                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      7730 | NS      | $134656.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                               | Thor Industries Inc. COM USD0.10                                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       326 | NS      | $24609.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Landstar System Inc.                               | Landstar System Inc. COM USD0.01                                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       266 | NS      | $43331.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                      | Bunge Limited COM USD0.01                                       | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1227 | NS      | $122417.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                               | Leggett & Platt Inc. COM USD0.01                                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       530 | NS      | $17081.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                        | Rollins Inc COM USD1                                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       432 | NS      | $15785.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                          | Principal Financial Group COM USD0.01                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1733 | NS      | $145433.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                           | Valmont Industries, Inc. COM USD1                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        46 | NS      | $15210.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                  | Microchip Technology Incorporated COM USD0.001                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       331 | NS      | $23252.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. COM USD0.01                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3074 | NS      | $305740.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC                 | Johnson Controls International PLC COM USD1.00                  | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      5099 | NS      | $326336.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                       | Ashland Inc. COM USD0.01                                        | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       357 | NS      | $38388.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                  | Alcoa Corporation COM USD0.01                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1294 | NS      | $58838.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Incorporation                                 | Okta Incorporation COM USD0.0001 CL A                           | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       691 | NS      | $47216.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                        | Deckers Outdoor Corporation COM USD0.01                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        15 | NS      | $5987.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                    | Pinnacle Financial Partners Inc COM USD1.00                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       110 | NS      | $8074.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                           | Digital Realty Trust Inc COM STK USD0.01                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2358 | NS      | $236436.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                                  | Dominos Pizza Inc COM USD0.01                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        90 | NS      | $31176.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Incorporation                               | Natera Incorporation COM USD0.0001                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $16108.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                | Fortive Corporation COM USD0.01                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2282 | NS      | $146618.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                 | RH COM USD0.0001                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        18 | NS      | $4809.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                               | Baker Hughes Company COM USD0.0001 CL A                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7130 | NS      | $210548.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Energy Corporation                          | Vistra Energy Corporation COM USD0.01                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2406 | NS      | $55819.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                             | Schneider National Inc COM NPV CL B                             | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       610 | NS      | $14274.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc.                                    | Altice USA Inc. COM USD0.01 CL A                                | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       740 | NS      | $3404.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp COM USD0.01                                | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      1368 | NS      | $14158.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen NV                                          | Qiagen NV EUR0.01                                               | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       140 | NS      | $6981.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                             | DXC Technology Company COM USD0.01                              | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1336 | NS      | $35404.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                      | Hilton Worldwide Holdings Inc COM USD0.01                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       502 | NS      | $63432.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                               | Cleveland-Cliffs Inc COM USD0.125                               | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      3198 | NS      | $51519.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Twilio Inc                                         | Twilio Inc COM USD0.001 CL A                                    | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       628 | NS      | $30746.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc. COM USD0.01                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1215 | NS      | $196246.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                               | United Rentals, Inc. COM USD0.01                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        31 | NS      | $11018.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                | Mercury Systems Inc COM USD0.01                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       340 | NS      | $15211.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                 | Coterra Energy Inc COM USD0.10                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5353 | NS      | $131523.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Graco Inc                                          | Graco Inc COM USD1                                              | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       543 | NS      | $36522.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                | Global Payments Inc COM NPV                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2240 | NS      | $222476.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                  | Hormel Foods Corp COM USD0.0586                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      3781 | NS      | $172224.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                              | Align Technology Inc. COM USD0.0001                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        73 | NS      | $15395.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                         | Heico Corp COM USD0.01                                          | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        81 | NS      | $9707.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                         | Eastgroup Properties, Inc. COM USD0.0001                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       275 | NS      | $40716.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                        | International Paper Company COM USD1.00                         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      4091 | NS      | $141671.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.           | The Interpublic Group of Companies, Inc. COM USD0.10            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2902 | NS      | $96665.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.        | The Hartford Financial Services Group, Inc. COM USD0.01         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2999 | NS      | $227414.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                         | Kimberly-Clark Corporation COM USD1.25                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1902 | NS      | $258196.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                         | Zimmer Biomet Holdings Inc COM USD0.01                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1662 | NS      | $211905.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                         | Lithia Motors Incorporated CL'A'COM NPV                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       189 | NS      | $38695.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                  | McCormick & Company, Incorporated COM NPV                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2235 | NS      | $185259.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                 | Markel Corporation COM NPV                                      | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        73 | NS      | $96176.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                          | Host Hotels & Resorts Inc COM STK USD0.01                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      4143 | NS      | $66495.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                      | Martin Marietta Materials Inc COM USD0.01                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       475 | NS      | $160535.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                           | Marathon Oil Corporation COM USD1.00                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      4540 | NS      | $122897.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                          | National Fuel Gas Company COM USD1                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       469 | NS      | $29687.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                | Newmont Corporation COM USD1.60                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6737 | NS      | $317986.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                      | MAR 23 EMINI S&P MAR 23                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        36 | NC      | $6949800.00   | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                      | FUT. CME MICRO S&P MAR23                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        19 | NC      | $366795.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                  | Northern Inst Fds LIQ ASET PORTF                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    429339 | NS      | $429338.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer