# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001145549-23-006678
**Filing Date:** 2023-2
**Character Count:** 178582
**Document Hash:** a10dbb98e0480e214a2460e99964b896
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006678.hdr.sgml**: 20230216

**ACCESSION NUMBER**: 0001145549-23-006678

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230216

**DATE AS OF CHANGE**: 20230216

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03015
- **FILM NUMBER:** 23637923

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

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

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

## Series and Classes Contracts Data

### ON S&P 500® Index Portfolio (Series ID: S000007877)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000021418 | ON S&P 500® Index Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45242

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

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

- **a. Name of Series:** ON S&P 500 Index Portfolio

- **b. EDGAR series identifier (if any):** S000007877

- **c. LEI of Series:** 549300A0SPCDGPRE8381

**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:** $1020758758.75

**Total Liabilities:** $832312.18

**Net Assets:** $1019926446.57

**Cash Not Reported:** $11951527.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021418 | 8.04%                | 5.58%                | -5.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $289873.28               | $75985588.52                               |
| Month 2  | $3236327.93              | $51934276.08                               |
| Month 3  | $6899731.00              | $-70250691.00                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Elevance Health Inc.                           | ANTHEM INC COMMON STOCK USD.01                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      7488 | NS      | $3841119.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA CORP COMMON STOCK USD.625                       | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10082 | NS      | $470627.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | MARATHON OIL CORP COMMON STOCK USD1.0               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     19917 | NS      | $539153.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | MARATHON PETROLEUM CORP COMMON STOCK USD.01         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     14698 | NS      | $1710700.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1188 | NS      | $331321.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | MARSH + MCLENNAN COS COMMON STOCK USD1.0            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15549 | NS      | $2573048.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | APPLE INC COMMON STOCK USD.00001                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    468965 | NS      | $60932622.45  | 5.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | APPLIED MATERIALS INC COMMON STOCK USD.01           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     26977 | NS      | $2627020.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | ARCHER DANIELS MIDLAND CO COMMON STOCK              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     17225 | NS      | $1599341.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | ARISTA NETWORKS INC COMMON STOCK USD.0001           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      7762 | NS      | $941918.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | MARRIOTT INTERNATIONAL  CL A COMMON STOCK USD.01    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      8431 | NS      | $1255291.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | MARTIN MARIETTA MATERIALS COMMON STOCK USD.01       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1944 | NS      | $657013.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | MASCO CORP COMMON STOCK USD1.0                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      7071 | NS      | $330003.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MASTERCARD INC   A COMMON STOCK USD.0001            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     26622 | NS      | $9257268.06   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | MATCH GROUP INC COMMON STOCK                        | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      8756 | NS      | $363286.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | MCCORMICK + CO NON VTG SHRS COMMON STOCK            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      7861 | NS      | $651598.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | MCDONALD S CORP COMMON STOCK USD.01                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     22974 | NS      | $6054338.22   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | MCKESSON CORP COMMON STOCK USD.01                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      4446 | NS      | $1667783.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                               | MERCK + CO. INC. COMMON STOCK USD.5                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     79508 | NS      | $8821412.60   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | METLIFE INC COMMON STOCK USD.01                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     20670 | NS      | $1495887.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       699 | NS      | $1010369.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | MICROSOFT CORP COMMON STOCK USD.00000625            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    233783 | NS      | $56065839.06  | 5.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     17252 | NS      | $1211953.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | MICRON TECHNOLOGY INC COMMON STOCK USD.1            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     34093 | NS      | $1703968.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | MID AMERICA APARTMENT COMM REIT USD.01              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3619 | NS      | $568146.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | MODERNA INC COMMON STOCK USD.0001                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     10361 | NS      | $1861042.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | MOHAWK INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1681 | NS      | $171831.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | MOLINA HEALTHCARE INC COMMON STOCK USD.001          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1831 | NS      | $604632.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | MOLSON COORS BREWING CO  B COMMON STOCK USD.01      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      5903 | NS      | $304122.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | MONDELEZ INTERNATIONAL INC A COMMON STOCK           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     42840 | NS      | $2855286.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1398 | NS      | $494346.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | MONSTER BEVERAGE CORP COMMON STOCK                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     11942 | NS      | $1212471.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                    | MOODY S CORP COMMON STOCK USD.01                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4945 | NS      | $1377775.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | MORGAN STANLEY COMMON STOCK USD.01                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     41339 | NS      | $3514641.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE COMMON STOCK USD.01                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     10690 | NS      | $468970.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      5243 | NS      | $1351173.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG ENERGY INC COMMON STOCK USD.01                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      7220 | NS      | $229740.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR INC COMMON STOCK USD.01                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        94 | NS      | $433582.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | NASDAQ INC COMMON STOCK USD.01                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     10644 | NS      | $653009.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NETAPP INC COMMON STOCK USD.001                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6813 | NS      | $409188.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | NETFLIX INC COMMON STOCK USD.001                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13956 | NS      | $4115345.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                             | NEWELL BRANDS INC COMMON STOCK USD1.0               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     11877 | NS      | $155351.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | NEWMONT CORP COMMON STOCK USD1.6                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     24905 | NS      | $1175516.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP   CLASS A COMMON STOCK USD.01             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     11817 | NS      | $215069.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP   CLASS B COMMON STOCK                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3846 | NS      | $70920.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                             | NEXTERA ENERGY INC COMMON STOCK USD.01              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62315 | NS      | $5209534.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | ASSURANT INC COMMON STOCK USD.01                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1654 | NS      | $206849.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | ATMOS ENERGY CORP COMMON STOCK                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4408 | NS      | $494004.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | NIKE INC  CL B COMMON STOCK                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     39505 | NS      | $4622480.05   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NISOURCE INC COMMON STOCK USD.01                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     12747 | NS      | $349522.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | AUTODESK INC COMMON STOCK USD.01                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      6780 | NS      | $1266978.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | AUTOMATIC DATA PROCESSING COMMON STOCK USD.1        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     13009 | NS      | $3107329.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | NORDSON CORP COMMON STOCK                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1680 | NS      | $399369.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      7261 | NS      | $1789255.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | AUTOZONE INC COMMON STOCK USD.01                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       595 | NS      | $1467377.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AVALONBAY COMMUNITIES INC REIT USD.01               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      4396 | NS      | $710041.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | NORTHERN TRUST CORP COMMON STOCK USD1.667           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6534 | NS      | $578193.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4533 | NS      | $2473250.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | AVERY DENNISON CORP COMMON STOCK USD1.0             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2532 | NS      | $458292.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | BAKER HUGHES CO COMMON STOCK USD.0001               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31412 | NS      | $927596.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | NORTONLIFELOCK INC COMMON STOCK USD.01              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     18175 | NS      | $389490.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | NUCOR CORP COMMON STOCK USD.4                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      8044 | NS      | $1060279.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA CORP COMMON STOCK USD.001                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     78088 | NS      | $11411780.32  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O REILLY AUTOMOTIVE INC COMMON STOCK USD.01         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1962 | NS      | $1655986.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     22804 | NS      | $1436423.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | OLD DOMINION FREIGHT LINE COMMON STOCK USD.1        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2841 | NS      | $806218.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | OMNICOM GROUP COMMON STOCK USD.15                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      6392 | NS      | $521395.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON SEMICONDUCTOR COMMON STOCK USD.01                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     13594 | NS      | $847857.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | BALL CORP COMMON STOCK                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      9852 | NS      | $503831.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | BANK OF AMERICA CORP COMMON STOCK USD.01            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    218886 | NS      | $7249504.32   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | ONEOK INC COMMON STOCK USD.01                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     14020 | NS      | $921114.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | ORACLE CORP COMMON STOCK USD.01                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     48196 | NS      | $3939541.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                   | ORGANON + CO COMMON STOCK USD.01                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      8013 | NS      | $223803.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | OTIS WORLDWIDE CORP COMMON STOCK USD.01             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     13061 | NS      | $1022806.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23095 | NS      | $1051284.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | BATH + BODY WORKS INC COMMON STOCK USD.5            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      7167 | NS      | $302017.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | P G + E CORP COMMON STOCK                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     50542 | NS      | $821812.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc               | PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     12648 | NS      | $1997625.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     15816 | NS      | $806141.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | BECTON DICKINSON AND CO COMMON STOCK USD1.0         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      8941 | NS      | $2273696.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG INDUSTRIES INC COMMON STOCK USD1.67             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      7381 | NS      | $928086.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL CORP COMMON STOCK USD.01                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     23108 | NS      | $675215.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC INC COMMON STOCK USD.01                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3329 | NS      | $399613.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | PACCAR INC COMMON STOCK USD1.0                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     10926 | NS      | $1081346.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | WR BERKLEY CORP COMMON STOCK USD.2                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      6439 | NS      | $467278.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     56503 | NS      | $17453776.70  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | PACKAGING CORP OF AMERICA COMMON STOCK USD.01       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2913 | NS      | $372601.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | PARKER HANNIFIN CORP COMMON STOCK USD.5             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4026 | NS      | $1171566.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | BEST BUY CO INC COMMON STOCK USD.1                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6312 | NS      | $506285.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | BIO RAD LABORATORIES A COMMON STOCK USD.0001        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       675 | NS      | $283830.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | PAYCHEX INC COMMON STOCK USD.01                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     10057 | NS      | $1162186.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | PAYCOM SOFTWARE INC COMMON STOCK USD.01             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1519 | NS      | $471360.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | BIOGEN INC COMMON STOCK USD.0005                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      4513 | NS      | $1249739.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | BIO TECHNE CORP COMMON STOCK USD.01                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4938 | NS      | $409261.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BLACKROCK INC COMMON STOCK USD.01                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      4708 | NS      | $3336230.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                             | BOEING CO/THE COMMON STOCK USD5.0                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     17569 | NS      | $3346718.81   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                  | PAYPAL HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     35751 | NS      | $2546186.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | PEPSICO INC COMMON STOCK USD.017                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     43203 | NS      | $7805053.98   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | BOOKING HOLDINGS INC COMMON STOCK USD.008           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1216 | NS      | $2450580.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                | BORGWARNER INC COMMON STOCK USD.01                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      7301 | NS      | $293865.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | PERKINELMER INC COMMON STOCK USD1.0                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      3957 | NS      | $554850.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | PFIZER INC COMMON STOCK USD.05                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    176035 | NS      | $9020033.40   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | BOSTON PROPERTIES INC REIT USD.01                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4482 | NS      | $302893.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     44895 | NS      | $2077291.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | PHILIP MORRIS INTERNATIONAL COMMON STOCK            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     48608 | NS      | $4919615.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | PHILLIPS 66 COMMON STOCK                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     14824 | NS      | $1542881.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     66690 | NS      | $4798345.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3687 | NS      | $494537.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation              | PINNACLE WEST CAPITAL COMMON STOCK                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      3556 | NS      | $270398.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      7452 | NS      | $1701962.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | BROADCOM INC COMMON STOCK                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     12701 | NS      | $7101510.13   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | BROWN + BROWN INC COMMON STOCK USD.1                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      7383 | NS      | $420609.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | POOL CORP COMMON STOCK USD.001                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1225 | NS      | $370354.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                             | T ROWE PRICE GROUP INC COMMON STOCK USD.2           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      7005 | NS      | $763965.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      7136 | NS      | $598853.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | PROCTER + GAMBLE CO/THE COMMON STOCK                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     74315 | NS      | $11263181.40  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | BROWN FORMAN CORP CLASS B COMMON STOCK USD.15       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      5754 | NS      | $377922.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                        | CBOE GLOBAL MARKETS INC COMMON STOCK                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      3339 | NS      | $418944.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE GROUP INC   A COMMON STOCK USD.01              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      9903 | NS      | $762134.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW CORP/DE COMMON STOCK USD.01                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      4249 | NS      | $758786.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | PROGRESSIVE CORP COMMON STOCK USD1.0                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     18350 | NS      | $2380178.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                  | PROLOGIS INC REIT USD.01                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     28948 | NS      | $3263308.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     11540 | NS      | $1147768.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     15655 | NS      | $959181.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | PUBLIC STORAGE REIT USD.1                           | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      4957 | NS      | $1388901.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | PULTEGROUP INC COMMON STOCK USD.01                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7143 | NS      | $325220.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                      | QORVO INC COMMON STOCK USD.0001                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      3189 | NS      | $289050.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM INC COMMON STOCK USD.0001                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     35155 | NS      | $3864940.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      6146 | NS      | $523639.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      3690 | NS      | $337856.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | QUANTA SERVICES INC COMMON STOCK USD.00001          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      4491 | NS      | $639967.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | QUEST DIAGNOSTICS INC COMMON STOCK USD.01           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      3569 | NS      | $558334.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | CIGNA CORP COMMON STOCK USD.01                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      9587 | NS      | $3176556.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME GROUP INC COMMON STOCK USD.01                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     11282 | NS      | $1897181.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS ENERGY CORP COMMON STOCK USD.01                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      9081 | NS      | $575099.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX CORP COMMON STOCK USD1.0                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     65935 | NS      | $2042666.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                       | RALPH LAUREN CORP COMMON STOCK USD.01               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1286 | NS      | $135891.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      6057 | NS      | $647190.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     46127 | NS      | $4655136.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | REALTY INCOME CORP REIT USD1.0                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     19665 | NS      | $1247350.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | REGENCY CENTERS CORP REIT USD.01                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4799 | NS      | $299937.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | REGENERON PHARMACEUTICALS COMMON STOCK USD.001      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3358 | NS      | $2422763.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | REGIONS FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     29335 | NS      | $632462.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | REPUBLIC SERVICES INC COMMON STOCK USD.01           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      6452 | NS      | $832243.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS HEALTH CORP COMMON STOCK USD.01                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     41204 | NS      | $3839800.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | CABOT OIL + GAS CORP COMMON STOCK USD.1             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     24760 | NS      | $608353.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | RESMED INC COMMON STOCK USD.004                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4598 | NS      | $956981.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | ROBERT HALF INTL INC COMMON STOCK USD.001           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      3401 | NS      | $251095.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | CADENCE DESIGN SYS INC COMMON STOCK USD.01          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8603 | NS      | $1381985.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc New                  | CAESARS ENTERTAINMENT INC COMMON STOCK              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      6764 | NS      | $281382.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      3602 | NS      | $927767.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | ROLLINS INC COMMON STOCK USD1.0                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      7313 | NS      | $267217.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | CAMDEN PROPERTY TRUST REIT USD.01                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      3349 | NS      | $374686.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | CAMPBELL SOUP CO COMMON STOCK USD.0375              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      6264 | NS      | $355482.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | ROPER TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      3326 | NS      | $1437131.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | ROSS STORES INC COMMON STOCK USD.01                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     10880 | NS      | $1262841.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     11986 | NS      | $1114218.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | CARDINAL HEALTH INC COMMON STOCK                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      8218 | NS      | $631717.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S+P GLOBAL INC COMMON STOCK USD1.0                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10443 | NS      | $3497778.42   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA COMMUNICATIONS CORP REIT USD.01                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      3384 | NS      | $948569.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB FINANCIAL GROUP COMMON STOCK USD.001            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1860 | NS      | $428060.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | SALESFORCE.COM INC COMMON STOCK USD.001             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     31361 | NS      | $4158154.99   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | HENRY SCHEIN INC COMMON STOCK USD.01                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      4274 | NS      | $341364.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | SCHLUMBERGER LTD COMMON STOCK USD.01                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     44474 | NS      | $2377580.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | SCHWAB (CHARLES) CORP COMMON STOCK USD.01           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     47835 | NS      | $3982742.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | SEALED AIR CORP COMMON STOCK USD.1                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      4493 | NS      | $224110.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | CARMAX INC COMMON STOCK USD.5                       | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      4942 | NS      | $300918.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                           | CARNIVAL CORP COMMON STOCK USD.01                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     31137 | NS      | $250964.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | SEMPRA ENERGY COMMON STOCK                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      9849 | NS      | $1522064.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | SERVICENOW INC COMMON STOCK USD.001                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6335 | NS      | $2459690.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7396 | NS      | $1755292.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                 | SIGNATURE BANK COMMON STOCK USD.01                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1963 | NS      | $226176.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | CARRIER GLOBAL CORP COMMON STOCK USD.01             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     26254 | NS      | $1082977.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | CATALENT INC COMMON STOCK USD.01                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5640 | NS      | $253856.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | SIMON PROPERTY GROUP INC REIT USD.0001              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     10260 | NS      | $1205344.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      5056 | NS      | $460753.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | CATERPILLAR INC COMMON STOCK USD1.0                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     16321 | NS      | $3909858.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | CELANESE CORP COMMON STOCK USD.0001                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      3128 | NS      | $319806.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | CENTENE CORP COMMON STOCK USD.001                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     17755 | NS      | $1456087.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | CENTERPOINT ENERGY INC COMMON STOCK USD.01          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     19727 | NS      | $591612.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                       | CERIDIAN HCM HOLDING INC COMMON STOCK USD.01        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4815 | NS      | $308882.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | CHARLES RIVER LABORATORIES COMMON STOCK USD.01      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1599 | NS      | $348422.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | SMITH (A.O.) CORP COMMON STOCK USD1.0               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      3971 | NS      | $227300.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | JM SMUCKER CO/THE COMMON STOCK                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3338 | NS      | $528939.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      3368 | NS      | $1142088.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | CHEVRON CORP COMMON STOCK USD.75                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55792 | NS      | $10014106.08  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                           | SNAP ON INC COMMON STOCK USD1.0                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1676 | NS      | $382949.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                     | SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1750 | NS      | $495722.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $1205728.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | CHURCH + DWIGHT CO INC COMMON STOCK USD1.0          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      7644 | NS      | $616182.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                   | SOUTHERN CO/THE COMMON STOCK USD5.0                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     34123 | NS      | $2436723.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     18638 | NS      | $627541.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      4930 | NS      | $504782.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | CISCO SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    128773 | NS      | $6134745.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK + DECKER INC COMMON STOCK USD2.5      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4644 | NS      | $348857.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                          | STARBUCKS CORP COMMON STOCK USD.001                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     35993 | NS      | $3570505.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | CINTAS CORP COMMON STOCK                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2705 | NS      | $1221632.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | CITIGROUP INC COMMON STOCK USD.01                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     60738 | NS      | $2747179.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                       | STATE STREET CORP COMMON STOCK USD1.0               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     11480 | NS      | $890503.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | STEEL DYNAMICS INC COMMON STOCK USD.005             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      5230 | NS      | $510971.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | STRYKER CORP COMMON STOCK USD.1                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     10558 | NS      | $2581325.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | SYNOPSYS INC COMMON STOCK USD.01                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4796 | NS      | $1531314.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | CITIZENS FINANCIAL GROUP COMMON STOCK USD.01        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     15414 | NS      | $606849.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | CLOROX COMPANY COMMON STOCK USD1.0                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      3866 | NS      | $542515.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | SYNCHRONY FINANCIAL COMMON STOCK USD.001            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14096 | NS      | $463194.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | SYSCO CORP COMMON STOCK USD1.0                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     15909 | NS      | $1216243.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | COCA COLA CO/THE COMMON STOCK USD.25                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    122050 | NS      | $7763600.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     16091 | NS      | $920244.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | TJX COMPANIES INC COMMON STOCK USD1.0               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     36408 | NS      | $2898076.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T MOBILE US INC COMMON STOCK USD.0001               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     18727 | NS      | $2621780.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | COLGATE PALMOLIVE CO COMMON STOCK USD1.0            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     26180 | NS      | $2062722.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | COMCAST CORP CLASS A COMMON STOCK USD.01            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    135283 | NS      | $4730846.51   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | COMERICA INC COMMON STOCK USD5.0                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4104 | NS      | $274352.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | CONAGRA BRANDS INC COMMON STOCK USD5.0              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     15025 | NS      | $581467.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4947 | NS      | $515131.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | TAPESTRY INC COMMON STOCK USD.01                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7550 | NS      | $287504.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | TARGET CORP COMMON STOCK USD.0833                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     14438 | NS      | $2151839.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | TARGA RESOURCES CORP COMMON STOCK USD.001           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      7096 | NS      | $521556.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | CONOCOPHILLIPS COMMON STOCK USD.01                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     39080 | NS      | $4611440.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | CONSOLIDATED EDISON INC COMMON STOCK USD.1          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     11144 | NS      | $1062134.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1470 | NS      | $587867.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | TELEFLEX INC COMMON STOCK USD1.0                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1474 | NS      | $367954.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | TERADYNE INC COMMON STOCK USD.125                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4880 | NS      | $426268.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | TESLA INC COMMON STOCK USD.001                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     84177 | NS      | $10368922.86  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | CONSTELLATION BRANDS INC A COMMON STOCK USD.01      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5089 | NS      | $1179375.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | CONSTELLATION ENERGY COMMON STOCK                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     10259 | NS      | $884428.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                     | COOPER COS INC/THE COMMON STOCK USD.1               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1554 | NS      | $513861.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                     | COPART INC COMMON STOCK                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     13435 | NS      | $818057.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     28461 | NS      | $4702326.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | TEXTRON INC COMMON STOCK USD.125                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      6528 | NS      | $462182.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | CORNING INC COMMON STOCK USD.5                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     23904 | NS      | $763493.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | CORTEVA INC COMMON STOCK USD.01                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     22377 | NS      | $1315320.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12300 | NS      | $6773487.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M CO COMMON STOCK USD.01                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     17336 | NS      | $2078933.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | TRACTOR SUPPLY COMPANY COMMON STOCK USD.008         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      3462 | NS      | $778846.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | TRANSDIGM GROUP INC COMMON STOCK USD.01             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1619 | NS      | $1019403.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | COSTCO WHOLESALE CORP COMMON STOCK USD.005          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     13880 | NS      | $6336220.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                               | COSTAR GROUP INC COMMON STOCK USD.01                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12752 | NS      | $985474.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | TRAVELERS COS INC/THE COMMON STOCK NPV              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7351 | NS      | $1378238.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | TRIMBLE INC COMMON STOCK                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      7707 | NS      | $389665.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | CROWN CASTLE INTL CORP REIT USD.01                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     13579 | NS      | $1841855.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | CUMMINS INC COMMON STOCK USD2.5                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4429 | NS      | $1073102.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | DR HORTON INC COMMON STOCK USD.01                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      9793 | NS      | $872948.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE ENERGY COMPANY COMMON STOCK                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6088 | NS      | $715522.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                   | TRUIST FINANCIAL CORP COMMON STOCK USD5.0           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     41608 | NS      | $1790392.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | TYLER TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1308 | NS      | $421712.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                         | DXC TECHNOLOGY CO COMMON STOCK USD.01               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      7204 | NS      | $190906.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | DANAHER CORP COMMON STOCK USD.01                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     20546 | NS      | $5453319.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | DARDEN RESTAURANTS INC COMMON STOCK                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      3839 | NS      | $531048.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                     | DAVITA INC COMMON STOCK USD.001                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1718 | NS      | $128283.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | DEERE + CO COMMON STOCK USD1.0                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      8613 | NS      | $3692909.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | DELTA AIR LINES INC COMMON STOCK USD.0001           | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     20077 | NS      | $659730.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | DENTSPLY SIRONA INC COMMON STOCK USD.01             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      6721 | NS      | $213996.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | DEVON ENERGY CORP COMMON STOCK USD.1                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     20521 | NS      | $1262246.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DEXCOM INC COMMON STOCK USD.001                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     12111 | NS      | $1371449.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | DIAMONDBACK ENERGY INC COMMON STOCK USD.01          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      5508 | NS      | $753384.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                       | DIGITAL REALTY TRUST INC REIT USD.01                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      9018 | NS      | $904234.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                            | WALT DISNEY CO/THE COMMON STOCK USD.01              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     57170 | NS      | $4966929.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      8576 | NS      | $838990.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                       | DISH NETWORK CORP A COMMON STOCK USD.01             | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      7905 | NS      | $110986.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | DOLLAR GENERAL CORP COMMON STOCK USD.875            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      7070 | NS      | $1740987.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | DOLLAR TREE INC COMMON STOCK USD.01                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      6590 | NS      | $932089.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | DOMINION ENERGY INC COMMON STOCK                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     26115 | NS      | $1601371.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | DOMINO S PIZZA INC COMMON STOCK USD.01              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1109 | NS      | $384157.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                              | DOVER CORP COMMON STOCK USD1.0                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      4401 | NS      | $595939.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | DOW INC COMMON STOCK USD.01                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     22074 | NS      | $1112308.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | DUKE ENERGY CORP COMMON STOCK USD.001               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     24136 | NS      | $2485766.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | DUPONT DE NEMOURS INC COMMON STOCK USD.01           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     15579 | NS      | $1069186.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG RESOURCES INC COMMON STOCK USD.01               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     18423 | NS      | $2386146.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT CORP COMMON STOCK                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     11510 | NS      | $389383.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | TYSON FOODS INC CL A COMMON STOCK USD.1             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      9078 | NS      | $565105.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR INC REIT USD.01                                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      9604 | NS      | $371962.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | US BANCORP COMMON STOCK USD.01                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     42405 | NS      | $1849282.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | ULTA BEAUTY INC COMMON STOCK USD.01                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1606 | NS      | $753326.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL CO COMMON STOCK USD.01             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3738 | NS      | $304422.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | EBAY INC COMMON STOCK USD.001                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     17012 | NS      | $705487.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | UNION PACIFIC CORP COMMON STOCK USD2.5              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     19281 | NS      | $3992516.67   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     10305 | NS      | $388498.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | UNITED PARCEL SERVICE CL B COMMON STOCK USD.01      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     22899 | NS      | $3980762.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | UNITED RENTALS INC COMMON STOCK USD.01              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2167 | NS      | $770195.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | ECOLAB INC COMMON STOCK USD1.0                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      7778 | NS      | $1132165.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | EDISON INTERNATIONAL COMMON STOCK                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     11964 | NS      | $761149.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UNITEDHEALTH GROUP INC COMMON STOCK USD.01          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     29301 | NS      | $15534804.18  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2016 | NS      | $284034.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     19358 | NS      | $1444300.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | ELECTRONIC ARTS INC COMMON STOCK USD.01             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8213 | NS      | $1003464.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | EMERSON ELECTRIC CO COMMON STOCK USD.5              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     18546 | NS      | $1781528.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | ENPHASE ENERGY INC COMMON STOCK USD.00001           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      4263 | NS      | $1129524.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | VF CORP COMMON STOCK                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     10356 | NS      | $285929.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | VALERO ENERGY CORP COMMON STOCK USD.01              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     12091 | NS      | $1533864.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | VENTAS INC REIT USD.25                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     12530 | NS      | $564476.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | VERISIGN INC COMMON STOCK USD.001                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2897 | NS      | $595159.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    131719 | NS      | $5189728.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | VERISK ANALYTICS INC COMMON STOCK USD.001           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      4901 | NS      | $864634.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8049 | NS      | $2324390.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | PARAMOUNT GLOBAL CLASS B COMMON STOCK USD.001       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     15842 | NS      | $267412.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | VIATRIS INC COMMON STOCK                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     38173 | NS      | $424865.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | VICI PROPERTIES INC REIT USD.01                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     30229 | NS      | $979419.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | VISA INC CLASS A SHARES COMMON STOCK USD.0001       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     51276 | NS      | $10653101.76  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | VORNADO REALTY TRUST REIT USD.04                    | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5036 | NS      | $104799.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | VULCAN MATERIALS CO COMMON STOCK USD1.0             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4175 | NS      | $731084.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC ENERGY GROUP INC COMMON STOCK USD.01            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      9910 | NS      | $929161.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | WABTEC CORP COMMON STOCK USD.01                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      5701 | NS      | $569016.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | WALMART INC COMMON STOCK USD.1                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     44260 | NS      | $6275625.40   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | ENTERGY CORP COMMON STOCK USD.01                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      6388 | NS      | $718650.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM SYSTEMS INC COMMON STOCK USD.001               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1803 | NS      | $590915.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | EQUIFAX INC COMMON STOCK USD1.25                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3844 | NS      | $747119.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | EQUINIX INC REIT USD.001                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2902 | NS      | $1900897.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | EQUITY RESIDENTIAL REIT USD.01                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     10662 | NS      | $629058.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | ESSEX PROPERTY TRUST INC REIT USD.0001              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2029 | NS      | $429985.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | ETSY INC COMMON STOCK USD.001                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3941 | NS      | $472052.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | EVERGY INC COMMON STOCK                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      7229 | NS      | $454920.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     22530 | NS      | $841720.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | WARNER BROS DISCOVERY INC COMMON STOCK              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     69424 | NS      | $658139.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | EVERSOURCE ENERGY COMMON STOCK USD5.0               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     10904 | NS      | $914191.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | EXELON CORP COMMON STOCK                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     31148 | NS      | $1346528.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | WASTE MANAGEMENT INC COMMON STOCK USD.01            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     11712 | NS      | $1837378.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | WATERS CORP COMMON STOCK USD.01                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1863 | NS      | $638226.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | EXPEDIA GROUP INC COMMON STOCK USD.001              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      4718 | NS      | $413296.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | EXPEDITORS INTL WASH INC COMMON STOCK USD.01        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      4989 | NS      | $518456.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | WELLS FARGO + CO COMMON STOCK USD1.666              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    119500 | NS      | $4934155.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | WELLTOWER INC REIT USD1.0                           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14817 | NS      | $971254.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | EXTRA SPACE STORAGE INC REIT USD.01                 | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      4205 | NS      | $618891.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | EXXON MOBIL CORP COMMON STOCK                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    129159 | NS      | $14246237.70  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC CORP COMMON STOCK USD.1                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3934 | NS      | $490963.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | FACEBOOK INC CLASS A COMMON STOCK USD.000006        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     70522 | NS      | $8486617.48   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated      | WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2322 | NS      | $546482.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | WESTERN DIGITAL CORP COMMON STOCK USD.01            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      9955 | NS      | $314080.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WESTROCK CO COMMON STOCK                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      8009 | NS      | $281596.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | WEYERHAEUSER CO REIT USD1.25                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     23121 | NS      | $716751.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1194 | NS      | $479044.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | FASTENAL CO COMMON STOCK USD.01                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     17939 | NS      | $848873.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | FEDERAL REALTY INVS TRUST REIT USD.01               | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2286 | NS      | $230977.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FEDEX CORP COMMON STOCK USD.1                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      7507 | NS      | $1300212.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                          | WHIRLPOOL CORP COMMON STOCK USD1.0                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1704 | NS      | $241047.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                   | WILLIAMS COS INC COMMON STOCK USD1.0                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     38204 | NS      | $1256911.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 NETWORKS INC COMMON STOCK                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1876 | NS      | $269224.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     18608 | NS      | $1262552.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | FIFTH THIRD BANCORP COMMON STOCK                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     21549 | NS      | $707022.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco              | FIRST REPUBLIC BANK/CA COMMON STOCK USD.01          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      5737 | NS      | $699282.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | FIRST SOLAR INC COMMON STOCK USD.001                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3109 | NS      | $465697.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | FISERV INC COMMON STOCK USD.01                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     19913 | NS      | $2012606.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FIRSTENERGY CORP COMMON STOCK USD.1                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     17047 | NS      | $714951.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001      | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2311 | NS      | $424484.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | FORD MOTOR CO COMMON STOCK USD.01                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    123864 | NS      | $1440538.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | FORTINET INC COMMON STOCK USD.001                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     20335 | NS      | $994178.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                           | WYNN RESORTS LTD COMMON STOCK USD.01                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      3242 | NS      | $267367.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | XCEL ENERGY INC COMMON STOCK USD2.5                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     17141 | NS      | $1201755.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | FORTIVE CORP COMMON STOCK USD.01                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     11102 | NS      | $713303.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP   CLASS A COMMON STOCK USD.01              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      9338 | NS      | $283595.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | XYLEM INC COMMON STOCK                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      5652 | NS      | $624941.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                 | YUM  BRANDS INC COMMON STOCK                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      8826 | NS      | $1130434.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP   CLASS B COMMON STOCK USD.01              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4517 | NS      | $128508.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                             | FRANKLIN RESOURCES INC COMMON STOCK USD.1           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8862 | NS      | $233779.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1610 | NS      | $412820.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      6597 | NS      | $841117.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | ZIONS BANCORP NA COMMON STOCK USD.001               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      4659 | NS      | $229036.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | ZOETIS INC COMMON STOCK USD.01                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     14617 | NS      | $2142121.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | FREEPORT MCMORAN INC COMMON STOCK USD.1             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     44820 | NS      | $1703160.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                               | ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      6612 | NS      | $1246626.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | GARTNER INC COMMON STOCK USD.0005                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2484 | NS      | $834971.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | GENERAC HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1986 | NS      | $199910.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | ALLEGION PLC COMMON STOCK USD.01                    | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2769 | NS      | $291464.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | AMCOR PLC COMMON STOCK USD.01                       | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     46641 | NS      | $555494.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | AON PLC CLASS A COMMON STOCK                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      6486 | NS      | $1946708.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     11601 | NS      | $728310.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | GENERAL DYNAMICS CORP COMMON STOCK USD1.0           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      7059 | NS      | $1751408.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                       | GENERAL ELECTRIC CO COMMON STOCK USD.01             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     34241 | NS      | $2869053.39   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | ACCENTURE PLC CL A COMMON STOCK USD.0000225         | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     19757 | NS      | $5271957.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | EATON CORP PLC COMMON STOCK USD.01                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     12474 | NS      | $1957794.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | GENERAL MILLS INC COMMON STOCK USD.1                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     18623 | NS      | $1561538.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                         | GENERAL MOTORS CO COMMON STOCK USD.01               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     44555 | NS      | $1498830.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | GENUINE PARTS CO COMMON STOCK USD1.0                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      4412 | NS      | $765526.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | GILEAD SCIENCES INC COMMON STOCK USD.001            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     39331 | NS      | $3376566.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | GLOBAL PAYMENTS INC COMMON STOCK                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      8478 | NS      | $842034.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | GLOBE LIFE INC COMMON STOCK USD1.0                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2821 | NS      | $340071.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | GOLDMAN SACHS GROUP INC COMMON STOCK USD.01         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10619 | NS      | $3646352.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | WW GRAINGER INC COMMON STOCK USD.5                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1413 | NS      | $785981.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA HEALTHCARE INC COMMON STOCK USD.01              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      6648 | NS      | $1595254.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP INC COMMON STOCK USD.01                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     27755 | NS      | $745776.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | HALLIBURTON CO COMMON STOCK USD2.5                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     28482 | NS      | $1120766.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      9977 | NS      | $756555.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | HASBRO INC COMMON STOCK USD.5                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      4050 | NS      | $247090.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | HEALTHPEAK PROPERTIES INC REIT USD1.0               | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     16794 | NS      | $421025.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      2293 | NS      | $402559.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | HERSHEY CO/THE COMMON STOCK USD1.0                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4617 | NS      | $1069158.69   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | HESS CORP COMMON STOCK USD1.0                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      8695 | NS      | $1233124.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     40391 | NS      | $644640.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      8470 | NS      | $1070269.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | HOLOGIC INC COMMON STOCK USD.01                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      7822 | NS      | $585163.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | HOME DEPOT INC COMMON STOCK USD.05                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32112 | NS      | $10142896.32  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     21084 | NS      | $4518301.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | HORMEL FOODS CORP COMMON STOCK USD.01465            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      9112 | NS      | $415051.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | HOST HOTELS + RESORTS INC REIT USD.01               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     22493 | NS      | $361012.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | HOWMET AEROSPACE INC COMMON STOCK                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     11511 | NS      | $453648.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | HUMANA INC COMMON STOCK USD.1666666                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3970 | NS      | $2033394.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2591 | NS      | $451766.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | HUNTINGTON BANCSHARES INC COMMON STOCK USD.01       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     45270 | NS      | $638307.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1261 | NS      | $290887.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | IDEX CORP COMMON STOCK USD.01                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2365 | NS      | $540000.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX LABORATORIES INC COMMON STOCK USD.1           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2600 | NS      | $1060696.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | ILLINOIS TOOL WORKS COMMON STOCK USD.01             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      8766 | NS      | $1931149.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                   | ILLUMINA INC COMMON STOCK USD.01                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      4932 | NS      | $997250.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                            | INCYTE CORP COMMON STOCK USD.001                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      5819 | NS      | $467382.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | INGERSOLL RAND INC COMMON STOCK USD.01              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     12696 | NS      | $663366.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | INTEL CORP COMMON STOCK USD.001                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    129422 | NS      | $3420623.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     17516 | NS      | $1796966.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | INTL BUSINESS MACHINES CORP COMMON STOCK USD.2      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     28353 | NS      | $3994654.17   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8009 | NS      | $839663.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | INTERNATIONAL PAPER CO COMMON STOCK USD1.0          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     11126 | NS      | $385293.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1     | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     12206 | NS      | $406581.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | INTUIT INC COMMON STOCK USD.01                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      8840 | NS      | $3440704.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | EVEREST RE GROUP LTD COMMON STOCK USD.01            | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1225 | NS      | $405805.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | INVESCO LTD COMMON STOCK USD.2                      | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     14261 | NS      | $256555.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | INTUITIVE SURGICAL INC COMMON STOCK USD.001         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     11080 | NS      | $2940078.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | INVITATION HOMES INC REIT USD.01                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18210 | NS      | $539744.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      5826 | NS      | $1193689.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | IRON MOUNTAIN INC REIT USD.01                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      9073 | NS      | $452289.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01    | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     21593 | NS      | $1381952.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                      | LINDE PLC COMMON STOCK EUR.001                      | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     15505 | NS      | $5057420.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMORGAN CHASE + CO COMMON STOCK USD1.0             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     91989 | NS      | $12335724.90  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | JACOBS SOLUTIONS INC COMMON STOCK                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3999 | NS      | $480159.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | JOHNSON + JOHNSON COMMON STOCK USD1.0               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     81991 | NS      | $14483710.15  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | JUNIPER NETWORKS INC COMMON STOCK USD.00001         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     10173 | NS      | $325129.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA CORP COMMON STOCK USD.001                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4443 | NS      | $1675144.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                | KELLOGG CO COMMON STOCK USD.25                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      8021 | NS      | $571416.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | MEDTRONIC PLC COMMON STOCK USD.1                    | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     41675 | NS      | $3238981.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | APTIV PLC COMMON STOCK USD.01                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      8505 | NS      | $792070.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | KEURIG DR PEPPER INC COMMON STOCK USD.01            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     26668 | NS      | $950980.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KEYCORP COMMON STOCK USD1.0                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     29247 | NS      | $509482.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd             | NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001   | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13358 | NS      | $163501.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      6044 | NS      | $317974.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | KEYSIGHT TECHNOLOGIES IN COMMON STOCK               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      5596 | NS      | $957307.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | KIMBERLY CLARK CORP COMMON STOCK USD1.25            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     10590 | NS      | $1437592.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | PENTAIR PLC COMMON STOCK USD.01                     | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      5130 | NS      | $230747.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC COMMON STOCK USD75.0                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3131 | NS      | $578264.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | KIMCO REALTY CORP REIT USD.01                       | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     19360 | NS      | $410044.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | KINDER MORGAN INC COMMON STOCK USD.01               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     61932 | NS      | $1119730.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0          | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      7226 | NS      | $1214618.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      3394 | NS      | $830104.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                        | KRAFT HEINZ CO/THE COMMON STOCK USD.01              | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24917 | NS      | $1014371.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | KROGER CO COMMON STOCK USD1.0                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     20448 | NS      | $911571.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ CORP COMMON STOCK USD.01                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      7958 | NS      | $425036.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5973 | NS      | $1243638.33   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1     | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      2777 | NS      | $653927.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | LAM RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4277 | NS      | $1797623.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      4535 | NS      | $405247.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | LAS VEGAS SANDS CORP COMMON STOCK USD.001           | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     10351 | NS      | $497572.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      7256 | NS      | $1800286.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | LEIDOS HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4307 | NS      | $453053.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | LENNAR CORP A COMMON STOCK USD.1                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      7986 | NS      | $722733.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | ELI LILLY + CO COMMON STOCK                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     24732 | NS      | $9047954.88   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                   | LINCOLN NATIONAL CORP COMMON STOCK                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      4793 | NS      | $147240.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4476 | NS      | $312156.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | LOCKHEED MARTIN CORP COMMON STOCK USD1.0            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      7315 | NS      | $3558674.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | LOEWS CORP COMMON STOCK USD.01                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      6189 | NS      | $361004.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | LOWE S COS INC COMMON STOCK USD.5                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     19464 | NS      | $3878007.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     29487 | NS      | $153922.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M + T BANK CORP COMMON STOCK USD.5                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5413 | NS      | $785209.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      9971 | NS      | $334327.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | CHUBB LTD COMMON STOCK                              | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     13018 | NS      | $2871770.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | GARMIN LTD COMMON STOCK CHF.1                       | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      4807 | NS      | $443638.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI INC COMMON STOCK USD.01                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2512 | NS      | $1168507.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                            | TE CONNECTIVITY LTD COMMON STOCK CHF.57             | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      9957 | NS      | $1143063.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LYONDELLBASELL INDU CL A COMMON STOCK EUR.04        | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      7979 | NS      | $662496.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP SEMICONDUCTORS NV COMMON STOCK                  | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      8125 | NS      | $1283993.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                          | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01     | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      6904 | NS      | $341264.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | AFLAC INC COMMON STOCK USD.1                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     17746 | NS      | $1276647.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                            | AES CORP COMMON STOCK USD.01                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     20934 | NS      | $602061.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT+T INC COMMON STOCK USD1.0                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    223517 | NS      | $4114947.97   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | ABBOTT LABORATORIES COMMON STOCK                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     54700 | NS      | $6005513.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | ABBVIE INC COMMON STOCK USD.01                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     55460 | NS      | $8962890.60   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     22338 | NS      | $1709973.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | ADOBE INC COMMON STOCK USD.0001                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     14580 | NS      | $4906607.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1899 | NS      | $279209.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | ADVANCED MICRO DEVICES COMMON STOCK USD.01          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     50564 | NS      | $3275030.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9283 | NS      | $1389200.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6956 | NS      | $2144256.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      4928 | NS      | $415430.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                 | ALASKA AIR GROUP INC COMMON STOCK USD.01            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      3955 | NS      | $169827.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | ALBEMARLE CORP COMMON STOCK USD.01                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3677 | NS      | $797394.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01            | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      4680 | NS      | $681735.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2287 | NS      | $482328.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | ALLIANT ENERGY CORP COMMON STOCK USD.01             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      7896 | NS      | $435938.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | ALLSTATE CORP COMMON STOCK USD.01                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      8317 | NS      | $1127785.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | ALPHABET INC CL C COMMON STOCK USD.001              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    166152 | NS      | $14742666.96  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | ALPHABET INC CL A COMMON STOCK USD.001              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    187226 | NS      | $16518949.98  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC COMMON STOCK USD.333               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     56247 | NS      | $2571050.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | AMAZON.COM INC COMMON STOCK USD.01                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    278347 | NS      | $23381148.00  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | AMEREN CORPORATION COMMON STOCK USD.01              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8118 | NS      | $721852.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                    | AMERICAN AIRLINES GROUP INC COMMON STOCK            | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20432 | NS      | $259895.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | AMERICAN ELECTRIC POWER COMMON STOCK USD6.5         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     16100 | NS      | $1528695.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                       | AMERICAN EXPRESS CO COMMON STOCK USD.2              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     18760 | NS      | $2771790.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     23303 | NS      | $1473681.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | AMERICAN TOWER CORP REIT USD.01                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     14600 | NS      | $3093156.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5716 | NS      | $871232.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AMERISOURCEBERGEN CORP COMMON STOCK USD.01          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      5090 | NS      | $843463.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3337 | NS      | $1039041.69   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | AMETEK INC COMMON STOCK USD.01                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      7205 | NS      | $1006682.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | AMGEN INC COMMON STOCK USD.0001                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     16732 | NS      | $4394492.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | AMPHENOL CORP CL A COMMON STOCK USD.001             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     18670 | NS      | $1421533.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | ANALOG DEVICES INC COMMON STOCK USD.167             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     16128 | NS      | $2645475.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | ANSYS INC COMMON STOCK USD.01                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      2732 | NS      | $660023.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                   | TREASURY BILL 01/23 0.00000                         | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199504.16    | 0.02%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CME GLOBEX                                     | S+P500 EMINI FUT  MAR23 XCME 20230317               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        63 | NC      | $-516078.57   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** R. Todd Brockman

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

**Title:** Treasurer