# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001145549-23-006666
**Filing Date:** 2023-2
**Character Count:** 187875
**Document Hash:** fdccb9a2cacde78bf95a9e2232789453
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006666.hdr.sgml**: 20230216

**ACCESSION NUMBER**: 0001145549-23-006666

**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:** 23637907

**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 AB Mid Cap Core Portfolio (Series ID: S000007875)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000021416 | ON AB Mid Cap Core 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 AB Mid Cap Core Portfolio

- **b. EDGAR series identifier (if any):** S000007875

- **c. LEI of Series:** 549300XBJZQ6F51DKG15

**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:** $77954698.80

**Total Liabilities:** $126693.88

**Net Assets:** $77828004.92

**Cash Not Reported:** $1020766.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021416 | 8.29%                | 4.77%                | -5.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-506690.99              | $6539267.84                                |
| Month 2  | $-1450226.63             | $5125493.12                                |
| Month 3  | $-797848.73              | $-3610547.46                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CMS Energy Corporation                         | CMS ENERGY CORP COMMON STOCK USD.01                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1180 | NS      | $74729.40     | 0.10%             |  |  |  | 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        |      2820 | NS      | $69287.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                     | CACTUS INC   A COMMON STOCK USD.01                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      6300 | NS      | $316638.00    | 0.41%             |  |  |  | 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        |      1130 | NS      | $181523.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc New                  | CAESARS ENTERTAINMENT INC COMMON STOCK              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       770 | NS      | $32032.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | CAMDEN PROPERTY TRUST REIT USD.01                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2360 | NS      | $264036.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                             | CAMECO CORP COMMON STOCK                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      9970 | NS      | $226019.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | CAMPBELL SOUP CO COMMON STOCK USD.0375              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1600 | NS      | $90800.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                   | MONGODB INC COMMON STOCK USD.001                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       228 | NS      | $44879.52     | 0.06%             |  |  |  | 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        |       755 | NS      | $266975.55    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | CARDINAL HEALTH INC COMMON STOCK                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       950 | NS      | $73026.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                | CARLISLE COS INC COMMON STOCK USD1.0                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2029 | NS      | $478133.85    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | CARMAX INC COMMON STOCK USD.5                       | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       671 | NS      | $40857.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc                              | CARLYLE GROUP INC/THE COMMON STOCK USD1.0           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1790 | NS      | $53413.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                           | CARNIVAL CORP COMMON STOCK USD.01                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3130 | NS      | $25227.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | CARRIER GLOBAL CORP COMMON STOCK USD.01             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      3550 | NS      | $146437.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Incorporation                          | CARTER S INC COMMON STOCK USD.01                    | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2340 | NS      | $174587.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                     | CARVANA CO COMMON STOCK USD.001                     | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       270 | NS      | $1279.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | CATALENT INC COMMON STOCK USD.01                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $30561.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | CELANESE CORP COMMON STOCK USD.0001                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       490 | NS      | $50097.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | CENTERPOINT ENERGY INC COMMON STOCK USD.01          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2070 | NS      | $62079.30     | 0.08%             |  |  |  | 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        |       230 | NS      | $50117.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                            | CHENIERE ENERGY INC COMMON STOCK USD.003            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       980 | NS      | $146960.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                  | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       690 | NS      | $65115.30     | 0.08%             |  |  |  | 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        |       110 | NS      | $152623.90    | 0.20%             |  |  |  | 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        |      1020 | NS      | $82222.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                              | CIENA CORP COMMON STOCK USD.01                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      4618 | NS      | $235425.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       680 | NS      | $69625.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | CINTAS CORP COMMON STOCK                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $162583.20    | 0.21%             |  |  |  | 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        |      1740 | NS      | $68503.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | CLOROX COMPANY COMMON STOCK USD1.0                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       510 | NS      | $71568.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                 | CLOUDFLARE INC   CLASS A COMMON STOCK USD.001       | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       900 | NS      | $40689.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                        | COHERUS BIOSCIENCES INC COMMON STOCK USD.0001       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     12199 | NS      | $96616.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | COMERICA INC COMMON STOCK USD5.0                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      6251 | NS      | $417879.35    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                        | COMMERCE BANCSHARES INC COMMON STOCK USD5.0         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $73515.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                         | COMMVAULT SYSTEMS INC COMMON STOCK USD.01           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      4320 | NS      | $271468.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | CONAGRA BRANDS INC COMMON STOCK USD5.0              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      2060 | NS      | $79722.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | CONSOLIDATED EDISON INC COMMON STOCK USD.1          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1410 | NS      | $134387.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | CONSTELLATION ENERGY COMMON STOCK                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1120 | NS      | $96555.20     | 0.12%             |  |  |  | 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        |       201 | NS      | $66464.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                     | COPART INC COMMON STOCK                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1688 | NS      | $102782.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | CORNING INC COMMON STOCK USD.5                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3080 | NS      | $98375.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | CORTEVA INC COMMON STOCK USD.01                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3080 | NS      | $181042.40    | 0.23%             |  |  |  | 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        |      1620 | NS      | $125193.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                    | COUPA SOFTWARE INC COMMON STOCK USD.0001            | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       300 | NS      | $23751.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                | COUSINS PROPERTIES INC REIT USD1.0                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      6060 | NS      | $153257.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo S.A                                     | CRITEO SA SPON ADR ADR EUR.025                      | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |      8980 | NS      | $234018.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | CROWDSTRIKE HOLDINGS INC   A COMMON STOCK           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       727 | NS      | $76545.83     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                             | CROWN HOLDINGS INC COMMON STOCK USD5.0              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       630 | NS      | $51792.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart L.P.                                 | CUBESMART REIT USD.01                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7070 | NS      | $284567.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | CUMMINS INC COMMON STOCK USD2.5                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       610 | NS      | $147796.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                           | CURTISS WRIGHT CORP COMMON STOCK USD1.0             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1953 | NS      | $326131.47    | 0.42%             |  |  |  | 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        |      1350 | NS      | $120339.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE ENERGY COMPANY COMMON STOCK                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       790 | NS      | $92848.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                              | DANA INC COMMON STOCK USD.01                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     10540 | NS      | $159470.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | DARDEN RESTAURANTS INC COMMON STOCK                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       530 | NS      | $73314.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                    | DATADOG INC   CLASS A COMMON STOCK USD.00001        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       924 | NS      | $67914.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                     | DAVITA INC COMMON STOCK USD.001                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       650 | NS      | $48535.50     | 0.06%             |  |  |  | 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        |      2620 | NS      | $86093.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | DENTSPLY SIRONA INC COMMON STOCK USD.01             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1134 | NS      | $36106.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | DEVON ENERGY CORP COMMON STOCK USD.1                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2370 | NS      | $145778.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DEXCOM INC COMMON STOCK USD.001                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1480 | NS      | $167595.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | DIAMONDBACK ENERGY INC COMMON STOCK USD.01          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       650 | NS      | $88907.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                      | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      5280 | NS      | $134481.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                         | DINE BRANDS GLOBAL INC COMMON STOCK USD.01          | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      3380 | NS      | $218348.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1250 | NS      | $122287.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                   | DOCUSIGN INC COMMON STOCK USD.0001                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       740 | NS      | $41010.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | DOLLAR TREE INC COMMON STOCK USD.01                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       970 | NS      | $137196.80    | 0.18%             |  |  |  | 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        |       180 | NS      | $62352.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                   | DOORDASH INC   A COMMON STOCK USD.00001             | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       531 | NS      | $25923.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                              | DOVER CORP COMMON STOCK USD1.0                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       590 | NS      | $79891.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc New                             | DRAFTKINGS INC CL A COMMON STOCK USD.0001           | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $38726.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                    | DROPBOX INC CLASS A COMMON STOCK USD.00001          | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2970 | NS      | $66468.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                     | DRIVEN BRANDS HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13402 | NS      | $366008.62    | 0.47%             |  |  |  | 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        |      1750 | NS      | $120102.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                         | DYCOM INDUSTRIES INC COMMON STOCK USD.333           | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      2875 | NS      | $269100.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                  | DYNATRACE INC COMMON STOCK USD.001                  | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12143 | NS      | $465076.90    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                          | EAST WEST BANCORP INC COMMON STOCK USD.001          | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $65900.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL CO COMMON STOCK USD.01             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       660 | NS      | $53750.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | EBAY INC COMMON STOCK USD.001                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1920 | NS      | $79622.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | EDISON INTERNATIONAL COMMON STOCK                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1470 | NS      | $93521.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | ELECTRONIC ARTS INC COMMON STOCK USD.01             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       960 | NS      | $117292.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                         | ASPEN TECHNOLOGY INC COMMON STOCK                   | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |       310 | NS      | $63674.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | ENPHASE ENERGY INC COMMON STOCK USD.00001           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       550 | NS      | $145728.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                   | ENTEGRIS INC COMMON STOCK USD.01                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       680 | NS      | $44601.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | ENTERGY CORP COMMON STOCK USD.01                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       830 | NS      | $93375.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM SYSTEMS INC COMMON STOCK USD.001               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       220 | NS      | $72102.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                   | ENVISTA HOLDINGS CORP COMMON STOCK USD.01           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      9910 | NS      | $333669.70    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | EQUIFAX INC COMMON STOCK USD1.25                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       490 | NS      | $95236.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties Inc                | EQUITY LIFESTYLE PROPERTIES REIT USD.01             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1100 | NS      | $71060.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | EQUITY RESIDENTIAL REIT USD.01                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1510 | NS      | $89090.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                     | ERASCA INC COMMON STOCK USD.0001                    | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3715 | NS      | $16011.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                        | ESSENTIAL UTILITIES INC COMMON STOCK USD.5          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      1620 | NS      | $77322.60     | 0.10%             |  |  |  | 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        |       270 | NS      | $57218.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | ETSY INC COMMON STOCK USD.001                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       484 | NS      | $57973.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                        | EURONET WORLDWIDE INC COMMON STOCK USD.02           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       536 | NS      | $50587.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | EVERSOURCE ENERGY COMMON STOCK USD5.0               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1400 | NS      | $117376.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc.                      | F+G ANNUITIES + LIFE INC COMMON STOCK               | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | USGSE             | US        |       113 | NS      | $2261.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | EXPEDIA GROUP INC COMMON STOCK USD.001              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       570 | NS      | $49932.00     | 0.06%             |  |  |  | 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        |       570 | NS      | $59234.40     | 0.08%             |  |  |  | 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        |       530 | NS      | $78005.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC CORP COMMON STOCK USD.1                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3020 | NS      | $376896.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                            | FLYWIRE CORP VOTING COMMON STOCK USD.0001           | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     12323 | NS      | $301543.81    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                           | FTI CONSULTING INC COMMON STOCK USD.01              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2149 | NS      | $341261.20    | 0.44%             |  |  |  | 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        |       230 | NS      | $92278.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | FAIR ISAAC CORP COMMON STOCK USD.01                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       148 | NS      | $88589.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | FASTENAL CO COMMON STOCK USD.01                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      2350 | NS      | $111202.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.              | FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1670 | NS      | $62825.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | FIFTH THIRD BANCORP COMMON STOCK                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2900 | NS      | $95149.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                      | FIRST BANCORP PUERTO RICO COMMON STOCK USD.1        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     22230 | NS      | $282765.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens Bancshares Inc (North Carolina) | FIRST CITIZENS BCSHS   CL A COMMON STOCK USD1.0     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       588 | NS      | $445915.68    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                      | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2360 | NS      | $57820.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                            | FIRST HAWAIIAN INC COMMON STOCK USD.01              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     12514 | NS      | $325864.56    | 0.42%             |  |  |  | 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        |       710 | NS      | $86541.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | FIRST SOLAR INC COMMON STOCK USD.001                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       370 | NS      | $55422.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FIRSTENERGY CORP COMMON STOCK USD.1                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      2210 | NS      | $92687.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                 | FIVE BELOW COMMON STOCK USD.01                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2302 | NS      | $407154.74    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                     | FIVE9 INC COMMON STOCK USD.001                      | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      4762 | NS      | $323149.32    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001      | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       340 | NS      | $62451.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                              | FLUOR CORP COMMON STOCK USD.01                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      6580 | NS      | $228062.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | FORTINET INC COMMON STOCK USD.001                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2700 | NS      | $132003.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | FORTIVE CORP COMMON STOCK USD.01                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1210 | NS      | $77742.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP   CLASS A COMMON STOCK USD.01              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2040 | NS      | $61954.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                             | FRANKLIN RESOURCES INC COMMON STOCK USD.1           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      2540 | NS      | $67005.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                 | FRESHWORKS INC CL A COMMON STOCK USD.00001          | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     15518 | NS      | $228269.78    | 0.29%             |  |  |  | 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        |       780 | NS      | $147061.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc              | GAMING AND LEISURE PROPERTIE REIT                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1640 | NS      | $85427.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | GARTNER INC COMMON STOCK USD.0005                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       390 | NS      | $131094.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | GENERAC HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       250 | NS      | $25165.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                    | GENTEX CORP COMMON STOCK USD.06                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      2170 | NS      | $59175.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | GENUINE PARTS CO COMMON STOCK USD1.0                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       610 | NS      | $105841.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | GLOBAL PAYMENTS INC COMMON STOCK                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       960 | NS      | $95347.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company             | GOODYEAR TIRE + RUBBER CO COMMON STOCK              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     20350 | NS      | $206552.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                      | GRACO INC COMMON STOCK USD1.0                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       990 | NS      | $66587.40     | 0.09%             |  |  |  | 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        |       180 | NS      | $100125.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                   | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001    | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11978 | NS      | $349637.82    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                            | GUARDANT HEALTH INC COMMON STOCK USD.00001          | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      6186 | NS      | $168259.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                              | HF SINCLAIR CORP COMMON STOCK                       | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4410 | NS      | $228834.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP INC COMMON STOCK USD.01                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3620 | NS      | $97269.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc                   | HAIN CELESTIAL GROUP INC COMMON STOCK USD.01        | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     11770 | NS      | $190438.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | HALLIBURTON CO COMMON STOCK USD2.5                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      3900 | NS      | $153465.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.              | HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1990 | NS      | $268908.70    | 0.35%             |  |  |  | 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        |      1470 | NS      | $111470.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | HASBRO INC COMMON STOCK USD.5                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       770 | NS      | $46977.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | HEALTHPEAK PROPERTIES INC REIT USD1.0               | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      2220 | NS      | $55655.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                     | HEICO CORP CLASS A COMMON STOCK USD.01              | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       600 | NS      | $71910.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                          | HELMERICH + PAYNE COMMON STOCK USD.1                | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      5056 | NS      | $250625.92    | 0.32%             |  |  |  | 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        |       470 | NS      | $82513.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                              | HERC HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      2370 | NS      | $311820.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | HERSHEY CO/THE COMMON STOCK USD1.0                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       600 | NS      | $138942.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | HESS CORP COMMON STOCK USD1.0                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1130 | NS      | $160256.60    | 0.21%             |  |  |  | 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        |      5300 | NS      | $84588.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                             | HEXCEL CORP COMMON STOCK USD.01                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4764 | NS      | $280361.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                     | HILTON GRAND VACATIONS INC COMMON STOCK USD.01      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      6736 | NS      | $259605.44    | 0.33%             |  |  |  | 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        |      1120 | NS      | $141523.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | HOLOGIC INC COMMON STOCK USD.01                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1160 | NS      | $86779.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | HORMEL FOODS CORP COMMON STOCK USD.01465            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1650 | NS      | $75157.50     | 0.10%             |  |  |  | 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        |      3060 | NS      | $49113.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | HOWMET AEROSPACE INC COMMON STOCK                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     11477 | NS      | $452308.57    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                           | HUBBELL INC COMMON STOCK USD.01                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       400 | NS      | $93872.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubspot Inc                                    | HUBSPOT INC COMMON STOCK USD.001                    | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       949 | NS      | $274384.37    | 0.35%             |  |  |  | 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        |       450 | NS      | $78462.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | HUNTINGTON BANCSHARES INC COMMON STOCK USD.01       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4980 | NS      | $70218.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                           | HUNTSMAN CORP COMMON STOCK USD.01                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     10590 | NS      | $291013.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                       | HYATT HOTELS CORP   CL A COMMON STOCK USD.01        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       690 | NS      | $62410.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                | ICU MEDICAL INC COMMON STOCK USD.1                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       274 | NS      | $43149.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Irhythm Technologies Inc                       | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      2313 | NS      | $216658.71    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                        | ITT INC COMMON STOCK USD1.0                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4448 | NS      | $360732.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                    | IDACORP INC COMMON STOCK                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      3460 | NS      | $373161.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | IDEX CORP COMMON STOCK USD.01                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1816 | NS      | $414647.28    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX LABORATORIES INC COMMON STOCK USD.1           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       350 | NS      | $142786.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                              | INARI MEDICAL INC COMMON STOCK USD.001              | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4252 | NS      | $270257.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | INGERSOLL RAND INC COMMON STOCK USD.01              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      8162 | NS      | $426464.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                   | INNOSPEC INC COMMON STOCK USD.01                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1370 | NS      | $140918.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                            | INSULET CORP COMMON STOCK USD.001                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       998 | NS      | $293801.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01    | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5997 | NS      | $336251.79    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                      | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001     | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      3026 | NS      | $105577.14    | 0.14%             |  |  |  | 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        |       939 | NS      | $98444.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | INTERNATIONAL PAPER CO COMMON STOCK USD1.0          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1610 | NS      | $55754.30     | 0.07%             |  |  |  | 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        |      2400 | NS      | $79944.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                   | INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      3448 | NS      | $182468.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | INVITATION HOMES INC REIT USD.01                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $68172.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       780 | NS      | $159814.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | IRON MOUNTAIN INC REIT USD.01                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1900 | NS      | $94715.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveric Bio Inc.                                | IVERIC BIO INC COMMON STOCK USD.001                 | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      7789 | NS      | $166762.49    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | JACOBS SOLUTIONS INC COMMON STOCK                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $68800.11     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                | JONES LANG LASALLE INC COMMON STOCK USD.01          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       410 | NS      | $65341.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | JUNIPER NETWORKS INC COMMON STOCK USD.00001         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2480 | NS      | $79260.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                  | KKR + CO INC COMMON STOCK USD.01                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      2230 | NS      | $103516.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                        | KARUNA THERAPEUTICS INC COMMON STOCK USD.00001      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $192373.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                        | KB HOME COMMON STOCK USD1.0                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      6440 | NS      | $205114.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                | KELLOGG CO COMMON STOCK USD.25                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1220 | NS      | $86912.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                             | KEMPER CORP COMMON STOCK USD.1                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      4210 | NS      | $207132.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KEYCORP COMMON STOCK USD1.0                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      3650 | NS      | $63583.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | KEYSIGHT TECHNOLOGIES IN COMMON STOCK               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       760 | NS      | $130013.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | KIMCO REALTY CORP REIT USD.01                       | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      3630 | NS      | $76883.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                      | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1469 | NS      | $384172.88    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6110 | NS      | $320225.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                     | KORN FERRY COMMON STOCK USD.01                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2810 | NS      | $142242.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | KROGER CO COMMON STOCK USD1.0                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3100 | NS      | $138198.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.             | KULICKE + SOFFA INDUSTRIES COMMON STOCK             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      4190 | NS      | $185449.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ CORP COMMON STOCK USD.01                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1630 | NS      | $87058.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                    | LPL FINANCIAL HOLDINGS INC COMMON STOCK             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2508 | NS      | $542154.36    | 0.70%             |  |  |  | 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        |       400 | NS      | $94192.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                      | LAMAR ADVERTISING CO A REIT USD.001                 | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       767 | NS      | $72404.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                          | LANTHEUS HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      5896 | NS      | $300460.16    | 0.39%             |  |  |  | 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        |      1670 | NS      | $80276.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation              | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      6218 | NS      | $403423.84    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                               | LEAR CORP COMMON STOCK USD.01                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       419 | NS      | $51964.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corporation                     | LEGEND BIOTECH CORP ADR ADR                         | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      2570 | NS      | $128294.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | LEIDOS HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       750 | NS      | $78892.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | LENNAR CORP A COMMON STOCK USD.1                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1100 | NS      | $99550.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                      | LENNOX INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       230 | NS      | $55022.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                  | LIBERTY BROADBAND A COMMON STOCK USD.01             | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       480 | NS      | $36408.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                  | LIBERTY BROADBAND C COMMON STOCK USD.01             | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       660 | NS      | $50338.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                         | LIBERTY MEDIA CORP LIBERTY C TRACKING STK USD.01    | CUSIP: 531229854<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      1385 | NS      | $82795.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                     | LITHIA MOTORS INC CL A COMMON STOCK                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1230 | NS      | $251830.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                | LITTELFUSE INC COMMON STOCK USD.01                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1312 | NS      | $288902.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | LOEWS CORP COMMON STOCK USD.01                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1370 | NS      | $79912.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                       | LULULEMON ATHLETICA INC COMMON STOCK USD.005        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       460 | NS      | $147374.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      5380 | NS      | $28083.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation                | LUMENTUM HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3180 | NS      | $165900.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                       | LYFT INC A COMMON STOCK USD.00001                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      1370 | NS      | $15097.40     | 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        |       520 | NS      | $75431.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1930 | NS      | $64712.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI INC COMMON STOCK USD.01                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       329 | NS      | $153040.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.       | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5704 | NS      | $359237.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                 | MAGNOLIA OIL + GAS CORP   A COMMON STOCK USD.0001   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11761 | NS      | $275795.45    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                       | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3162 | NS      | $383866.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | MARATHON OIL CORP COMMON STOCK USD1.0               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2720 | NS      | $73630.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc              | MARAVAI LIFESCIENCES HLDGS A COMMON STOCK USD.01    | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $28047.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                             | MARKEL CORP COMMON STOCK                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        60 | NS      | $79049.40     | 0.10%             |  |  |  | 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        |       250 | NS      | $84492.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | MASCO CORP COMMON STOCK USD1.0                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1190 | NS      | $55537.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                             | MASIMO CORP COMMON STOCK USD.001                    | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       330 | NS      | $48823.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation             | MASONITE INTERNATIONAL CORP COMMON STOCK            | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      2840 | NS      | $228932.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                      | MATADOR RESOURCES CO COMMON STOCK USD.01            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      5418 | NS      | $310126.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | MATCH GROUP INC COMMON STOCK                        | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       920 | NS      | $38170.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | MCCORMICK + CO NON VTG SHRS COMMON STOCK            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1010 | NS      | $83718.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                  | MEDICAL PROPERTIES TRUST INC REIT USD.001           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      3460 | NS      | $38544.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                    | MEDNAX INC COMMON STOCK USD.01                      | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13425 | NS      | $199495.50    | 0.26%             |  |  |  | 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        |        90 | NS      | $130090.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2046 | NS      | $143731.50    | 0.18%             |  |  |  | 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        |       480 | NS      | $75355.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                                 | MIDDLEBY CORP COMMON STOCK USD.01                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2485 | NS      | $332741.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                   | MOELIS + CO   CLASS A COMMON STOCK USD.01           | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      5517 | NS      | $211687.29    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | MOHAWK INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       370 | NS      | $37821.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | MOLINA HEALTHCARE INC COMMON STOCK USD.001          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       300 | NS      | $99066.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                        | ADT INC COMMON STOCK USD.01                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29366 | NS      | $266349.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | AFLAC INC COMMON STOCK USD.1                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2600 | NS      | $187044.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                               | AGCO CORP COMMON STOCK USD.01                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       520 | NS      | $72118.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                           | AGNC INVESTMENT CORP REIT USD.01                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      4250 | NS      | $43987.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                            | AES CORP COMMON STOCK USD.01                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2310 | NS      | $66435.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3770 | NS      | $310346.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                              | ACI WORLDWIDE INC COMMON STOCK USD.005              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     10710 | NS      | $246330.00    | 0.32%             |  |  |  | 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        |       380 | NS      | $55871.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM COMMON STOCK USD.01                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      3500 | NS      | $297255.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1260 | NS      | $188559.00    | 0.24%             |  |  |  | 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        |      5780 | NS      | $248193.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | ALBEMARLE CORP COMMON STOCK USD.01                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       470 | NS      | $101924.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                              | ALCOA CORP COMMON STOCK USD.01                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       894 | NS      | $40650.18     | 0.05%             |  |  |  | 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        |       550 | NS      | $80118.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       270 | NS      | $56943.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                        | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      9680 | NS      | $289044.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | ALLSTATE CORP COMMON STOCK USD.01                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       940 | NS      | $127464.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                            | ALLY FINANCIAL INC COMMON STOCK USD.1               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1520 | NS      | $37164.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                   | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       540 | NS      | $128331.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                         | AMERCO COMMON STOCK USD.25                          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       100 | NS      | $6019.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                         | AMERCO NON VOTING COMMON STOCK                      | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       900 | NS      | $49482.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | AMEREN CORPORATION COMMON STOCK USD.01              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1010 | NS      | $89809.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | AMERICAN FINANCIAL GROUP INC COMMON STOCK           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2350 | NS      | $322608.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                          | AMERICAN HOMES 4 RENT  A REIT USD.01                | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      2060 | NS      | $62088.40     | 0.08%             |  |  |  | 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        |       750 | NS      | $114315.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                     | AMERICOLD REALTY TRUST REIT USD.01                  | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      1890 | NS      | $53505.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AMERISOURCEBERGEN CORP COMMON STOCK USD.01          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       630 | NS      | $104397.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       480 | NS      | $149457.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | AMETEK INC COMMON STOCK USD.01                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3442 | NS      | $480916.24    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | AMPHENOL CORP CL A COMMON STOCK USD.001             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2390 | NS      | $181974.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | ANSYS INC COMMON STOCK USD.01                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       350 | NS      | $84556.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA CORP COMMON STOCK USD.625                       | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1270 | NS      | $59283.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                   | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001  | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $84330.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Applovin Corporation                           | APPLOVIN CORP CLASS A COMMON STOCK USD.00003        | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1630 | NS      | $17163.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | ARAMARK COMMON STOCK USD.01                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1962 | NS      | $81109.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                     | ARCOSA INC COMMON STOCK USD.01                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      5082 | NS      | $276155.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                         | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3604 | NS      | $74530.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                    | ARES MANAGEMENT CORP   A COMMON STOCK               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      5189 | NS      | $355135.16    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | ARISTA NETWORKS INC COMMON STOCK USD.0001           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       870 | NS      | $105574.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.               | ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01      | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3102 | NS      | $212766.18    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                  | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      4263 | NS      | $172907.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                            | ASCENDIS PHARMA A/S   ADR ADR DKK1.0                | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1012 | NS      | $123595.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | ATMOS ENERGY CORP COMMON STOCK                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       530 | NS      | $59397.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atricure Inc                                   | ATRICURE INC COMMON STOCK USD.001                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7368 | NS      | $326991.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | AUTOZONE INC COMMON STOCK USD.01                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        90 | NS      | $221956.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AVALONBAY COMMUNITIES INC REIT USD.01               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       570 | NS      | $92066.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                   | AVANGRID INC COMMON STOCK USD.01                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      1500 | NS      | $64470.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                    | AVANTOR INC COMMON STOCK USD.01                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2380 | NS      | $50194.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | AVERY DENNISON CORP COMMON STOCK USD1.0             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       360 | NS      | $65160.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                    | AVNET INC COMMON STOCK USD1.0                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      5849 | NS      | $243201.42    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                            | AXON ENTERPRISE INC COMMON STOCK USD.00001          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      2717 | NS      | $450831.81    | 0.58%             |  |  |  | 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        |      3800 | NS      | $112214.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | BALL CORP COMMON STOCK                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1300 | NS      | $66482.00     | 0.09%             |  |  |  | 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        |      2520 | NS      | $114710.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                | BANKUNITED INC COMMON STOCK USD.01                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      5880 | NS      | $199743.60    | 0.26%             |  |  |  | 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        |      5150 | NS      | $217021.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                    | BELDEN INC COMMON STOCK USD.01                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2690 | NS      | $193411.00    | 0.25%             |  |  |  | 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        |      1432 | NS      | $103920.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                         | BERRY GLOBAL GROUP INC COMMON STOCK USD.01          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      6830 | NS      | $412736.90    | 0.53%             |  |  |  | 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        |       940 | NS      | $75397.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Com Holdings Inc                          | BILL.COM HOLDINGS INC COMMON STOCK USD.00001        | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       490 | NS      | $53390.40     | 0.07%             |  |  |  | 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        |       120 | NS      | $50458.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                   | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       640 | NS      | $66233.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | BIOGEN INC COMMON STOCK USD.0005                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       500 | NS      | $138460.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001       | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      2668 | NS      | $116885.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.              | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       920 | NS      | $96158.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc                             | BOSTON BEER COMPANY INC A COMMON STOCK USD.01       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        60 | NS      | $19771.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | BOSTON PROPERTIES INC REIT USD.01                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       700 | NS      | $47306.00     | 0.06%             |  |  |  | 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        |       477 | NS      | $63980.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                       | BROADSTONE NET LEASE INC REIT USD.00025             | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     11850 | NS      | $192088.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | BROWN + BROWN INC COMMON STOCK USD.1                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1430 | NS      | $81467.10     | 0.10%             |  |  |  | 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        |      1000 | NS      | $65680.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                         | BURLINGTON STORES INC COMMON STOCK USD.0001         | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1670 | NS      | $338609.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                        | CBOE GLOBAL MARKETS INC COMMON STOCK                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2494 | NS      | $312922.18    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE GROUP INC   A COMMON STOCK USD.01              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1370 | NS      | $105435.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW CORP/DE COMMON STOCK USD.01                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       590 | NS      | $105362.20    | 0.14%             |  |  |  | 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        |       750 | NS      | $63900.00     | 0.08%             |  |  |  | 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        |       790 | NS      | $72332.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                         | S+P MID 400 EMINI MAR23 XCME 20230317               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7211.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE COMMON STOCK USD.01                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1320 | NS      | $57908.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       700 | NS      | $180397.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR INC COMMON STOCK USD.01                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        74 | NS      | $341330.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                       | NOV INC COMMON STOCK USD.01                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      9144 | NS      | $191018.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | NASDAQ INC COMMON STOCK USD.01                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1410 | NS      | $86503.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                     | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01       | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      1839 | NS      | $67859.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                   | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      9890 | NS      | $383336.40    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                     | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       802 | NS      | $95790.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | NORDSON CORP COMMON STOCK                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       360 | NS      | $85579.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | NORTHERN TRUST CORP COMMON STOCK USD1.667           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       780 | NS      | $69022.20     | 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        |     14150 | NS      | $303234.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                    | NOVANTA INC COMMON STOCK                            | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      2739 | NS      | $372147.93    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | NUCOR CORP COMMON STOCK USD.4                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1230 | NS      | $162126.30    | 0.21%             |  |  |  | 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        |       220 | NS      | $185686.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                          | OAK STREET HEALTH INC COMMON STOCK USD.001          | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |      1240 | NS      | $26672.40     | 0.03%             |  |  |  | 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        |       400 | NS      | $113512.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | OMNICOM GROUP COMMON STOCK USD.15                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       930 | NS      | $75860.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON SEMICONDUCTOR COMMON STOCK USD.01                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6704 | NS      | $418128.48    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | ONEOK INC COMMON STOCK USD.01                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1810 | NS      | $118917.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                            | OSHKOSH CORP COMMON STOCK USD.01                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2220 | NS      | $195781.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | OTIS WORLDWIDE CORP COMMON STOCK USD.01             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1680 | NS      | $131560.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                    | OVINTIV INC COMMON STOCK                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8049 | NS      | $408164.79    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | OWENS CORNING COMMON STOCK USD.001                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       790 | NS      | $67387.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | P G + E CORP COMMON STOCK                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7056 | NS      | $114730.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                              | PJT PARTNERS INC   A COMMON STOCK                   | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      3983 | NS      | $293507.27    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG INDUSTRIES INC COMMON STOCK USD1.67             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       970 | NS      | $121967.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL CORP COMMON STOCK USD.01                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      3140 | NS      | $91750.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC INC COMMON STOCK USD.01                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4145 | NS      | $497565.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | PACCAR INC COMMON STOCK USD1.0                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1390 | NS      | $137568.30    | 0.18%             |  |  |  | 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        |       520 | NS      | $66513.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                      | PALANTIR TECHNOLOGIES INC A COMMON STOCK USD.001    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6290 | NS      | $40381.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                 | PAPA JOHN S INTL INC COMMON STOCK USD.01            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2870 | NS      | $236229.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | PARKER HANNIFIN CORP COMMON STOCK USD.5             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       520 | NS      | $151320.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                      | PATTERSON UTI ENERGY INC COMMON STOCK USD.01        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     20824 | NS      | $350676.16    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | PAYCHEX INC COMMON STOCK USD.01                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1320 | NS      | $152539.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | PAYCOM SOFTWARE INC COMMON STOCK USD.01             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       200 | NS      | $62062.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | PERKINELMER INC COMMON STOCK USD1.0                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       420 | NS      | $58892.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | PHILLIPS 66 COMMON STOCK                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1700 | NS      | $176936.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                        | PHYSICIANS REALTY TRUST REIT USD.01                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     18120 | NS      | $262196.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                | PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3223 | NS      | $236568.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                  | PINTEREST INC  CLASS A COMMON STOCK USD.00001       | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3220 | NS      | $78181.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Incorporation                   | PLANET FITNESS INC   CL A COMMON STOCK USD.0001     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      5993 | NS      | $472248.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | POOL CORP COMMON STOCK USD.001                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1264 | NS      | $382145.12    | 0.49%             |  |  |  | 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        |       920 | NS      | $100335.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1190 | NS      | $99864.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1630 | NS      | $162119.80    | 0.21%             |  |  |  | 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        |      2070 | NS      | $126828.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | PULTEGROUP INC COMMON STOCK USD.01                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8520 | NS      | $387915.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                      | QORVO INC COMMON STOCK USD.0001                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       470 | NS      | $42600.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | QUANTA SERVICES INC COMMON STOCK USD.00001          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       790 | NS      | $112575.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | QUEST DIAGNOSTICS INC COMMON STOCK USD.01           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       580 | NS      | $90735.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH COMMON STOCK USD.0001                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       110 | NS      | $29390.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                       | RXO INC COMMON STOCK                                | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1991 | NS      | $34245.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                       | RALPH LAUREN CORP COMMON STOCK USD.01               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3460 | NS      | $365618.20    | 0.47%             |  |  |  | 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        |       870 | NS      | $92959.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | REALTY INCOME CORP REIT USD1.0                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2650 | NS      | $168089.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                      | REGAL BELOIT CORP COMMON STOCK USD.01               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      2600 | NS      | $311948.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | REGENCY CENTERS CORP REIT USD.01                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1200 | NS      | $75000.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | REGIONS FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3530 | NS      | $76106.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated     | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1783 | NS      | $253346.47    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | RELIANCE STEEL + ALUMINUM COMMON STOCK              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       880 | NS      | $178147.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                           | REPLIGEN CORP COMMON STOCK USD.01                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2440 | NS      | $413116.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | REPUBLIC SERVICES INC COMMON STOCK USD.01           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       860 | NS      | $110931.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | RESMED INC COMMON STOCK USD.004                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       590 | NS      | $122796.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                          | RIVIAN AUTOMOTIVE INC A COMMON STOCK USD.001        | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $35017.00     | 0.04%             |  |  |  | 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        |      2760 | NS      | $203770.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                             | ROBLOX CORP  CLASS A COMMON STOCK USD.0001          | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $49805.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc                           | ROCKET COS INC CLASS A COMMON STOCK USD.00001       | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5490 | NS      | $38430.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       470 | NS      | $121057.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | ROLLINS INC COMMON STOCK USD1.0                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      2040 | NS      | $74541.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | ROSS STORES INC COMMON STOCK USD.01                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1180 | NS      | $136962.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA COMMUNICATIONS CORP REIT USD.01                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       420 | NS      | $117730.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc.                | SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01      | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1030 | NS      | $53621.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                     | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     15240 | NS      | $190804.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                       | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       838 | NS      | $108588.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                     | SEAGEN INC COMMON STOCK USD.001                     | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $68110.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | SEALED AIR CORP COMMON STOCK USD.1                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1230 | NS      | $61352.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                 | SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2750 | NS      | $243677.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                            | SHIFT4 PAYMENTS INC CLASS A COMMON STOCK            | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6663 | NS      | $372661.59    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                  | SHOALS TECHNOLOGIES GROUP  A COMMON STOCK USD.00001 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10511 | NS      | $259306.37    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                          | SILK ROAD MEDICAL INC COMMON STOCK USD.001          | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      5318 | NS      | $281056.30    | 0.36%             |  |  |  | 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        |      1340 | NS      | $157423.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                         | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     10060 | NS      | $58750.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Siteone Landscape Supply Inc                   | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2781 | NS      | $326266.92    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       680 | NS      | $61968.40     | 0.08%             |  |  |  | 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        |      1130 | NS      | $64681.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                 | SMARTSHEET INC CLASS A COMMON STOCK                 | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      8006 | NS      | $315116.16    | 0.40%             |  |  |  | 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        |       580 | NS      | $91906.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2410 | NS      | $81144.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                     | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0      | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2711 | NS      | $167756.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Aerosystems Holdings Inc                | SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01    | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10130 | NS      | $299848.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                     | SPLUNK INC COMMON STOCK USD.001                     | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       660 | NS      | $56819.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                          | STAG INDUSTRIAL INC REIT USD.01                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      6670 | NS      | $215507.70    | 0.28%             |  |  |  | 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        |       630 | NS      | $47325.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                       | STATE STREET CORP COMMON STOCK USD1.0               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1440 | NS      | $111700.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | STEEL DYNAMICS INC COMMON STOCK USD.005             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       662 | NS      | $64677.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                   | STIFEL FINANCIAL CORP COMMON STOCK USD.15           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      5150 | NS      | $300605.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                            | STORE CAPITAL CORP REIT USD.01                      | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      2130 | NS      | $68287.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                          | SUN COMMUNITIES INC REIT USD.01                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       460 | NS      | $65780.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                         | SYNAPTICS INC COMMON STOCK USD.001                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2440 | NS      | $232190.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | SYNOPSYS INC COMMON STOCK USD.01                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       620 | NS      | $197959.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                        | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      7870 | NS      | $295518.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | SYNCHRONY FINANCIAL COMMON STOCK USD.001            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2390 | NS      | $78535.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                              | SYNEOS HEALTH INC COMMON STOCK USD.01               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      4480 | NS      | $164326.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                          | TFI INTERNATIONAL INC COMMON STOCK                  | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      3104 | NS      | $311144.96    | 0.40%             |  |  |  | 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        |       470 | NS      | $48941.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | TAPESTRY INC COMMON STOCK USD.01                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     10300 | NS      | $392224.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | TARGA RESOURCES CORP COMMON STOCK USD.001           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5703 | NS      | $419170.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                      | TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      5936 | NS      | $180157.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       175 | NS      | $69984.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | TERADYNE INC COMMON STOCK USD.125                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       680 | NS      | $59398.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                 | TETRA TECH INC COMMON STOCK USD.01                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2511 | NS      | $364572.09    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                 | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      4709 | NS      | $283999.79    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                 | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01         | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |        40 | NS      | $93769.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc                             | TRADE DESK INC/THE  CLASS A COMMON STOCK USD.000001 | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1700 | NS      | $76211.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                             | TIMKEN CO COMMON STOCK                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3520 | NS      | $248758.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                               | TORO CO COMMON STOCK USD1.0                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       670 | NS      | $75844.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | TRACTOR SUPPLY COMPANY COMMON STOCK USD.008         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       470 | NS      | $105735.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                           | TRADEWEB MARKETS INC CLASS A COMMON STOCK USD.01    | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $61034.20     | 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        |       220 | NS      | $138523.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                     | TRANSUNION COMMON STOCK USD.01                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       780 | NS      | $44265.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                             | TREX COMPANY INC COMMON STOCK USD.01                | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |       710 | NS      | $30054.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | TRIMBLE INC COMMON STOCK                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1020 | NS      | $51571.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                  | TRUPANION INC COMMON STOCK USD.00001                | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      3280 | NS      | $155898.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                     | TWILIO INC   A COMMON STOCK USD.001                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       620 | NS      | $30355.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | TYLER TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       180 | NS      | $58033.80     | 0.07%             |  |  |  | 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        |      1180 | NS      | $73455.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR INC REIT USD.01                                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1640 | NS      | $63517.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                   | UBIQUITI INC COMMON STOCK USD.001                   | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $54706.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | ULTA BEAUTY INC COMMON STOCK USD.01                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       230 | NS      | $107886.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceuticals Inc                 | ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      3059 | NS      | $141723.47    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333    | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      3140 | NS      | $31902.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | UNITED RENTALS INC COMMON STOCK USD.01              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       298 | NS      | $105915.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                             | UNITY SOFTWARE INC COMMON STOCK USD.000005          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       750 | NS      | $21442.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                        | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2744 | NS      | $296461.76    | 0.38%             |  |  |  | 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        |       510 | NS      | $71853.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                           | UPSTART HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       166 | NS      | $2194.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | VF CORP COMMON STOCK                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      1330 | NS      | $36721.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                             | VAIL RESORTS INC COMMON STOCK USD.01                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      1852 | NS      | $441424.20    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                              | VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001    | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       560 | NS      | $90372.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | VENTAS INC REIT USD.25                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1530 | NS      | $68926.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | VERISIGN INC COMMON STOCK USD.001                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       410 | NS      | $84230.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | VERISK ANALYTICS INC COMMON STOCK USD.001           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       649 | NS      | $114496.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                             | VERTIV HOLDINGS CO COMMON STOCK USD.0001            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     24130 | NS      | $329615.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | PARAMOUNT GLOBAL CLASS B COMMON STOCK USD.001       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       126 | NS      | $2126.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | VIATRIS INC COMMON STOCK                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      5730 | NS      | $63774.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | VICI PROPERTIES INC REIT USD.01                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      3360 | NS      | $108864.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                        | VICTORIA S SECRET + CO COMMON STOCK USD.01          | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       386 | NS      | $13811.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                          | VIR BIOTECHNOLOGY INC COMMON STOCK                  | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4547 | NS      | $115084.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | VULCAN MATERIALS CO COMMON STOCK USD1.0             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       540 | NS      | $94559.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                                | WP CAREY INC REIT USD.001                           | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1020 | NS      | $79713.00     | 0.10%             |  |  |  | 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        |      1290 | NS      | $120950.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | WABTEC CORP COMMON STOCK USD.01                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       930 | NS      | $92823.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | WARNER BROS DISCOVERY INC COMMON STOCK              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      7731 | NS      | $73289.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | WATERS CORP COMMON STOCK USD.01                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       253 | NS      | $86672.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                     | WATSCO INC COMMON STOCK USD.5                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       260 | NS      | $64844.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                        | WEBSTER FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      4260 | NS      | $201668.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | WELLTOWER INC REIT USD1.0                           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $112090.50    | 0.14%             |  |  |  | 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        |       300 | NS      | $70605.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | WESTERN DIGITAL CORP COMMON STOCK USD.01            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1250 | NS      | $39437.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WESTROCK CO COMMON STOCK                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1370 | NS      | $48169.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | WEYERHAEUSER CO REIT USD1.25                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3060 | NS      | $94860.00     | 0.12%             |  |  |  | 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        |      5010 | NS      | $164829.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                  | WILLIAMS SONOMA INC COMMON STOCK USD.01             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2250 | NS      | $258570.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                   | WINGSTOP INC COMMON STOCK USD.01                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1708 | NS      | $235054.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                 | WINTRUST FINANCIAL CORP COMMON STOCK                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3930 | NS      | $332163.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                 | WOLFSPEED INC COMMON STOCK USD.00125                | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       772 | NS      | $53298.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                        | XPO LOGISTICS INC COMMON STOCK USD.001              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      8560 | NS      | $284962.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | XCEL ENERGY INC COMMON STOCK USD2.5                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2150 | NS      | $150736.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | XYLEM INC COMMON STOCK                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       730 | NS      | $80716.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                 | YUM  BRANDS INC COMMON STOCK                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1150 | NS      | $147292.00    | 0.19%             |  |  |  | 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        |       220 | NS      | $56410.20     | 0.07%             |  |  |  | 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        |       850 | NS      | $108375.00    | 0.14%             |  |  |  | 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        |      8360 | NS      | $410977.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoominfo Technologies Inc                      | ZOOMINFO TECHNOLOGIES INC COMMON STOCK              | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $47272.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                    | ZSCALER INC COMMON STOCK USD.001                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       370 | NS      | $41403.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                  | ZOOM VIDEO COMMUNICATIONS A COMMON STOCK USD.001    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       870 | NS      | $58933.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | ALLEGION PLC COMMON STOCK USD.01                    | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       570 | NS      | $59998.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | AMCOR PLC COMMON STOCK USD.01                       | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      6490 | NS      | $77295.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                 | AMDOCS LTD COMMON STOCK GBP.0001                    | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      1000 | NS      | $90900.00     | 0.12%             |  |  |  | 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        |      1920 | NS      | $120537.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                  | BUNGE LTD COMMON STOCK USD.01                       | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       274 | NS      | $27336.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                  | CLARIVATE PLC COMMON STOCK USD.01                   | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      4040 | NS      | $33693.60     | 0.04%             |  |  |  | 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        |       740 | NS      | $245139.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                | GENPACT LTD COMMON STOCK USD.01                     | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      4840 | NS      | $224188.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalfoundries Inc                            | GLOBALFOUNDRIES INC COMMON STOCK USD.02             | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       860 | NS      | $46345.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics PLC                       | HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001      | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |       810 | NS      | $92178.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                       | ICON PLC COMMON STOCK EUR.06                        | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1249 | NS      | $242618.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | INVESCO LTD COMMON STOCK USD.2                      | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2820 | NS      | $50731.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | APTIV PLC COMMON STOCK USD.01                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1100 | NS      | $102443.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                            | NOMAD FOODS LTD COMMON STOCK                        | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     19002 | NS      | $327594.48    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | PENTAIR PLC COMMON STOCK USD.01                     | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1180 | NS      | $53076.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC               | SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01    | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      6471 | NS      | $261298.98    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC COMMON STOCK USD75.0                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       346 | NS      | $63902.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0          | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       980 | NS      | $164728.20    | 0.21%             |  |  |  | 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        |       530 | NS      | $129627.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                            | ADC THERAPEUTICS SA COMMON STOCK CHF.064            | CUSIP: H0036K147<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5870 | NS      | $22540.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | GARMIN LTD COMMON STOCK CHF.1                       | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       610 | NS      | $56296.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                        | SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625       | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       550 | NS      | $43422.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.Com Limited                             | MONDAY.COM LTD COMMON STOCK                         | CUSIP: M7S64H106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1735 | NS      | $211670.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Limited                                | WIX.COM LTD COMMON STOCK ILS.01                     | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       250 | NS      | $19207.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                     | ELASTIC NV COMMON STOCK EUR.01                      | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |       630 | NS      | $32445.00     | 0.04%             |  |  |  | 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        |      1050 | NS      | $87181.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen NV                                      | QIAGEN N.V. COMMON STOCK EUR.01                     | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1580 | NS      | $78794.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp.                       | STAR BULK CARRIERS CORP COMMON STOCK USD.01         | CUSIP: Y8162K204<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |     10210 | NS      | $196338.30    | 0.25%             |  |  |  | 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