# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001398344-23-004852
**Filing Date:** 2023-2
**Character Count:** 125160
**Document Hash:** 4394bc6b861703db6a46e12ade829743
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004852.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004852

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML Series Investment Fund II
- **CENTRAL INDEX KEY:** 0001317146
- **IRS NUMBER:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 23672032

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

## Series and Classes Contracts Data

### MML Equity Rotation Fund (Series ID: S000049314)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000155849 | Class II        |  |
| C000155850 | Service Class I |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MML Series Investment Fund II

- **b. Investment Company Act file number:** 811-21714

- **c. CIK number of Registrant:** 0001317146

- **d. LEI of Registrant:** XSZQMOMB2JPNHA01JH98

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

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 4137441000

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

- **a. Name of Series:** MML Equity Rotation Fund

- **b. EDGAR series identifier (if any):** S000049314

- **c. LEI of Series:** 5493001SQRQCWO2M5A55

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $44919981.73

**Total Liabilities:** $123935.10

**Net Assets:** $44796046.63

**Cash Not Reported:** $76981.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155849 | -4.64%               | 5.37%                | 9.80%                |
| Class ID C000155850 | -4.60%               | 5.33%                | 9.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1366215.17              | $-3600775.49                               |
| Month 2  | $0.00                    | $2283791.44                                |
| Month 3  | $-35.39                  | $3981526.65                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACADIA HEALTHCARE CO INC                        | COMMON STOCK USD.01        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       728 | NS      | $59928.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                               | COMMON STOCK USD.01        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $94894.53     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                         | COMMON STOCK USD.01        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5131 | NS      | $46538.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                          | COMMON STOCK USD.0001      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       969 | NS      | $142472.07    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                           | COMMON STOCK USD.01        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2617 | NS      | $222261.81    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP                       | COMMON STOCK USD.01        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       962 | NS      | $152409.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                       | COMMON STOCK USD.01        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1560 | NS      | $216356.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                            | REIT USD.01                | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     13227 | NS      | $136899.45    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                  | COMMON STOCK USD.01        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      2590 | NS      | $99507.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                            | COMMON STOCK USD.01        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      3099 | NS      | $133071.06    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC   CLASS A                    | COMMON STOCK USD.01        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      3799 | NS      | $78791.26     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                      | COMMON STOCK USD.01        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2984 | NS      | $135682.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDING                    | COMMON STOCK USD.01        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2448 | NS      | $101836.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                              | COMMON STOCK USD.01        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      6445 | NS      | $157580.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC  A                               | COMMON STOCK USD.01        | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      5654 | NS      | $26008.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                                      | COMMON STOCK GBP.0001      | CUSIP: G02602103<br>LEI: 549300B3YQBCA32O1V43 | Long             | EC               | CORP              | GG        |      2650 | NS      | $240885.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                                    | COMMON STOCK USD.001       | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       594 | NS      | $49622.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                     | COMMON STOCK               | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      4719 | NS      | $60025.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                    | COMMON STOCK               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1079 | NS      | $148125.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                    | REIT USD.01                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      9865 | NS      | $207954.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                           | COMMON STOCK               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7581 | NS      | $81798.99     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                        | COMMON STOCK USD.625       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      5359 | NS      | $250158.12    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CO                        | REIT USD.01                | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1261 | NS      | $43264.91     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                  | COMMON STOCK USD.01        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       605 | NS      | $66537.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                         | COMMON STOCK USD.01        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      3812 | NS      | $157588.08    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                          | COMMON STOCK USD.01        | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      4077 | NS      | $255954.06    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                                 | COMMON STOCK EUR.01        | CUSIP: L0223L101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |       463 | NS      | $4914.75      | 0.01%             |  |  |  | No            |                  3 | On Loan: —       |
| ARDAGH METAL PACKAGING SA                       | COMMON STOCK USD.01        | CUSIP: L02235106<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |      2574 | NS      | $12380.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES                      | COMMON STOCK USD.01        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       502 | NS      | $34432.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                           | COMMON STOCK USD1.0        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1651 | NS      | $172645.07    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                     | COMMON STOCK               | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       724 | NS      | $77851.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                    | COMMON STOCK USD.01        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1318 | NS      | $164829.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                            | COMMON STOCK USD.01        | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      1559 | NS      | $97063.34     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                  | COMMON STOCK USD.01        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1004 | NS      | $107729.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                             | COMMON STOCK USD1.0        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       675 | NS      | $122175.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                           | COMMON STOCK USD.01        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       753 | NS      | $123439.29    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                       | COMMON STOCK USD1.0        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2458 | NS      | $102203.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                      | COMMON STOCK USD1.0        | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      5066 | NS      | $129031.02    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                       | COMMON STOCK USD.0125      | CUSIP: G0692U109<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | BM        |      1970 | NS      | $106714.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK CO INC/THE                                 | COMMON STOCK               | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      1364 | NS      | $27716.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                             | COMMON STOCK USD.01        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       830 | NS      | $64374.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                        | COMMON STOCK               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      2507 | NS      | $100430.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH + BODY WORKS INC                           | COMMON STOCK USD.5         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      6052 | NS      | $255031.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                          | COMMON STOCK USD.01        | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      3303 | NS      | $199600.29    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                 | COMMON STOCK USD.1         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3426 | NS      | $274799.46    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO RAD LABORATORIES A                          | COMMON STOCK USD.0001      | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       399 | NS      | $167775.51    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ S WHOLESALE CLUB HOLDINGS                    | COMMON STOCK USD.01        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      3371 | NS      | $223025.36    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                    | COMMON STOCK USD.01        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1362 | NS      | $142356.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                  | COMMON STOCK USD.01        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      6047 | NS      | $243391.75    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                | COMMON STOCK USD.01        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2030 | NS      | $110695.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                       | COMMON STOCK USD.01        | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      1898 | NS      | $97310.46     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                      | REIT USD.01                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      2305 | NS      | $52254.35     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE COR A                      | COMMON STOCK USD.01        | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1234 | NS      | $33984.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                  | COMMON STOCK USD.75        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1933 | NS      | $139330.64    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | COMMON STOCK USD.01        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      4354 | NS      | $282487.52    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD                                       | COMMON STOCK USD.01        | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1258 | NS      | $125510.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                           | COMMON STOCK USD.0001      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       752 | NS      | $152475.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                            | COMMON STOCK USD.01        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1977 | NS      | $114824.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE INC                     | COMMON STOCK USD.1         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2019 | NS      | $184859.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                   | COMMON STOCK USD.01        | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        59 | NS      | $41999.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC  CL A                    | COMMON STOCK USD.1         | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       582 | NS      | $174943.38    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                                | COMMON STOCK USD.0375      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1754 | NS      | $99539.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                              | COMMON STOCK               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      3645 | NS      | $208931.40    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                             | COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6166 | NS      | $473980.42    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                           | COMMON STOCK USD1.0        | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      3807 | NS      | $113600.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER S INC                                    | COMMON STOCK USD.01        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       997 | NS      | $74386.17     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                      | COMMON STOCK USD.001       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       596 | NS      | $2825.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY S GENERAL STORES INC                      | COMMON STOCK NPV           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       938 | NS      | $210440.30    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                                   | COMMON STOCK USD.0001      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1239 | NS      | $126675.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                                 | COMMON STOCK USD.01        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      3909 | NS      | $119693.58    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                          | COMMON STOCK USD.01        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3230 | NS      | $304815.10    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                      | COMMON STOCK USD.01        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2200 | NS      | $112156.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                       | COMMON STOCK USD2.0        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1115 | NS      | $114164.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                                | COMMON STOCK USD.001       | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1395 | NS      | $103899.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                        | COMMON STOCK USD.01        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2746 | NS      | $108110.02    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                               | COMMON STOCK USD.01        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      1277 | NS      | $145731.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND CLIFFS INC                            | COMMON STOCK USD.125       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     13127 | NS      | $211475.97    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                              | COMMON STOCK USD2.5        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       548 | NS      | $23169.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                   | COMMON STOCK               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2664 | NS      | $93506.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC  CLASS A                    | COMMON STOCK USD.00001     | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      3293 | NS      | $116539.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                          | COMMON STOCK               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       852 | NS      | $74618.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                    | COMMON STOCK USD5.0        | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1078 | NS      | $72064.30     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC                         | COMMON STOCK USD5.0        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $51188.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                              | COMMON STOCK USD5.0        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      5487 | NS      | $212346.90    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                 | COMMON STOCK               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1093 | NS      | $145543.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC/THE                              | COMMON STOCK USD.1         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       430 | NS      | $142188.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COPA HOLDINGS SA CLASS A                        | COMMON STOCK               | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |       764 | NS      | $63541.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE + MAIN INC CLASS A                         | COMMON STOCK USD.01        | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $13787.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                          | REIT USD1.0                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      1816 | NS      | $45926.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                               | COMMON STOCK USD1.0        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1191 | NS      | $119635.95    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                          | COMMON STOCK USD.01        | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $65941.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CULLEN/FROST BANKERS INC                        | COMMON STOCK USD.01        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       404 | NS      | $54014.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS WRIGHT CORP                             | COMMON STOCK USD1.0        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       593 | NS      | $99025.07     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                      | COMMON STOCK USD.001       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1457 | NS      | $108794.19    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                            | COMMON STOCK USD.01        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       216 | NS      | $86218.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES  C                            | COMMON STOCK               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      6774 | NS      | $272450.28    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                             | COMMON STOCK USD.01        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2664 | NS      | $84821.76     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK S SPORTING GOODS INC                       | COMMON STOCK USD.01        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1405 | NS      | $169007.45    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP A                             | COMMON STOCK USD.01        | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      6345 | NS      | $89083.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC CL A                     | COMMON STOCK USD.001       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       948 | NS      | $66871.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                                | COMMON STOCK USD5.0        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1446 | NS      | $85126.02     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                              | REIT USD.01                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1413 | NS      | $22155.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC CLASS A                            | COMMON STOCK USD.001       | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $46145.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC CL A                             | COMMON STOCK USD.0001      | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5326 | NS      | $60663.14     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| DROPBOX INC CLASS A                             | COMMON STOCK USD.00001     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      7098 | NS      | $158853.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE MIDSTREAM LLC W/I                           | COMMON STOCK               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1353 | NS      | $74766.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                               | COMMON STOCK USD.01        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      6195 | NS      | $164167.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC                             | COMMON STOCK USD.01        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       895 | NS      | $118900.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                           | COMMON STOCK USD.001       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1404 | NS      | $92523.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                             | COMMON STOCK USD.01        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1701 | NS      | $138529.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                        | COMMON STOCK USD.001       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3978 | NS      | $164967.66    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                           | COMMON STOCK USD.01        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2838 | NS      | $51623.22     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                           | COMMON STOCK USD.01        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2480 | NS      | $148328.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT INC                                     | COMMON STOCK USD.01        | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1330 | NS      | $17502.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                     | COMMON STOCK USD.001       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1282 | NS      | $68612.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                           | COMMON STOCK USD.01        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      1570 | NS      | $52861.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                                      | COMMON STOCK               | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |       535 | NS      | $28338.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                  | REIT USD.01                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       658 | NS      | $24819.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY COMPANY CL A                     | COMMON STOCK               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       143 | NS      | $35566.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                       | COMMON STOCK USD.001       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      1306 | NS      | $61277.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                           | COMMON STOCK USD.02        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       456 | NS      | $43037.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC   A                                | COMMON STOCK USD.01        | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       957 | NS      | $104389.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                            | COMMON STOCK USD.01        | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       985 | NS      | $326300.95    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                    | COMMON STOCK USD.001       | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2883 | NS      | $46243.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL WASH INC                        | COMMON STOCK USD.01        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1377 | NS      | $143097.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| F+G ANNUITIES + LIFE INC                        | COMMON STOCK               | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       461 | NS      | $9224.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL                     | COMMON STOCK USD.0001      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      6785 | NS      | $255251.70    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                        | COMMON STOCK USD.00001     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      2634 | NS      | $137863.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                              | COMMON STOCK USD.01        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2933 | NS      | $76375.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                              | COMMON STOCK USD.625       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2956 | NS      | $72422.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                 | COMMON STOCK USD.001       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       945 | NS      | $141551.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW                                      | COMMON STOCK USD.01        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       386 | NS      | $68271.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                               | COMMON STOCK USD.01        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3109 | NS      | $89352.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                                  | COMMON STOCK USD1.25       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2883 | NS      | $88450.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP                                        | COMMON STOCK USD.01        | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      8520 | NS      | $111186.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS I                    | COMMON STOCK USD.01        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2961 | NS      | $169102.71    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP   CLASS A                              | COMMON STOCK USD.01        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3260 | NS      | $99006.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP   CLASS B                              | COMMON STOCK USD.01        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1578 | NS      | $44894.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                          | COMMON STOCK USD.1         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      3756 | NS      | $99083.28     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARE                    | COMMON STOCK USD.25        | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6202 | NS      | $158026.96    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                              | COMMON STOCK USD.01        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       421 | NS      | $66854.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                                     | COMMON STOCK USD.05        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      5008 | NS      | $56490.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| GATES INDUSTRIAL CORP PLC                       | COMMON STOCK USD.01        | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2903 | NS      | $33123.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                     | COMMON STOCK USD.01        | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      2380 | NS      | $110241.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                     | COMMON STOCK USD.06        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1630 | NS      | $44450.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                  | COMMON STOCK USD1.0        | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1591 | NS      | $191795.05    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                      | COMMON STOCK USD.01        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       805 | NS      | $85056.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                    | COMMON STOCK USD.01        | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7529 | NS      | $167520.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                     | COMMON STOCK USD.001       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1522 | NS      | $44427.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                               | COMMON STOCK USD.01        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      2675 | NS      | $114195.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| H+R BLOCK INC                                   | COMMON STOCK               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      2035 | NS      | $74297.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                 | COMMON STOCK USD.01        | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      8580 | NS      | $54568.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| HANOVER INSURANCE GROUP INC/                    | COMMON STOCK USD.01        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       896 | NS      | $121076.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY DAVIDSON INC                             | COMMON STOCK USD.01        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      3406 | NS      | $141689.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SVCS GRP                     | COMMON STOCK USD.01        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2414 | NS      | $183053.62    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDS                          | COMMON STOCK               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      2403 | NS      | $100565.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                            | COMMON STOCK USD.001       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $9588.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HENRY SCHEIN INC                                | COMMON STOCK USD.01        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2047 | NS      | $163493.89    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ GLOBAL HLDGS INC                          | COMMON STOCK USD.01        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      5900 | NS      | $90801.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE                      | COMMON STOCK USD.01        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     32899 | NS      | $525068.04    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                | COMMON STOCK               | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3427 | NS      | $177827.03    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                        | REIT USD.01                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      2364 | NS      | $66144.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                     | COMMON STOCK USD.01        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2127 | NS      | $159120.87    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES IN                    | REIT USD.01                | CUSIP: 444097109<br>LEI: 5493007NTUGLGZ8T3526 | Long             | EC               | CORP              | US        |      1895 | NS      | $18438.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIE                    | COMMON STOCK USD.01        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       990 | NS      | $228373.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                   | COMMON STOCK USD.01        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      5042 | NS      | $138554.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                         | COMMON STOCK USD.01        | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      1617 | NS      | $64680.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC                                         | COMMON STOCK USD.0001      | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      1889 | NS      | $83871.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                                 | COMMON STOCK USD.1         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       183 | NS      | $28818.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                     | COMMON STOCK               | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       528 | NS      | $56944.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                   | COMMON STOCK USD.01        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1387 | NS      | $135828.91    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDING                    | COMMON STOCK USD.01        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       683 | NS      | $38295.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GRO CL A                    | COMMON STOCK USD.01        | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2332 | NS      | $168720.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                          | COMMON STOCK USD1.0        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      5286 | NS      | $183054.18    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                    | COMMON STOCK USD.1         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      7798 | NS      | $259751.38    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                     | COMMON STOCK USD.2         | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      9456 | NS      | $170113.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                              | COMMON STOCK USD.0001      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       830 | NS      | $78576.10     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                       | COMMON STOCK USD.001       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3491 | NS      | $238086.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                       | COMMON STOCK USD1.5        | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      3488 | NS      | $82037.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP IN                    | COMMON STOCK USD1.0        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      5306 | NS      | $181889.68    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                            | COMMON STOCK USD.01        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      8122 | NS      | $52630.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                               | COMMON STOCK               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       930 | NS      | $147367.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                          | COMMON STOCK USD.01        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1242 | NS      | $197937.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                            | COMMON STOCK USD.00001     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2440 | NS      | $77982.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                         | COMMON STOCK USD.001       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      3510 | NS      | $185328.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                                     | COMMON STOCK USD.1         | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1608 | NS      | $79113.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                         | COMMON STOCK USD1.0        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5872 | NS      | $102290.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                              | REIT USD.01                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1649 | NS      | $63766.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT SWIFT TRANSPORTATION                     | COMMON STOCK USD.01        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $210793.02    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                      | COMMON STOCK USD.01        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      3186 | NS      | $80446.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CRP OF AMER HLDGS                    | COMMON STOCK USD.1         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       819 | NS      | $192858.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                             | COMMON STOCK USD.01        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       933 | NS      | $151985.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD CL A                                 | COMMON STOCK USD.01        | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |      2388 | NS      | $82791.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                       | COMMON STOCK USD.01        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1507 | NS      | $186898.14    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT + PLATT INC                             | COMMON STOCK USD.01        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      3325 | NS      | $107164.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                             | COMMON STOCK USD.0001      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3186 | NS      | $335135.34    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP   B SHS                             | COMMON STOCK USD.1         | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       190 | NS      | $14208.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP A                                   | COMMON STOCK USD.1         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2673 | NS      | $241906.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                        | COMMON STOCK USD.01        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       516 | NS      | $123442.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE S INC                                    | COMMON STOCK USD.001       | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1717 | NS      | $20964.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA COR SIRIUSXM A                    | TRACKING STK USD.01        | CUSIP: 531229409<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       932 | NS      | $36636.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA COR SIRIUSXM C                    | TRACKING STK USD.01        | CUSIP: 531229607<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      1994 | NS      | $78025.22     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS                       | COMMON STOCK               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       414 | NS      | $59818.86     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                           | COMMON STOCK               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      4299 | NS      | $132065.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                               | COMMON STOCK               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       715 | NS      | $146389.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                  | COMMON STOCK USD.01        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       205 | NS      | $45141.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                        | COMMON STOCK USD.01        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3497 | NS      | $186774.77    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                      | COMMON STOCK USD.01        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2719 | NS      | $158599.27    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                          | COMMON STOCK USD1.0        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2061 | NS      | $122011.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | COMMON STOCK USD1.0        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     26018 | NS      | $135813.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | COMMON STOCK USD.001       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1540 | NS      | $80341.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY S INC                                      | COMMON STOCK USD.01        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      7207 | NS      | $148824.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                               | COMMON STOCK USD.01        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1327 | NS      | $110419.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HLDGS A                    | COMMON STOCK USD.01        | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $13737.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                                     | COMMON STOCK               | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       130 | NS      | $171273.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                      | COMMON STOCK USD.1         | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1506 | NS      | $128506.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                                 | COMMON STOCK               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2961 | NS      | $22355.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                      | COMMON STOCK USD1.0        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      6054 | NS      | $108003.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                         | COMMON STOCK USD1.0        | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |      5115 | NS      | $155189.10    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                            | COMMON STOCK USD1.0        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      7674 | NS      | $99762.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                       | COMMON STOCK USD.01        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3734 | NS      | $125201.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                   | COMMON STOCK USD.01        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       520 | NS      | $69628.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                             | COMMON STOCK               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1141 | NS      | $96676.93     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                           | COMMON STOCK USD.01        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1331 | NS      | $136054.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | COMMON STOCK USD.001       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       950 | NS      | $313709.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO   B                    | COMMON STOCK USD.01        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      3977 | NS      | $204895.04    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO A                      | COMMON STOCK USD.001       | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       851 | NS      | $69526.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                            | COMMON STOCK USD1.0        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1470 | NS      | $93051.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                 | COMMON STOCK USD.01        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3219 | NS      | $75356.79     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP                      | COMMON STOCK USD.01        | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      9420 | NS      | $81012.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO A                             | COMMON STOCK USD.1         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1322 | NS      | $42912.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                               | COMMON STOCK USD1.0        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      9560 | NS      | $125044.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                                  | COMMON STOCK               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       133 | NS      | $41377.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP   CLASS A                             | COMMON STOCK USD.01        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      6739 | NS      | $122649.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP   CLASS B                             | COMMON STOCK               | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2104 | NS      | $38797.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                         | COMMON STOCK USD.01        | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       984 | NS      | $172229.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                    | COMMON STOCK USD.01        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3130 | NS      | $85824.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                                   | COMMON STOCK               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2749 | NS      | $44368.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG ENERGY INC                                  | COMMON STOCK USD.01        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      5932 | NS      | $188756.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                              | COMMON STOCK USD.01        | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2091 | NS      | $80440.77     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                         | COMMON STOCK USD.01        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        31 | NS      | $142989.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                          | COMMON STOCK USD1.0        | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7160 | NS      | $172914.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                       | COMMON STOCK USD1.0        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      3543 | NS      | $187566.42    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE S BARGAIN OUTLET HOLDI                    | COMMON STOCK USD.001       | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       827 | NS      | $38736.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS                      | REIT USD.1                 | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3142 | NS      | $87818.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP                                   | COMMON STOCK USD.15        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3142 | NS      | $256292.94    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS INC                            | COMMON STOCK USD.01        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2978 | NS      | $99197.18     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON + CO                                    | COMMON STOCK USD.01        | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      6376 | NS      | $178081.68    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                    | COMMON STOCK USD.01        | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       566 | NS      | $49915.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                     | COMMON STOCK               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5678 | NS      | $287931.38    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                   | COMMON STOCK USD.001       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2454 | NS      | $209326.20    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| P G + E CORP                                    | COMMON STOCK               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     12116 | NS      | $197006.16    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                       | COMMON STOCK USD.01        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       689 | NS      | $88129.99     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                 | COMMON STOCK               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      2878 | NS      | $66050.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL CLASS B                        | COMMON STOCK USD.001       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      7104 | NS      | $119915.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                  | COMMON STOCK USD.01        | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      2396 | NS      | $152098.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | COMMON STOCK USD.01        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4161 | NS      | $123581.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                     | COMMON STOCK USD.0001      | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       695 | NS      | $79876.35     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                     | COMMON STOCK USD.01        | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      2302 | NS      | $103543.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                       | COMMON STOCK USD.01        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      3826 | NS      | $223400.14    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                                  | COMMON STOCK EUR.001       | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      1031 | NS      | $35146.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS CO                    | COMMON STOCK USD.001       | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      2172 | NS      | $20590.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PILGRIM S PRIDE CORP                            | COMMON STOCK USD.01        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      1135 | NS      | $26933.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS                     | COMMON STOCK USD1.0        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1100 | NS      | $80740.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL                           | COMMON STOCK               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1781 | NS      | $135427.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                           | COMMON STOCK USD.01        | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      1749 | NS      | $14883.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                     | COMMON STOCK USD.01        | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1417 | NS      | $143117.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                     | COMMON STOCK USD.01        | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1898 | NS      | $125875.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                               | COMMON STOCK USD.01        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1408 | NS      | $127086.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER INC CLASS A                             | COMMON STOCK USD.01        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2479 | NS      | $86715.42     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                   | COMMON STOCK               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       968 | NS      | $137281.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP                       | COMMON STOCK USD.01        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2637 | NS      | $221297.04    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                       | COMMON STOCK USD1.0        | CUSIP: 743606105<br>LEI: 549300D003QRZFSQ4N43 | Long             | EC               | CORP              | US        |      1106 | NS      | $80384.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                                  | COMMON STOCK USD.01        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5988 | NS      | $272633.64    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                        | COMMON STOCK USD1.0        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1679 | NS      | $118520.61    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                       | COMMON STOCK USD.0001      | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      2527 | NS      | $229047.28    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | COMMON STOCK USD.01        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1798 | NS      | $281279.12    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                | COMMON STOCK USD.001       | CUSIP: 219798105<br>LEI: 549300X2FQ6S98OQLQ46 | Long             | EC               | CORP              | US        |      1251 | NS      | $107173.17    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                               | COMMON STOCK USD.01        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1142 | NS      | $120675.14    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                            | COMMON STOCK USD.01        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      2791 | NS      | $69830.82     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC                     | COMMON STOCK USD.01        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1787 | NS      | $190940.95    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                          | COMMON STOCK USD.01        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      6404 | NS      | $138070.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA                    | COMMON STOCK USD.01        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1692 | NS      | $240416.28    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL + ALUMINUM                       | COMMON STOCK               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1451 | NS      | $293740.44    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                      | COMMON STOCK USD1.0        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       838 | NS      | $154384.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS I                    | COMMON STOCK USD.001       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $29470.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                              | COMMON STOCK USD.0001      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       440 | NS      | $117563.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                              | REIT USD.01                | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     10802 | NS      | $88252.34     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTL INC                            | COMMON STOCK USD.001       | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1370 | NS      | $101147.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC CLASS A                          | COMMON STOCK USD.00001     | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3159 | NS      | $22113.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                           | COMMON STOCK USD.01        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1084 | NS      | $105635.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                         | COMMON STOCK               | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      2592 | NS      | $44582.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS INC                     | COMMON STOCK USD.001       | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $24906.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                | COMMON STOCK USD.5         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1233 | NS      | $103041.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL INC CL B                     | COMMON STOCK               | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1367 | NS      | $31987.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTE                       | COMMON STOCK USD.0001      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1409 | NS      | $156300.37    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO                           | COMMON STOCK USD.01        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       992 | NS      | $48201.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SEABOARD CORP                                   | COMMON STOCK USD1.0        | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         6 | NS      | $22651.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                 | COMMON STOCK USD.1         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2073 | NS      | $103401.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                         | COMMON STOCK USD.01        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       913 | NS      | $53227.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING                    | COMMON STOCK EUR.01        | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      1733 | NS      | $69978.54     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL                      | COMMON STOCK USD1.0        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1537 | NS      | $106268.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                             | COMMON STOCK USD.01        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      2129 | NS      | $110367.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                    | COMMON STOCK USD.01        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       449 | NS      | $52676.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                    | COMMON STOCK               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      1953 | NS      | $45407.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC CL A                           | COMMON STOCK USD.001       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      3388 | NS      | $142126.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                          | COMMON STOCK USD.25        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2318 | NS      | $211239.34    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                            | REIT USD.01                | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1549 | NS      | $52232.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM CORP                                        | COMMON STOCK USD.2         | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      6829 | NS      | $113361.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (A.O.) CORP                               | COMMON STOCK USD1.0        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1956 | NS      | $111961.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP ON INC                                     | COMMON STOCK USD1.0        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       533 | NS      | $121785.17    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                              | COMMON STOCK               | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1199 | NS      | $72791.29     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                          | COMMON STOCK USD.01        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     13886 | NS      | $81233.10     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC                    | COMMON STOCK USD.01        | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      1009 | NS      | $61468.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                  | COMMON STOCK               | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      2608 | NS      | $40867.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK + DECKER INC                      | COMMON STOCK USD2.5        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1283 | NS      | $96378.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Navigator Securities Lending Trust | Prime Portfolio            | CUSIP: 638995910<br>LEI: 5493005HD34MZLK62085 | Long             | STIV             | RF                | US        |     98172 | NS      | $98171.75     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                              | COMMON STOCK USD.005       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3908 | NS      | $381811.60    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                                  | COMMON STOCK USD.01        | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       864 | NS      | $43104.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                           | COMMON STOCK USD.15        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      2616 | NS      | $152695.92    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                             | COMMON STOCK USD.001       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      9336 | NS      | $306780.96    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                               | COMMON STOCK USD.01        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      1312 | NS      | $48124.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                          | COMMON STOCK USD1.0        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      3542 | NS      | $133002.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                    | COMMON STOCK USD.01        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      6382 | NS      | $243026.56    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                            | COMMON STOCK USD.001       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2423 | NS      | $178090.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                  | COMMON STOCK USD.001       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1079 | NS      | $102192.09    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL I                    | COMMON STOCK USD.01        | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      4289 | NS      | $147241.37    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                           | COMMON STOCK USD.05        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2656 | NS      | $129586.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP                                   | COMMON STOCK USD.01        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      2639 | NS      | $88828.74     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                     | COMMON STOCK USD.125       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      3113 | NS      | $220400.40    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                             | COMMON STOCK USD.1         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      1340 | NS      | $101156.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| TIMKEN CO                                       | COMMON STOCK               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1578 | NS      | $111517.26    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                               | COMMON STOCK USD.01        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2783 | NS      | $138927.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                   | COMMON STOCK               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       475 | NS      | $74332.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                         | COMMON STOCK USD1.0        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1071 | NS      | $121237.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL   LEISURE CO                             | COMMON STOCK USD.01        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2122 | NS      | $77240.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC CL A                            | COMMON STOCK USD.1         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2449 | NS      | $152450.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| U HAUL HOLDING CO                               | COMMON STOCK USD.25        | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       249 | NS      | $14987.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| U HAUL HOLDING CO NON VOTING                    | COMMON STOCK               | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      2050 | NS      | $112709.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                        | COMMON STOCK               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      5302 | NS      | $196545.14    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORP                            | COMMON STOCK               | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      5388 | NS      | $96175.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC CLASS A                        | COMMON STOCK USD.000333    | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4888 | NS      | $49662.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC CLASS C                        | COMMON STOCK USD.000333    | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      5657 | NS      | $50460.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                              | COMMON STOCK USD.01        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       582 | NS      | $206854.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                        | COMMON STOCK USD1.0        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      6540 | NS      | $163827.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                            | COMMON STOCK USD.01        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      4239 | NS      | $134800.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES B                     | COMMON STOCK USD.01        | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1644 | NS      | $231623.16    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                      | COMMON STOCK USD.1         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      5072 | NS      | $208104.16    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                            | COMMON STOCK USD.0001      | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       544 | NS      | $7191.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US FOODS HOLDING CORP                           | COMMON STOCK USD.01        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5636 | NS      | $191736.72    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES                              | COMMON STOCK USD1.0        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       194 | NS      | $64149.98     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                   | COMMON STOCK USD.01        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      3260 | NS      | $106439.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                              | COMMON STOCK USD.0001      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      7687 | NS      | $105004.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                      | COMMON STOCK USD.0001      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      1742 | NS      | $55134.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                     | COMMON STOCK               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     13807 | NS      | $153671.91    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA S SECRET + CO                          | COMMON STOCK USD.01        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      2094 | NS      | $74923.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC CLASS A                     | COMMON STOCK USD.00001     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      2521 | NS      | $51453.61     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                    | COMMON STOCK USD.0001      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      4075 | NS      | $78769.75     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                            | REIT USD.04                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $38769.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                              | COMMON STOCK USD.01        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2572 | NS      | $158152.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                      | COMMON STOCK USD.5         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       308 | NS      | $76815.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC  CLASS A                            | COMMON STOCK USD.001       | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1951 | NS      | $64168.39     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| WENDY S CO/THE                                  | COMMON STOCK USD.1         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      3297 | NS      | $74611.11     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                         | COMMON STOCK USD.01        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1128 | NS      | $141225.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                            | COMMON STOCK USD.01        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5062 | NS      | $159706.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                | COMMON STOCK USD.01        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      9744 | NS      | $134174.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                   | COMMON STOCK USD.01        | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       509 | NS      | $52192.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                     | COMMON STOCK               | CUSIP: 96145D105<br>LEI: 549300JEB576INN13W07 | Long             | EC               | CORP              | US        |      6419 | NS      | $225692.04    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                  | COMMON STOCK USD1.0        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1392 | NS      | $196912.32    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SONOMA INC                             | COMMON STOCK USD.01        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1748 | NS      | $200880.16    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                        | COMMON STOCK USD.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       677 | NS      | $165580.66    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                         | COMMON STOCK               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1517 | NS      | $128216.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                    | COMMON STOCK USD.001455    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       635 | NS      | $61347.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAIN A                     | COMMON STOCK USD.01        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       314 | NS      | $21515.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                         | COMMON STOCK USD.001       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2592 | NS      | $86287.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                               | COMMON STOCK USD.01        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       911 | NS      | $37633.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                                | COMMON STOCK USD.001       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2203 | NS      | $108299.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** MML Series Investment Fund II

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO