# EDGAR Filing Document

**Accession Number:** 0001479360
**File Stem:** 0001479360-23-000156
**Filing Date:** 2023-3
**Character Count:** 82691
**Document Hash:** 11b1958f829a6c6f8d76a0b6cfa744fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001479360-23-000156.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001479360-23-000156

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Equity Series
- **CENTRAL INDEX KEY:** 0001479360
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22375
- **FILM NUMBER:** 23688798

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Funds Equity Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO RAE US Small Fund (Series ID: S000048957)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000154285 | Institutional Class | PMJIX           |
| C000154286 | I-2                 | PMJPX           |
| C000154289 | Class A             | PMJAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Equity Series

- **b. Investment Company Act file number:** 811-22375

- **c. CIK number of Registrant:** 0001479360

- **d. LEI of Registrant:** 549300ZSNZVZHKC5OG19

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO RAE US Small Fund

- **b. EDGAR series identifier (if any):** S000048957

- **c. LEI of Series:** 549300ONRN2G874LQ007

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

- **a. Date of fiscal year-end:** 2023-06-30

- **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:** $681899582.61

**Total Liabilities:** $4356345.47

**Net Assets:** $677543237.14

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154285 | 17.61%               | 5.14%                | -7.22%               |
| Class ID C000154289 | 17.55%               | 5.09%                | -7.34%               |
| Class ID C000154286 | 17.56%               | 5.20%                | -7.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-310680.30              | $101728373.23                              |
| Month 2  | $-7598077.89             | $40261390.55                               |
| Month 3  | $12421936.99             | $-65642852.18                              |

**Designated Index Information**

- **Index Name:** Russell 2000 Value Index

- **Index Identifier:** RUJ

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CINEMARK HOLDINGS INC                                                      | CINEMARK HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     14462 | NS      | $125240.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC CORP                                                          | CIRRUS LOGIC INC COMMON STOCK USD.001             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     53076 | NS      | $3953100.48   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                  | CNX RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    494047 | NS      | $8319751.48   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                                                | COLUMBIA BANKING SYSTEM INC COMMON STOCK          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5343 | NS      | $160984.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING COMPANY INC                                              | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    208727 | NS      | $1534143.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC                                               | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01  | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    413215 | NS      | $1785088.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                                                      | CONDUENT INC COMMON STOCK USD.01                  | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    972369 | NS      | $3938094.45   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                                              | CORECIVIC INC COMMON STOCK USD.01                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    553845 | NS      | $6402448.20   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                                                       | CSG SYSTEMS INTL INC COMMON STOCK USD.01          | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     45122 | NS      | $2580978.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                                             | CVR ENERGY INC COMMON STOCK USD.01                | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |    275647 | NS      | $8638776.98   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN INC                                                    | ALEXANDER + BALDWIN INC REIT                      | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63587 | NS      | $1190984.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                                      | DELEK US HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    438560 | NS      | $11841120.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                                         | DELUXE CORP COMMON STOCK USD1.0                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     98080 | NS      | $1665398.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                                                        | DESIGNER BRANDS INC CLASS A COMMON STOCK          | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    159395 | NS      | $1558883.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                            | DIAMONDROCK HOSPITALITY CO REIT USD.01            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     65464 | NS      | $536150.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                    | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     81700 | NS      | $893798.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                                                               | DILLARDS INC CL A COMMON STOCK                    | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |     94761 | NS      | $30626755.20  | 4.52%             |  |  |  | No            |                  1 | On Loan: —       |
| DRIL-QUIP INC                                                              | DRIL QUIP INC COMMON STOCK USD.01                 | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     25638 | NS      | $696584.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                       | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     48941 | NS      | $4580877.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                          | ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01  | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    239827 | NS      | $9976803.20   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                                           | ELME COMMUNITIES REIT USD.01                      | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     11433 | NS      | $203507.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                                            | EMCOR GROUP INC COMMON STOCK USD.01               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5977 | NS      | $885253.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                  | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001    | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     45143 | NS      | $533138.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS INC                                                                | ENERSYS COMMON STOCK USD.01                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      8462 | NS      | $624834.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                                        | EQUITY COMMONWEALTH REIT USD.01                   | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     26570 | NS      | $663452.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO                                                     | ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    481500 | NS      | $11031165.00  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                                       | FEDERATED HERMES INC COMMON STOCK                 | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     28025 | NS      | $1017587.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                                         | FIRST HAWAIIAN INC COMMON STOCK USD.01            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     34063 | NS      | $887000.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                                     | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2957 | NS      | $256992.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORPORATION                                                            | FNB CORP COMMON STOCK USD.01                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     37315 | NS      | $486960.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                                                | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01   | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |    107976 | NS      | $2827891.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH MARKET INC/THE                                                       | ESC FRESH MKT INC COMMON STOCK                    | CUSIP: 000000000<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |      3535 | NS      | $1964.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI CONSULTING INC                                                         | FTI CONSULTING INC COMMON STOCK USD.01            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     26434 | NS      | $4197719.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                                           | AMC NETWORKS INC A COMMON STOCK                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    152563 | NS      | $2390662.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                                                    | G III APPAREL GROUP LTD COMMON STOCK USD.01       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    102403 | NS      | $1403945.13   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                                              | GAMESTOP CORP CLASS A COMMON STOCK USD.001        | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     19765 | NS      | $364861.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GENESCO INC                                                                | GENESCO INC COMMON STOCK USD1.0                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     21673 | NS      | $997391.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD                                                 | GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01    | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    161374 | NS      | $768140.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                                          | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41803 | NS      | $930116.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                                           | GREEN PLAINS INC COMMON STOCK USD.001             | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     52426 | NS      | $1598993.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                     | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1851 | NS      | $333864.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                                              | AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     26316 | NS      | $367371.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS INC                                                                  | GUESS? INC COMMON STOCK USD.01                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    118717 | NS      | $2456254.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                                                              | H+R BLOCK INC COMMON STOCK                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    163106 | NS      | $5955000.06   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HLDNG CO                                   | AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     77704 | NS      | $3544856.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC                                           | HAWAIIAN ELECTRIC INDS COMMON STOCK               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     36526 | NS      | $1528613.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP                                                  | HEALTHCARE SERVICES GROUP COMMON STOCK USD.01     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    210986 | NS      | $2531832.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                                                      | HELMERICH + PAYNE COMMON STOCK USD.1              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    487032 | NS      | $24142176.24  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                                                       | HILLTOP HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     21005 | NS      | $630360.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                                            | HNI CORP COMMON STOCK USD1.0                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     19379 | NS      | $550944.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC (AKA: BBCN BANCORP INC)                                   | HOPE BANCORP INC COMMON STOCK USD.001             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     22277 | NS      | $285368.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                                | IDACORP INC COMMON STOCK                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     31747 | NS      | $3423913.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INCORPORATED                                                | INGLES MARKETS INC CLASS A COMMON STOCK USD.05    | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     54021 | NS      | $5210865.66   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| INLAND AMERICAN REAL ESTATE TRUST INC                                      | INVENTRUST PROPERTIES CORP REIT                   | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |    115999 | NS      | $2745696.33   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                                               | INNOSPEC INC COMMON STOCK USD.01                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      4663 | NS      | $479636.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                    | INSIGHT ENTERPRISES INC COMMON STOCK USD.01       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     19034 | NS      | $1908539.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                           | INTERDIGITAL INC COMMON STOCK USD.01              | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11218 | NS      | $555066.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION                                       | INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     12864 | NS      | $588656.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC (AKA: ISIS PHARMACEUTICALS INC)                  | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     93126 | NS      | $3517369.02   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORPORATION                                                         | IROBOT CORP COMMON STOCK USD.01                   | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     42443 | NS      | $2042781.59   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC (AKA: HENDERSON GROUP PLC)                       | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5     | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |    211289 | NS      | $4969517.28   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                       | AMKOR TECHNOLOGY INC COMMON STOCK USD.001         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     27705 | NS      | $664365.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                                | KAISER ALUMINUM CORP COMMON STOCK USD.01          | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6159 | NS      | $467837.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                                                        | KNOWLES CORP COMMON STOCK USD.01                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     33196 | NS      | $545078.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS INC                                            | ACADEMY SPORTS + OUTDOORS IN COMMON STOCK USD.01  | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52429 | NS      | $2754619.66   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                                          | KOSMOS ENERGY LTD COMMON STOCK USD.01             | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    253564 | NS      | $1612667.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC.                                                              | LA Z BOY INC COMMON STOCK USD1.0                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     13283 | NS      | $303118.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                                        | LADDER CAPITAL CORP REIT REIT USD.001             | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     30859 | NS      | $309824.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYS INC                                                           | LANDSTAR SYSTEM INC COMMON STOCK USD.01           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      7326 | NS      | $1193405.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                                     | LAUREATE EDUCATION INC COMMON STOCK USD.001       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     75175 | NS      | $723183.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                                                              | LHC GROUP INC COMMON STOCK USD.01                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     22353 | NS      | $3614256.57   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC (AKA: ACXIOM HOLDINGS INC)                           | LIVERAMP HOLDINGS INC COMMON STOCK USD.1          | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     11302 | NS      | $264918.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                                              | LOUISIANA PACIFIC CORP COMMON STOCK USD1.0        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8706 | NS      | $515395.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO/THE                                                            | MACERICH CO/THE REIT USD.01                       | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    446720 | NS      | $5030067.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY INC                                              | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     27839 | NS      | $2291706.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                                   | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   1550166 | NS      | $9905560.74   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                | MERCURY GENERAL CORP COMMON STOCK                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      7148 | NS      | $244461.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC                                                          | MFA FINANCIAL INC REIT USD.01                     | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    395778 | NS      | $3898413.30   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                   | MOOG INC CLASS A COMMON STOCK USD1.0              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5000 | NS      | $438800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC                                                     | APOGEE ENTERPRISES INC COMMON STOCK USD.333       | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     64337 | NS      | $2860423.02   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                                     | MUELLER INDUSTRIES INC COMMON STOCK USD.01        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3637 | NS      | $214583.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                                     | MURPHY OIL CORP COMMON STOCK USD1.0               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    186619 | NS      | $8026483.19   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                                             | MURPHY USA INC COMMON STOCK                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     64897 | NS      | $18141307.38  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                                        | MYRIAD GENETICS INC COMMON STOCK USD.01           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    331195 | NS      | $4805639.45   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                                 | APPLE HOSPITALITY REIT INC REIT NPV               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    466117 | NS      | $7355326.26   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                      | NABORS INDUSTRIES LTD COMMON STOCK USD.001        | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |     39339 | NS      | $6092430.93   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                                     | NATIONAL BEVERAGE CORP COMMON STOCK USD.01        | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     17625 | NS      | $820091.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                                                        | NEKTAR THERAPEUTICS COMMON STOCK USD.0001         | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    143063 | NS      | $323322.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                                 | NELNET INC CL A COMMON STOCK USD.01               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      6267 | NS      | $568730.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                                        | APPLIED INDUSTRIAL TECH INC COMMON STOCK          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3514 | NS      | $442869.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                                                       | NETSCOUT SYSTEMS INC COMMON STOCK USD.001         | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    248204 | NS      | $8069112.04   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK REIT LIQUIDATING LLC                                              | ESCROW NEW YORK REIT                              | CUSIP: 000000000<br>LEI: 549300UXUJOZNJX9N581 | Long             | EC               | CORP              | US        |      4082 | NS      | $22042.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEWMARKET CORPORATION                                                      | NEWMARKET CORP COMMON STOCK                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      5556 | NS      | $1728527.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NII HOLDINGS INC                                                           | ESC NII HLDGS INC BE COMMON STOCK                 | CUSIP: 000000000<br>LEI: 5493008M1YG2GODK3P05 | Long             | EC               | CORP              | US        |     22836 | NS      | $55034.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORPORATION                                                   | NORTHWESTERN CORP COMMON STOCK USD.01             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     23968 | NS      | $1422261.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES INC                                                         | ARCH RESOURCES INC COMMON STOCK USD.01            | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      6436 | NS      | $918996.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                                                    | NOW INC COMMON STOCK USD.01                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    358811 | NS      | $4556899.70   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                                                    | NU SKIN ENTERPRISES INC   A COMMON STOCK USD.001  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    153269 | NS      | $6461821.04   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                               | ARCHROCK INC COMMON STOCK USD.01                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     60080 | NS      | $539518.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                                              | O I GLASS INC COMMON STOCK                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137836 | NS      | $2283942.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                              | OCEANEERING INTL INC COMMON STOCK USD.25          | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    703812 | NS      | $12309671.88  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                             | OFFICE PROPERTIES INCOME TRU REIT USD.01          | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147879 | NS      | $1974184.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                                            | OGE ENERGY CORP COMMON STOCK USD.01               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    349645 | NS      | $13828459.75  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                                       | OLD NATIONAL BANCORP COMMON STOCK                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      9266 | NS      | $166602.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                             | OMEGA HEALTHCARE INVESTORS REIT USD.1             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    147113 | NS      | $4111808.35   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                                                | ONE GAS INC COMMON STOCK                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     12581 | NS      | $952633.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                                       | ONEMAIN HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    118957 | NS      | $3962457.67   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO HEALTH INC                                                            | OPKO HEALTH INC COMMON STOCK USD.01               | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     22772 | NS      | $28465.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                                                         | OUTFRONT MEDIA INC REIT USD.01                    | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     35695 | NS      | $591823.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                                                          | OWENS + MINOR INC COMMON STOCK USD2.0             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    220773 | NS      | $4311696.69   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                                            | PACWEST BANCORP COMMON STOCK                      | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     24955 | NS      | $572717.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP INC                                                        | PARAMOUNT GROUP INC REIT USD.01                   | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    243232 | NS      | $1444798.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COS INC                                                          | PATTERSON COS INC COMMON STOCK USD.01             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    427761 | NS      | $11990140.83  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                   | PATTERSON UTI ENERGY INC COMMON STOCK USD.01      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   1051097 | NS      | $17700473.48  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYSAFE LIMITED                                                            | PAYSAFE LTD COMMON STOCK USD.0001                 | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     19734 | NS      | $274105.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                                                          | PC CONNECTION INC COMMON STOCK USD.01             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     14756 | NS      | $692056.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                                 | PEABODY ENERGY CORP COMMON STOCK                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     26648 | NS      | $704040.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    463515 | NS      | $6887832.90   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                                              | PERMIAN RESOURCES CORP COMMON STOCK USD.0001      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    716692 | NS      | $6736904.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                       | ASSOCIATED BANC CORP COMMON STOCK USD.01          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     45456 | NS      | $1049579.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO GOVERNMENT MONEY MARKET FUND                | CUSIP: 72202E534<br>LEI: 549300XUGLULJEQL0159 | Long             | STIV             | RF                | US        |   3313175 | PA      | $3313175.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                                           | PITNEY BOWES INC COMMON STOCK USD1.0              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    396516 | NS      | $1506760.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                                                | PLEXUS CORP COMMON STOCK USD.01                   | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      5688 | NS      | $585465.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC                                                  | PORTLAND GENERAL ELECTRIC CO COMMON STOCK         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     43115 | NS      | $2112635.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                                              | PRIMORIS SERVICES CORP COMMON STOCK USD.0001      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      9066 | NS      | $198908.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                                   | PROASSURANCE CORP COMMON STOCK USD.01             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    145312 | NS      | $2538600.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                                          | PROG HOLDINGS INC COMMON STOCK USD.5              | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    217521 | NS      | $3673929.69   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AVAYA HOLDINGS CORP                                                        | AVAYA HOLDINGS CORP COMMON STOCK USD.001          | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |    578800 | NS      | $113444.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RLJ LODGING TRUST                                                          | RLJ LODGING TRUST REIT                            | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    819588 | NS      | $8679436.92   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC INC                                                                    | RPC INC COMMON STOCK USD.1                        | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227423 | NS      | $2021790.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                                                       | RUSH ENTERPRISES INC CL A COMMON STOCK USD.01     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     16714 | NS      | $873807.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                                           | RYDER SYSTEM INC COMMON STOCK USD.5               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     40230 | NS      | $3362021.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                                         | AVISTA CORP COMMON STOCK                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     54878 | NS      | $2433290.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                 | SABRA HEALTH CARE REIT INC REIT USD.01            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     19338 | NS      | $240371.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORPORATION                                                          | SABRE CORP COMMON STOCK USD.01                    | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    179776 | NS      | $1111015.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC                                                      | SAGE THERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     34487 | NS      | $1315334.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                                        | SANMINA CORP COMMON STOCK USD.01                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    271949 | NS      | $15579958.21  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL INC                                                     | SCHNEIDER NATIONAL INC CL B COMMON STOCK          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    151886 | NS      | $3554132.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                                     | SCHOLASTIC CORP COMMON STOCK USD.01               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49790 | NS      | $1964713.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                                    | SEI INVESTMENTS COMPANY COMMON STOCK USD.01       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     31580 | NS      | $1841114.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                                          | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1     | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     12461 | NS      | $908656.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | SERVICE PROPERTIES TRUST REIT USD.01              | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    640365 | NS      | $4668260.85   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                                    | SIGNET JEWELERS LTD COMMON STOCK USD.18           | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     11406 | NS      | $775608.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP INC                                               | SINCLAIR BROADCAST GROUP  A COMMON STOCK USD.01   | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     50014 | NS      | $775717.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP (AKA: DDR CORP)                                          | SITE CENTERS CORP REIT USD.1                      | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     55002 | NS      | $751327.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                                                       | SL GREEN REALTY CORP REIT USD.01                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    191420 | NS      | $6454682.40   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORP (AKA SELECT COMFORT CORP)                                | SLEEP NUMBER CORP COMMON STOCK USD.01             | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     86320 | NS      | $2242593.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                       | SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01  | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     20028 | NS      | $986779.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                                 | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22091 | NS      | $1366991.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                                        | SPARTANNASH CO COMMON STOCK                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    123690 | NS      | $3740385.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                                                  | SPIRE INC COMMON STOCK USD1.0                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8327 | NS      | $573397.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKETS INC                                                | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    327347 | NS      | $10596222.39  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC                                                              | STEELCASE INC CL A COMMON STOCK                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    134914 | NS      | $953841.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                                             | STEPAN CO COMMON STOCK USD1.0                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3039 | NS      | $323531.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                                                          | STEVEN MADDEN LTD COMMON STOCK USD.0001           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     21619 | NS      | $690943.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                                               | SUNSTONE HOTEL INVESTORS INC REIT USD.01          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    656032 | NS      | $6337269.12   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                                        | SYLVAMO CORP COMMON STOCK USD1.0                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    107018 | NS      | $5200004.62   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                                                     | SYNAPTICS INC COMMON STOCK USD.001                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     42223 | NS      | $4017940.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                                          | TANGER FACTORY OUTLET CENTER REIT USD.01          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    232007 | NS      | $4162205.58   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                             | TECHNIPFMC PLC COMMON STOCK USD1.0                | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    666580 | NS      | $8125610.20   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                                                       | TERADATA CORP COMMON STOCK USD.01                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    301412 | NS      | $10145527.92  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                                          | TEREX CORP COMMON STOCK USD.01                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10254 | NS      | $438050.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                                        | ODP CORP/THE COMMON STOCK USD.01                  | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146013 | NS      | $6649432.02   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TOM BROWN INC                                                              | TRUEBLUE INC COMMON STOCK                         | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86016 | NS      | $1684193.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) | TRAVEL   LEISURE CO COMMON STOCK USD.01           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     16695 | NS      | $607698.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                                                       | TRI POINTE HOMES INC COMMON STOCK USD.01          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54758 | NS      | $1017951.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                                             | TRINSEO PLC COMMON STOCK                          | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     81908 | NS      | $1860130.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                                      | TRUSTMARK CORP COMMON STOCK                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     16169 | NS      | $564459.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                       | TTM TECHNOLOGIES COMMON STOCK USD.001             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     67955 | NS      | $1024761.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORPORATION                                              | TUPPERWARE BRANDS CORP COMMON STOCK USD.01        | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |    303996 | NS      | $1258543.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                   | UNITED NATURAL FOODS INC COMMON STOCK USD.01      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     26416 | NS      | $1022563.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                            | UNITED THERAPEUTICS CORP COMMON STOCK USD.01      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     45557 | NS      | $12668946.13  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)                  | UNITI GROUP INC REIT USD.0001                     | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    352322 | NS      | $1948340.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                                      | UNIVERSAL CORP/VA COMMON STOCK                    | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     49017 | NS      | $2588587.77   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES INC                                                  | USANA HEALTH SCIENCES INC COMMON STOCK USD.001    | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     13445 | NS      | $715274.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                     | VALMONT INDUSTRIES COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2497 | NS      | $825682.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                                           | VECTOR GROUP LTD COMMON STOCK USD.1               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     48851 | NS      | $579372.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VERADIGM INC                                                               | ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01  | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    171120 | NS      | $3018556.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                                                        | VERITIV CORP COMMON STOCK USD.01                  | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     29269 | NS      | $3562329.99   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                                 | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    184090 | NS      | $3970821.30   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                                        | VISTEON CORP COMMON STOCK                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     70553 | NS      | $9230448.99   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                                                       | WARRIOR MET COAL INC COMMON STOCK USD.01          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    599558 | NS      | $20768689.12  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                                                     | WASHINGTON FEDERAL INC COMMON STOCK USD1.0        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104481 | NS      | $3505337.55   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                 | WATSCO INC COMMON STOCK USD.5                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     23679 | NS      | $5905542.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MKTS INC                                                              | WEIS MARKETS INC COMMON STOCK                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56413 | NS      | $4642225.77   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                                                     | WERNER ENTERPRISES INC COMMON STOCK USD.01        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     14710 | NS      | $592224.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GROUP LTD                                        | WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0  | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |      2405 | NS      | $3401463.65   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                   | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     30527 | NS      | $333660.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                                 | XENIA HOTELS + RESORTS INC REIT USD.01            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    254667 | NS      | $3356511.06   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                                                   | YELP INC COMMON STOCK USD.000001                  | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    128754 | NS      | $3520134.36   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                                                             | BANKUNITED INC COMMON STOCK USD.01                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     23768 | NS      | $807398.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                                         | BANNER CORPORATION COMMON STOCK USD.01            | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2378 | NS      | $150289.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                                 | BELDEN INC COMMON STOCK USD.01                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      5417 | NS      | $389482.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                                                  | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1      | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    133069 | NS      | $3551611.61   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS INC                                                           | BGC PARTNERS INC CL A COMMON STOCK USD.01         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    201611 | NS      | $760073.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC (DEVRY EDUCATION GROUP INC)                   | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    179074 | NS      | $6357127.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE LLC                                                          | BOISE CASCADE CO COMMON STOCK USD.01              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4997 | NS      | $343143.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                                          | BRADY CORPORATION   CL A COMMON STOCK USD.01      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      7859 | NS      | $370158.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                                    | BRANDYWINE REALTY TRUST REIT USD.01               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     70881 | NS      | $435918.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                                                   | AAR CORP COMMON STOCK USD1.0                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     60175 | NS      | $2701857.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC                                          | BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    160621 | NS      | $3305580.18   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                                                | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01   | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    134234 | NS      | $366458.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC/THE                                                             | BUCKLE INC/THE COMMON STOCK USD.01                | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     61490 | NS      | $2788571.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                                          | CABOT CORP COMMON STOCK USD1.0                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     14047 | NS      | $938901.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                                              | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01  | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61527 | NS      | $532208.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                           | CARPENTER TECHNOLOGY COMMON STOCK USD5.0          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     11813 | NS      | $436372.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                              | AFFILIATED MANAGERS GROUP COMMON STOCK USD.01     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     50604 | NS      | $8017191.72   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                                     | CATHAY GENERAL BANCORP COMMON STOCK USD.01        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     17558 | NS      | $716190.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | FIXED INC CLEARING CORP.REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   3817000 | PA      | $3817000.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                                             | CHIMERA INVESTMENT CORP REIT USD.01               | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |   1590993 | NS      | $8750461.50   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

**Name of Applicant:** PIMCO Equity Series

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer