# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056583
**Filing Date:** 2025-8
**Character Count:** 145062
**Document Hash:** c59a8227ecb976f0e538bb33992c3429
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056583.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056583

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275409

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1178471500.46

**Total Liabilities:** $154934.78

**Net Assets:** $1178316565.68

**Cash Not Reported:** $2553184.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022620 | -2.26%               | 5.34%                | 3.56%                |
| Class ID C000022621 | -2.31%               | 5.39%                | 3.51%                |
| Class ID C000022622 | -2.28%               | 5.34%                | 3.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1441.49                | $-25455703.80                              |
| Month 2  | $590156.97               | $55674928.00                               |
| Month 3  | $11850392.84             | $25586821.50                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Autoliv Inc.                                     | AUTOLIV INC COMMON STOCK USD1.0                      | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     27816 | NS      | $3112610.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                       | CROCS INC COMMON STOCK USD.001                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     21932 | NS      | $2221272.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                              | CROWN HOLDINGS INC COMMON STOCK USD5.0               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     45002 | NS      | $4634305.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                        | CUBESMART REIT USD.01                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89156 | NS      | $3789130.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                             | ECHOSTAR CORP COMMON STOCK USD.001                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     52482 | NS      | $1453751.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                 | EMCOR GROUP INC COMMON STOCK USD.01                  | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17506 | NS      | $9363784.34   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                     | ENCOMPASS HEALTH CORP COMMON STOCK USD.01            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     39423 | NS      | $4834442.49   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | ENERSYS COMMON STOCK USD.01                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     15421 | NS      | $1322659.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation             | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     40246 | NS      | $2470701.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                  | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     50354 | NS      | $1811736.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                  | FIVE BELOW INC COMMON STOCK USD.01                   | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21533 | NS      | $2824698.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                    | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001    | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42086 | NS      | $3196852.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                          | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001         | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     32807 | NS      | $7724408.15   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                          | HF SINCLAIR CORP COMMON STOCK                        | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62637 | NS      | $2573127.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | HAEMONETICS CORP COMMON STOCK USD.01                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     19648 | NS      | $1465937.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                       | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001       | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48194 | NS      | $2507051.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                        | OKTA INC COMMON STOCK                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     65379 | NS      | $6535938.63   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | OLD NATIONAL BANCORP/IN COMMON STOCK                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    127322 | NS      | $2717051.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation           | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0   | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88936 | NS      | $3418699.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | OLIN CORP COMMON STOCK USD1.0                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     45031 | NS      | $904672.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | PERMIAN RESOURCES CORP COMMON STOCK USD.0001         | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249433 | NS      | $3397277.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                      | PILGRIM'S PRIDE CORP COMMON STOCK USD.01             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     15766 | NS      | $709154.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                 | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     30067 | NS      | $3319697.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                              | PLANET FITNESS INC COMMON STOCK                      | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     32795 | NS      | $3576294.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                    | RELIANCE INC COMMON STOCK USD.001                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     20568 | NS      | $6456295.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                             | REPLIGEN CORP COMMON STOCK USD.01                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     20436 | NS      | $2541829.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                   | REXFORD INDUSTRIAL REALTY INC REIT USD.01            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     92353 | NS      | $3284996.21   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                  | ROYAL GOLD INC COMMON STOCK USD.01                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     25742 | NS      | $4577957.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                   | VALVOLINE INC COMMON STOCK USD.01                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     49715 | NS      | $1882707.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                                | VIPER ENERGY INC COMMON STOCK                        | CUSIP: 927959106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51269 | NS      | $1954886.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | VISTEON CORP COMMON STOCK                            | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10661 | NS      | $994671.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | VONTIER CORP COMMON STOCK USD.0001                   | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57846 | NS      | $2134517.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                               | YETI HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32390 | NS      | $1020932.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association        | ZIONS BANCORP NA COMMON STOCK USD.001                | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57717 | NS      | $2997820.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK               | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101627 | NS      | $1028465.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0925                         | SandP MID 400 EMINI 0925                             | CUSIP: ADI2S5WJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       132 | NC      | $929015.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                        | AAON INC COMMON STOCK USD.004                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26413 | NS      | $1947958.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                 | AGCO CORP COMMON STOCK USD.01                        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     24211 | NS      | $2497606.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                            | API GROUP CORP COMMON STOCK USD.0001                 | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99238 | NS      | $5066099.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN INC COMMON STOCK USD.01                         | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     17131 | NS      | $855350.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                   | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01    | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     27614 | NS      | $3171744.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                   | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     11119 | NS      | $2187885.63   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                         | AGREE REALTY CORP REIT USD.0001                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42947 | NS      | $3137707.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                            | ALASKA AIR GROUP INC COMMON STOCK USD.01             | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47479 | NS      | $2349260.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                        | ALBERTSONS COS INC COMMON STOCK USD.01               | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157629 | NS      | $3390599.79   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                | ALCOA CORP COMMON STOCK USD.01                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    101254 | NS      | $2988005.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                         | ATI INC COMMON STOCK USD.1                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     55174 | NS      | $4763723.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                      | SOUTHWEST GAS HOLDINGS INC COMMON STOCK              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23626 | NS      | $1757538.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC COMMON STOCK USD1.0                        | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     23082 | NS      | $1684755.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                      | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001      | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38274 | NS      | $6301431.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                             | STAG INDUSTRIAL INC REIT USD.01                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     72989 | NS      | $2648040.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                     | STARWOOD PROPERTY TRUST INC REIT USD.01              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    126127 | NS      | $2531368.89   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                           | STIFEL FINANCIAL CORP COMMON STOCK USD.15            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     40178 | NS      | $4169672.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                           | SYNAPTICS INC COMMON STOCK USD.001                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     15076 | NS      | $977226.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     54370 | NS      | $2813647.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                            | TD SYNNEX CORP COMMON STOCK USD.001                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     29212 | NS      | $3964068.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                 | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001   | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39255 | NS      | $2411042.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                    | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01     | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     80765 | NS      | $5496058.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                     | TENET HEALTHCARE CORP COMMON STOCK USD.05            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     36329 | NS      | $6393904.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | TEREX CORP COMMON STOCK USD.01                       | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     25657 | NS      | $1197925.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                  | TETRA TECH INC COMMON STOCK USD.01                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    103060 | NS      | $3706037.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                    | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     17953 | NS      | $1425468.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                   | TOPBUILD CORP COMMON STOCK                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     11114 | NS      | $3598046.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                 | TORO CO/THE COMMON STOCK USD1.0                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     39041 | NS      | $2759417.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | TRAVEL + LEISURE CO COMMON STOCK USD.01              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     25976 | NS      | $1340621.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                | TREX CO INC COMMON STOCK USD.01                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41938 | NS      | $2280588.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                  | UGI CORP COMMON STOCK                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     83871 | NS      | $3054581.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     27911 | NS      | $2935120.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                              | UFP INDUSTRIES INC COMMON STOCK                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     23621 | NS      | $2346982.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                | UNDER ARMOUR INC COMMON STOCK USD.000333             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     73850 | NS      | $504395.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                | UNDER ARMOUR INC COMMON STOCK USD.000333             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     50097 | NS      | $325129.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                           | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5         | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55429 | NS      | $2019278.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                           | US FOODS HOLDING CORP COMMON STOCK USD.01            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     90484 | NS      | $6968172.84   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                  | UNITED THERAPEUTICS CORP COMMON STOCK USD.01         | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17642 | NS      | $5069428.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                    | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01           | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17287 | NS      | $2670150.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | UNUM GROUP COMMON STOCK USD.1                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     62740 | NS      | $5066882.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                    | JH COLLATERAL                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4765923 | NS      | $47670668.96  | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                        | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01         | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51130 | NS      | $1748134.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie and Fitch Co.                        | ABERCROMBIE and FITCH CO COMMON STOCK USD.01         | CUSIP: 002896207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18632 | NS      | $1543661.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                   | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     36030 | NS      | $817520.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                      | ACUITY INC COMMON STOCK USD.01                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11970 | NS      | $3571129.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                            | AECOM COMMON STOCK USD.01                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     51745 | NS      | $5839940.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | AVIENT CORP COMMON STOCK USD.01                      | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     35800 | NS      | $1156698.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                           | AVIS BUDGET GROUP INC COMMON STOCK USD.01            | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6607 | NS      | $1116913.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                       | AVNET INC COMMON STOCK USD1.0                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     32798 | NS      | $1740917.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01   | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51647 | NS      | $5569096.01   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                         | CNO FINANCIAL GROUP INC COMMON STOCK USD.01          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38776 | NS      | $1495978.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     56603 | NS      | $1906389.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | CABOT CORP COMMON STOCK USD1.0                       | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     21012 | NS      | $1575900.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                          | CACI INTERNATIONAL INC COMMON STOCK USD.1            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      8601 | NS      | $4100096.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                               | COGNEX CORP COMMON STOCK USD.002                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     65654 | NS      | $2082544.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                   | COHERENT CORP COMMON STOCK                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     60795 | NS      | $5423521.95   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                     | COLUMBIA BANKING SYSTEM INC COMMON STOCK             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82214 | NS      | $1922163.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | COLUMBIA SPORTSWEAR CO COMMON STOCK                  | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     11990 | NS      | $732349.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                             | SHIFT4 PAYMENTS INC COMMON STOCK                     | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26389 | NS      | $2615413.79   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Laboratories Inc.                        | SILICON LABORATORIES INC COMMON STOCK USD.0001       | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     12739 | NS      | $1877219.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | SILGAN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     31803 | NS      | $1723086.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                   | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01     | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16360 | NS      | $2540871.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                             | TEXAS ROADHOUSE INC COMMON STOCK USD.001             | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25947 | NS      | $4862727.27   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                             | THOR INDUSTRIES INC COMMON STOCK USD.1               | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20809 | NS      | $1848047.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | TIMKEN CO/THE COMMON STOCK                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     24901 | NS      | $1806567.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                               | TOLL BROTHERS INC COMMON STOCK USD.01                | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38891 | NS      | $4438629.83   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                  | AUTONATION INC COMMON STOCK USD.01                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9732 | NS      | $1933261.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                     | AVANTOR INC COMMON STOCK USD.01                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266517 | NS      | $3587318.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                            | BWX TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     35733 | NS      | $5147695.98   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | BANK OZK COMMON STOCK                                | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41322 | NS      | $1944613.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                         | BATH and BODY WORKS INC COMMON STOCK USD.5           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     83310 | NS      | $2495967.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | BELDEN INC COMMON STOCK USD.01                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     15448 | NS      | $1788878.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                             | BELLRING BRANDS INC COMMON STOCK USD.01              | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49670 | NS      | $2877383.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc.                               | BILL HOLDINGS INC COMMON STOCK USD.00001             | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37072 | NS      | $1714950.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                        | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      7274 | NS      | $1755361.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                     | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     75006 | NS      | $4123079.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | BLACK HILLS CORP COMMON STOCK USD1.0                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     28360 | NS      | $1590996.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                   | BLACKBAUD INC COMMON STOCK USD.001                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     14739 | NS      | $946391.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                 | HandR BLOCK INC COMMON STOCK                         | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52362 | NS      | $2874150.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                     | BOSTON BEER CO INC/THE COMMON STOCK USD.01           | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3220 | NS      | $614408.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                          | BOYD GAMING CORP COMMON STOCK USD.01                 | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23878 | NS      | $1867975.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                       | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22453 | NS      | $1207297.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                              | BRINK'S CO/THE COMMON STOCK USD1.0                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     16427 | NS      | $1466766.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                      | BRIXMOR PROPERTY GROUP INC REIT USD.01               | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119704 | NS      | $3117092.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                               | BRUKER CORP COMMON STOCK USD.01                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     43264 | NS      | $1782476.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | BRUNSWICK CORP/DE COMMON STOCK USD.75                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     25690 | NS      | $1419115.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                           | BURLINGTON STORES INC COMMON STOCK USD.0001          | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24636 | NS      | $5731319.04   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | CADENCE BANK COMMON STOCK USD2.5                     | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72896 | NS      | $2331214.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                  | CARLISLE COS INC COMMON STOCK USD1.0                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     16878 | NS      | $6302245.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                           | CARLYLE GROUP INC/THE COMMON STOCK USD1.0            | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83335 | NS      | $4283419.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                 | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     19469 | NS      | $5380842.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                      | CASEY'S GENERAL STORES INC COMMON STOCK              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     14518 | NS      | $7408099.86   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                  | CAVA GROUP INC COMMON STOCK USD.0001                 | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32118 | NS      | $2705299.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                            | CELSIUS HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61492 | NS      | $2852613.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                            | CHAMPIONX CORP COMMON STOCK USD.01                   | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74874 | NS      | $1859870.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                            | CHART INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     17575 | NS      | $2893723.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | CHEMED CORP COMMON STOCK USD1.0                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5722 | NS      | $2786213.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                       | CHEWY INC COMMON STOCK USD.01                        | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86404 | NS      | $3682538.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                 | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8647 | NS      | $1097131.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Incorporated                     | CHURCHILL DOWNS INC COMMON STOCK                     | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28251 | NS      | $2853351.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                | CIENA CORP COMMON STOCK USD.01                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     55595 | NS      | $4521541.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                | CIRRUS LOGIC INC COMMON STOCK USD.001                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     20786 | NS      | $2167044.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                           | CIVITAS RESOURCES INC COMMON STOCK                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     33313 | NS      | $916773.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                               | CLEAN HARBORS INC COMMON STOCK USD.01                | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19699 | NS      | $4554014.82   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | CLEVELAND-CLIFFS INC COMMON STOCK USD.125            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    189598 | NS      | $1440944.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                      | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     22927 | NS      | $2559799.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                         | COMFORT SYSTEMS USA INC COMMON STOCK USD.01          | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13766 | NS      | $7381466.86   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                            | COMERICA INC COMMON STOCK USD5.0                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     51398 | NS      | $3065890.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                         | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47489 | NS      | $2952391.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | COMMERCIAL METALS CO COMMON STOCK USD.01             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     44196 | NS      | $2161626.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                           | COMMVAULT SYSTEMS INC COMMON STOCK USD.01            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     17258 | NS      | $3008587.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | CONCENTRIX CORP COMMON STOCK                         | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17990 | NS      | $950861.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                               | CORE and MAIN INC COMMON STOCK USD.01                | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74079 | NS      | $4470667.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                          | COPT DEFENSE PROPERTIES REIT USD.01                  | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     44057 | NS      | $1215092.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | COTY INC COMMON STOCK USD.01                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    143289 | NS      | $666293.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | COUSINS PROPERTIES INC REIT USD1.0                   | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65673 | NS      | $1972160.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                        | CRANE CO COMMON STOCK USD1.0                         | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19115 | NS      | $3629747.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                    | CRANE NXT CO COMMON STOCK USD1.0                     | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19295 | NS      | $1040000.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                        | SAIA INC COMMON STOCK USD.001                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     10417 | NS      | $2854153.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc.                        | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 803607100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38438 | NS      | $657289.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation   | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     18448 | NS      | $2077429.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                            | LIGHT and WONDER INC COMMON STOCK USD.001            | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33002 | NS      | $3176772.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                   | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     16930 | NS      | $1116702.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                   | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0    | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23770 | NS      | $2059670.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     55678 | NS      | $4532189.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                             | SKECHERS USA INC COMMON STOCK USD.001                | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50958 | NS      | $3215449.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | SONOCO PRODUCTS CO COMMON STOCK                      | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     38575 | NS      | $1680327.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                            | SOTERA HEALTH CO COMMON STOCK USD.01                 | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59950 | NS      | $666644.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                           | SOUTHSTATE CORP COMMON STOCK USD2.5                  | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     38505 | NS      | $3543615.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                    | ILLUMINA INC COMMON STOCK USD.01                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     61913 | NS      | $5907119.33   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                   | INDEPENDENCE REALTY TRUST INC REIT USD.01            | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91282 | NS      | $1614778.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | INGREDION INC COMMON STOCK USD.01                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     25153 | NS      | $3411249.86   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                   | INSPERITY INC COMMON STOCK USD.01                    | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13981 | NS      | $840537.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                   | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01    | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170462 | NS      | $9445299.42   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                         | KBR INC COMMON STOCK USD.001                         | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50742 | NS      | $2432571.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                          | KB HOME COMMON STOCK USD1.0                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     28056 | NS      | $1486126.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                               | KEMPER CORP COMMON STOCK USD.1                       | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     23528 | NS      | $1518497.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | KILROY REALTY CORP REIT USD.01                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     41635 | NS      | $1428496.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                       | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01        | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8661 | NS      | $4191057.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | KIRBY CORP COMMON STOCK USD.1                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     21942 | NS      | $2488442.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                          | KITE REALTY GROUP TRUST REIT USD.01                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85973 | NS      | $1947288.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                          | KNIFE RIVER CORP COMMON STOCK USD.01                 | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22157 | NS      | $1808897.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.        | SWIFT TRANSPORTATION CO COMMON STOCK USD.01          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63380 | NS      | $2803297.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                            | KYNDRYL HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91010 | NS      | $3818779.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                        | LAMAR ADVERTISING CO REIT USD.001                    | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34406 | NS      | $4175512.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                     | LANCASTER COLONY CORP COMMON STOCK                   | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7548 | NS      | $1304067.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                             | LANDSTAR SYSTEM INC COMMON STOCK USD.01              | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13668 | NS      | $1900125.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                           | LANTHEUS HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27060 | NS      | $2215131.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01       | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53781 | NS      | $2634731.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                 | LEAR CORP COMMON STOCK USD.01                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     20910 | NS      | $1986031.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                   | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK           | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     21834 | NS      | $4526624.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                               | LITHIA MOTORS INC COMMON STOCK                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     10181 | NS      | $3439345.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                  | LITTELFUSE INC COMMON STOCK USD.01                   | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9666 | NS      | $2191572.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                          | MSA SAFETY INC COMMON STOCK                          | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15373 | NS      | $2575438.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                   | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     17435 | NS      | $1482323.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.         | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23276 | NS      | $3335218.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                      | MACY'S INC COMMON STOCK USD.01                       | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108954 | NS      | $1270403.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                        | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01         | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23747 | NS      | $4689320.09   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                               | MANPOWERGROUP INC COMMON STOCK USD.01                | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     18102 | NS      | $731320.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                   | MAPLEBEAR INC COMMON STOCK USD.0001                  | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64246 | NS      | $2906489.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation         | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01   | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     12427 | NS      | $898596.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                               | MASIMO CORP COMMON STOCK USD.001                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     17601 | NS      | $2960840.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                      | MASTEC INC COMMON STOCK USD.1                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     23978 | NS      | $4086570.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                        | MATADOR RESOURCES CO COMMON STOCK USD.01             | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45541 | NS      | $2173216.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                      | MATTEL INC COMMON STOCK USD1.0                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    126291 | NS      | $2490458.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                     | MAXIMUS INC COMMON STOCK                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     22039 | NS      | $1547137.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                            | MEDPACE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      9218 | NS      | $2893161.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                         | MIDDLEBY CORP/THE COMMON STOCK USD.01                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     20918 | NS      | $3012192.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                 | MORNINGSTAR INC COMMON STOCK                         | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10410 | NS      | $3268011.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                          | MUELLER INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     43277 | NS      | $3439223.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | MURPHY OIL CORP COMMON STOCK USD1.0                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     52469 | NS      | $1180552.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | MURPHY USA INC COMMON STOCK USD.01                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      7034 | NS      | $2861431.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                      | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     38707 | NS      | $4865082.83   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     39256 | NS      | $1759453.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                      | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0       | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     19028 | NS      | $4621901.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                            | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001        | CUSIP: G76279101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164657 | NS      | $1855684.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                 | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01   | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57216 | NS      | $1722773.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | VALARIS LTD COMMON STOCK USD.01                      | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25572 | NS      | $1076836.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company           | PERRIGO CO PLC COMMON STOCK EUR.001                  | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     53769 | NS      | $1436707.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                              | CNH INDUSTRIAL NV COMMON STOCK EUR.01                | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    342069 | NS      | $4433214.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                        | FLEX LTD COMMON STOCK                                | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |    149837 | NS      | $7479863.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc.                          | FLAGSTAR FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118511 | NS      | $1256216.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                       | NEW YORK TIMES CO/THE COMMON STOCK USD.1             | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63466 | NS      | $3552826.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2952 | NS      | $2039418.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker Inc.                                  | NEXTRACKER INC COMMON STOCK USD.0001                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56207 | NS      | $3055974.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                         | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01          | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11084 | NS      | $1916977.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                   | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01    | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24007 | NS      | $1231559.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | NOVANTA INC COMMON STOCK                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14069 | NS      | $1813916.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                 | OGE ENERGY CORP COMMON STOCK USD.01                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     78743 | NS      | $3494614.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | CHORD ENERGY CORP COMMON STOCK                       | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22589 | NS      | $2187744.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.             | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001  | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24016 | NS      | $3164828.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                  | OMEGA HEALTHCARE INVESTORS INC REIT USD.1            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    113187 | NS      | $4148303.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                     | ONE GAS INC COMMON STOCK                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     23440 | NS      | $1684398.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                             | ONTO INNOVATION INC COMMON STOCK                     | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19115 | NS      | $1929276.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                          | OPTION CARE HEALTH INC COMMON STOCK USD.0001         | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     64044 | NS      | $2080149.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                          | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     22540 | NS      | $1887950.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | OSHKOSH CORP COMMON STOCK USD.01                     | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25177 | NS      | $2858596.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                     | OVINTIV INC COMMON STOCK                             | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101617 | NS      | $3866526.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                    | OWENS CORNING COMMON STOCK USD.001                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     33265 | NS      | $4574602.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                  | PBF ENERGY INC COMMON STOCK USD.001                  | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38447 | NS      | $833146.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                 | TXNM ENERGY INC COMMON STOCK                         | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     36240 | NS      | $2041036.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH CORP COMMON STOCK USD1.0                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     18771 | NS      | $1287690.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels and Resorts Inc.                     | PARK HOTELS and RESORTS INC REIT USD.01              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     78181 | NS      | $799791.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | PARSONS CORP COMMON STOCK USD1.0                     | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18392 | NS      | $1319993.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                    | PAYLOCITY HOLDING CORP COMMON STOCK USD.001          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     16849 | NS      | $3052870.31   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                 | PEGASYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     34812 | NS      | $1884373.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                     | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001    | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7246 | NS      | $1244935.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                    | PENUMBRA INC COMMON STOCK USD.001                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     15146 | NS      | $3886917.98   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                   | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     61050 | NS      | $5340043.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | POLARIS INC COMMON STOCK USD.01                      | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     20661 | NS      | $839869.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     42833 | NS      | $1740304.79   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                               | POST HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     17652 | NS      | $1924597.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                       | POTLATCHDELTIC CORP REIT USD1.0                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     27974 | NS      | $1073362.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                          | POWER INTEGRATIONS INC COMMON STOCK USD.001          | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22016 | NS      | $1230694.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                   | PRIMERICA INC COMMON STOCK                           | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12852 | NS      | $3517206.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                       | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37267 | NS      | $2617634.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                | PURE STORAGE INC COMMON STOCK USD.0001               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    121553 | NS      | $6999021.74   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                      | QUALYS INC COMMON STOCK USD.001                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     14208 | NS      | $2029896.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc.                                   | RB GLOBAL INC COMMON STOCK                           | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |     72431 | NS      | $7691447.89   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI CORP COMMON STOCK USD1.0                         | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32663 | NS      | $2358921.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH COMMON STOCK USD.0001                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5933 | NS      | $1121396.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                           | RPM INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     50228 | NS      | $5517043.52   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                      | RAMBUS INC COMMON STOCK USD.001                      | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42010 | NS      | $2689480.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                      | RANGE RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     93466 | NS      | $3801262.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                    | RAYONIER INC REIT                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     54834 | NS      | $1216218.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                        | RBC BEARINGS INC COMMON STOCK USD.01                 | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12260 | NS      | $4717648.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                        | REGAL REXNORD CORP COMMON STOCK USD.01               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     25945 | NS      | $3760987.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated        | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01   | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     25847 | NS      | $5127010.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                     | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42102 | NS      | $2862514.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                | RYDER SYSTEM INC COMMON STOCK USD.5                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     16169 | NS      | $2570871.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                          | SEI INVESTMENTS CO COMMON STOCK USD.01               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     37003 | NS      | $3325089.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM CORP COMMON STOCK USD.2                          | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82078 | NS      | $2691337.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                      | SABRA HEALTHCARE REIT REIT USD.01                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     93060 | NS      | $1716026.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | VORNADO REALTY TRUST REIT USD.04                     | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65314 | NS      | $2497607.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                              | VOYA FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     37662 | NS      | $2674002.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                  | WP CAREY INC REIT USD.001                            | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     85645 | NS      | $5342535.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                         | WARNER MUSIC GROUP CORP COMMON STOCK                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57058 | NS      | $1554259.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                      | WATSCO INC COMMON STOCK USD.5                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     13644 | NS      | $6025463.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                    | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     10725 | NS      | $2637170.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                    | WEBSTER FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     65797 | NS      | $3592516.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                              | WENDY'S CO/THE COMMON STOCK USD.1                    | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63086 | NS      | $720442.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                         | WESCO INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17370 | NS      | $3216924.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                  | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     42633 | NS      | $3324521.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                        | WESTERN UNION CO/THE COMMON STOCK USD.01             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    129272 | NS      | $1088470.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                             | WESTLAKE CORP COMMON STOCK USD.01                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     13041 | NS      | $990203.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                         | WEX INC COMMON STOCK USD.01                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     13394 | NS      | $1967444.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | WHIRLPOOL CORP COMMON STOCK USD1.0                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     21750 | NS      | $2205885.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                    | WINGSTOP INC COMMON STOCK USD.01                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     10913 | NS      | $3674843.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | WINTRUST FINANCIAL CORP COMMON STOCK                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     26177 | NS      | $3245424.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                    | WOODWARD INC COMMON STOCK USD.001455                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     23272 | NS      | $5703734.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                  | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01   | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30115 | NS      | $2445639.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                         | XPO INC COMMON STOCK USD.001                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     46076 | NS      | $5818938.04   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                      | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0       | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85481 | NS      | $2537930.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                           | CAPRI HOLDINGS LTD COMMON STOCK                      | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     46116 | NS      | $816253.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | ESSENT GROUP LTD COMMON STOCK USD.015                | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39660 | NS      | $2408551.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | FABRINET COMMON STOCK USD.01                         | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     14014 | NS      | $4129645.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                  | GENPACT LTD COMMON STOCK USD.01                      | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62924 | NS      | $2769285.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                        | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5        | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     49299 | NS      | $1914773.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001   | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28378 | NS      | $1427697.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company      | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001       | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     24106 | NS      | $2558128.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LIVANOVA PLC COMMON STOCK GBP1.0                     | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21326 | NS      | $960096.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                               | NVENT ELECTRIC PLC COMMON STOCK USD.01               | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     64392 | NS      | $4716714.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                      | ALLETE INC COMMON STOCK                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     22646 | NS      | $1450929.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                              | ALLY FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    108127 | NS      | $4211546.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                    | AMEDISYS INC COMMON STOCK USD.001                    | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12809 | NS      | $1260277.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                     | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01      | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257945 | NS      | $2894142.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                    | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     28092 | NS      | $3545491.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                            | AMERICAN HOMES 4 RENT REIT USD.01                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    124293 | NS      | $4483248.51   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                            | AMKOR TECHNOLOGY INC COMMON STOCK USD.001            | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44449 | NS      | $932984.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                   | ANNALY CAPITAL MANAGEMENT IN REIT USD.01             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    236659 | NS      | $4453922.38   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                     | ANTERO RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    114164 | NS      | $4598525.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                     | ANTERO MIDSTREAM CORP COMMON STOCK                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131200 | NS      | $2486240.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                    | APPFOLIO INC COMMON STOCK USD.0001                   | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9014 | NS      | $2075743.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.             | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     14896 | NS      | $3462575.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                  | APTARGROUP INC COMMON STOCK USD.01                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     25830 | NS      | $4040586.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                          | ARAMARK COMMON STOCK USD.01                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    102500 | NS      | $4291675.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                           | ARROW ELECTRONICS INC COMMON STOCK USD1.0            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     20289 | NS      | $2585427.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                     | ASHLAND INC COMMON STOCK                             | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17872 | NS      | $898604.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | ASSOCIATED BANC-CORP COMMON STOCK USD.01             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     63884 | NS      | $1558130.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                        | CULLEN/FROST BANKERS INC COMMON STOCK USD.01         | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25144 | NS      | $3232009.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                       | CURTISS-WRIGHT CORP COMMON STOCK USD1.0              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     14741 | NS      | $7201715.55   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                        | CYTOKINETICS INC COMMON STOCK USD.001                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     46710 | NS      | $1543298.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                | DT MIDSTREAM INC COMMON STOCK USD.01                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39734 | NS      | $4367163.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                         | DARLING INGREDIENTS INC COMMON STOCK USD.01          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     61858 | NS      | $2346892.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                             | DENTSPLY SIRONA INC COMMON STOCK USD.01              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     77946 | NS      | $1237782.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                       | DICK'S SPORTING GOODS INC COMMON STOCK USD.01        | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22092 | NS      | $4370018.52   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                    | DOCUSIGN INC COMMON STOCK USD.0001                   | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79202 | NS      | $6169043.78   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                          | DOLBY LABORATORIES INC COMMON STOCK USD.001          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     24017 | NS      | $1783502.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                           | DONALDSON CO INC COMMON STOCK USD5.0                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     46745 | NS      | $3241765.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                     | DROPBOX INC COMMON STOCK USD.00001                   | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76742 | NS      | $2194821.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                    | DUOLINGO INC COMMON STOCK USD.0001                   | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15356 | NS      | $6296267.12   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                    | DOXIMITY INC COMMON STOCK USD.001                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52215 | NS      | $3202868.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                   | DYNATRACE INC COMMON STOCK USD.001                   | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117261 | NS      | $6473979.81   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                               | ELF BEAUTY INC COMMON STOCK USD.01                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     22058 | NS      | $2744897.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR PROPERTIES REIT USD.01                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     29752 | NS      | $1733351.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | EAGLE MATERIALS INC COMMON STOCK USD.01              | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13019 | NS      | $2631270.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                           | EAST WEST BANCORP INC COMMON STOCK USD.001           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53905 | NS      | $5443326.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                        | EASTGROUP PROPERTIES INC REIT                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     20511 | NS      | $3427798.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                            | ENSIGN GROUP INC COMMON STOCK USD.001                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     22321 | NS      | $3443237.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                    | ENTEGRIS INC COMMON STOCK USD.01                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     59215 | NS      | $4775689.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                     | ENVISTA HOLDINGS CORP COMMON STOCK USD.01            | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66289 | NS      | $1295287.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                          | EQUITABLE HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118857 | NS      | $6667877.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                 | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01           | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74777 | NS      | $4611497.59   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB CORP COMMON STOCK USD.001                       | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22288 | NS      | $2686818.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                         | ESSENTIAL UTILITIES INC COMMON STOCK USD.5           | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100873 | NS      | $3746423.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                           | EURONET WORLDWIDE INC COMMON STOCK USD.02            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     15899 | NS      | $1611840.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                    | EVERCORE INC COMMON STOCK USD.01                     | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14062 | NS      | $3797021.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                    | EXELIXIS INC COMMON STOCK USD.001                    | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106660 | NS      | $4701039.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                         | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     63632 | NS      | $2786445.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                    | EXPONENT INC COMMON STOCK USD.001                    | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19849 | NS      | $1482918.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                               | FNB CORP/PA COMMON STOCK USD.01                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    140726 | NS      | $2051785.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                              | FTI CONSULTING INC COMMON STOCK USD.01               | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     13171 | NS      | $2127116.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                            | FEDERATED HERMES INC COMMON STOCK                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     29512 | NS      | $1307971.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                 | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    102045 | NS      | $5720642.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                        | FIRST HORIZON CORP COMMON STOCK USD.625              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    198386 | NS      | $4205783.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.               | FIRST INDUSTRIAL REALTY TRUST REIT USD.01            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51783 | NS      | $2492315.79   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                          | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15096 | NS      | $2040073.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                | FLUOR CORP COMMON STOCK USD.01                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     64403 | NS      | $3301941.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                               | FLOWERS FOODS INC COMMON STOCK USD.01                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     76798 | NS      | $1227232.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | FLOWSERVE CORP COMMON STOCK USD1.25                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     51130 | NS      | $2676655.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                  | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01   | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     47036 | NS      | $2421413.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc.              | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87109 | NS      | $3170767.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX CORP COMMON STOCK USD.625                       | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     13963 | NS      | $2144158.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                               | GXO LOGISTICS INC COMMON STOCK USD.01                | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44751 | NS      | $2179373.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.               | GAMING AND LEISURE PROPERTIES REIT                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    107491 | NS      | $5017679.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                   | GAMESTOP CORP COMMON STOCK USD.001                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    159201 | NS      | $3882912.39   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| The Gap Inc.                                     | GAP INC/THE COMMON STOCK USD.05                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     86904 | NS      | $1895376.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | GENTEX CORP COMMON STOCK USD.06                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     87924 | NS      | $1933448.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                             | GLACIER BANCORP INC COMMON STOCK USD.01              | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46300 | NS      | $1994604.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                              | GLOBUS MEDICAL INC COMMON STOCK USD.001              | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44176 | NS      | $2607267.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     20902 | NS      | $1391237.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                      | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001      | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42303 | NS      | $1276281.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                   | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     63729 | NS      | $3485339.01   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company             | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    111743 | NS      | $1158774.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                       | GRACO INC COMMON STOCK USD1.0                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     65368 | NS      | $5619686.96   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                          | GRAHAM HOLDINGS CO COMMON STOCK USD1.0               | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1328 | NS      | $1256513.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                      | GRAND CANYON EDUCATION INC COMMON STOCK USD.01       | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10940 | NS      | $2067660.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118021 | NS      | $2486702.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     10210 | NS      | $663547.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                       | HAMILTON LANE INC COMMON STOCK USD.001               | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16950 | NS      | $2408934.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | HANCOCK WHITNEY CORP COMMON STOCK USD3.33            | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     33496 | NS      | $1922670.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                  | JONES LANG LASALLE INC COMMON STOCK USD.01           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     18568 | NS      | $4749323.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     24223 | NS      | $2082935.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                           | LUMENTUM HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     27143 | NS      | $2580213.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                      | MGIC INVESTMENT CORP COMMON STOCK USD1.0             | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92865 | NS      | $2585361.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                 | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     14047 | NS      | $2386163.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                             | HARLEY-DAVIDSON INC COMMON STOCK USD.01              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     42764 | NS      | $1009230.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                | HEALTHEQUITY INC COMMON STOCK USD.0001               | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33883 | NS      | $3549583.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated             | HEALTHCARE REALTY TRUST INC REIT USD.01              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    137447 | NS      | $2179909.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS INC COMMON STOCK                                 | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     26233 | NS      | $2606510.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                         | NOV INC COMMON STOCK USD.01                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    146957 | NS      | $1826675.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                        | NATIONAL FUEL GAS CO COMMON STOCK USD1.0             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     35338 | NS      | $2993481.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                    | NNN REIT INC REIT USD.01                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     73510 | NS      | $3174161.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | HEXCEL CORP COMMON STOCK USD.01                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     31450 | NS      | $1776610.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                      | HILTON GRAND VACATIONS INC COMMON STOCK USD.01       | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     22587 | NS      | $938038.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                        | HIMS and HERS HEALTH INC COMMON STOCK USD.0001       | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76683 | NS      | $3822647.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                             | HOME BANCSHARES INC/AR COMMON STOCK USD.01           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71826 | NS      | $2044167.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                | NATIONAL STORAGE AFFILIATES TR REIT USD.01           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27515 | NS      | $880204.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                              | HOULIHAN LOKEY INC COMMON STOCK USD.001              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     21038 | NS      | $3785788.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                         | HYATT HOTELS CORP COMMON STOCK USD.01                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     16405 | NS      | $2290958.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                        | IPG PHOTONICS CORP COMMON STOCK USD.0001             | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10314 | NS      | $708056.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                         | ITT INC COMMON STOCK USD1.0                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     30781 | NS      | $4827384.23   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                     | IDACORP INC COMMON STOCK                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     21128 | NS      | $2439227.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                 | VF CORP COMMON STOCK                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    129512 | NS      | $1521766.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                | VAIL RESORTS INC COMMON STOCK USD.01                 | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14603 | NS      | $2294569.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | VALLEY NATIONAL BANCORP COMMON STOCK                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    186284 | NS      | $1663516.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                          | VALMONT INDUSTRIES INC COMMON STOCK USD1.0           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7850 | NS      | $2563574.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer