# EDGAR Filing Document

**Accession Number:** 0000811161
**File Stem:** 0001145549-23-007803
**Filing Date:** 2023-2
**Character Count:** 306139
**Document Hash:** c324a267aa9b59fa60b492fcc21628fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007803.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007803

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CLEARWATER INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000811161
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05038
- **FILM NUMBER:** 23651855

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 WELLS FARGO PLACE
- **STREET 2:** 30 EAST 7TH STREET
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101-4930
- **BUSINESS PHONE:** 6122280935

**MAIL ADDRESS:**
- **STREET 1:** 2000 WELLS FARGO PLACE
- **STREET 2:** 30 EAST 7TH STREET
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101

## Series and Classes Contracts Data

### Clearwater Core Equity Fund (Series ID: S000000697)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000002050 | Clearwater Core Equity Fund | QWVPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Clearwater Investment Trust

- **b. Investment Company Act file number:** 811-05038

- **c. CIK number of Registrant:** 0000811161

- **d. LEI of Registrant:** 549300DJTRHSZ8F9UE31

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

  - **Street Address 1:** 2000 Wells Fargo Place

  - **City:** St. Paul

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55101

  - **Telephone number:** 6512280935

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

- **a. Name of Series:** Clearwater Core Equity Fund

- **b. EDGAR series identifier (if any):** S000000697

- **c. LEI of Series:** 549300K5X0AWHU0I8R11

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $719639002.39

**Total Liabilities:** $1575271.12

**Net Assets:** $718063731.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002050 | 9.48%                | 5.68%                | -5.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16895175.12             | $39594629.27                               |
| Month 2  | $1814272.02              | $39707519.90                               |
| Month 3  | $8110560.64              | $-54644103.57                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BlackRock, Inc.                                | BlackRock, Inc. COM USD0.01                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2000 | NS      | $1417260.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.            | World Wrestling Entertainment, Inc. CLASS'A' COM USD0.01       | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       500 | NS      | $34260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust SBI USD0.01                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       900 | NS      | $100692.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies Inc COM USD0.01                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       600 | NS      | $239946.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc COM USD1.00                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     10504 | NS      | $2516338.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co. COM USD1.00                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37411 | NS      | $5016815.10   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | The Coca-Cola Company COM USD0.25                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     69073 | NS      | $4393733.53   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc. COM USD0.01 CLASS A               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2938 | NS      | $437438.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | Comerica Incorporated COM USD5                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1700 | NS      | $113645.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc COM STK NPV                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     12173 | NS      | $746448.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                 | Big Lots, Inc. COM USD0.01                                     | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $20580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd. COM USD0.01                              | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       400 | NS      | $132508.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation of Michigan      | Credit Acceptance Corporation of Michigan COM USD0.01          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $237200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | Cummins Inc. COM USD2.50                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1600 | NS      | $387664.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | Edwards Lifesciences Corporation COM USD1                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      7000 | NS      | $522270.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | D.R. Horton, Inc. COM USD0.01                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       100 | NS      | $8914.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | MetLife Inc. COM USD0.01                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      8740 | NS      | $632513.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | Danaher Corporation COM USD0.01                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7463 | NS      | $1980829.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                    | Moodys Corp COM USD0.01                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1000 | NS      | $278620.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | Target Corporation COM STK USD0.0833                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6067 | NS      | $904225.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                            | Walt Disney Company COM DISNEY USD0.01                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     31518 | NS      | $2738283.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                              | Dover Corporation COM USD1.00                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1625 | NS      | $220041.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE Energy Company COM NPV                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2300 | NS      | $270319.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | eBay Inc. COM USD0.001                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      5900 | NS      | $244673.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | Bank of America Corporation COM USD0.01                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     96702 | NS      | $3202770.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | Eastman Chemical Company COM USD0.01                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       100 | NS      | $8144.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc. COM USD0.01                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2200 | NS      | $353408.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | Perkinelmer, Inc. COM USD1.00                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1600 | NS      | $224352.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | Electronic Arts Inc. COM USD0.01                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8300 | NS      | $1014094.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc. COM USD0.0001                       | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       675 | NS      | $143046.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc. COM USD0.01                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      6000 | NS      | $777120.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | Equifax Inc. COM USD1.25                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       900 | NS      | $174924.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | Equity Residential Properties Trust SBI USD0.01                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      5416 | NS      | $319544.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | The Estee Lauder Companies Inc. COM USD0.01 CLASS A            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3000 | NS      | $744330.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | Expeditors International Of Washington Inc. COM USD0.01        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2200 | NS      | $228624.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | Exxon Mobil Corporation COM NPV                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     53099 | NS      | $5856819.70   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC Corporation COM USD0.10                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       100 | NS      | $12480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | Fair Isaac Corporation COM USD0.01                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       100 | NS      | $59858.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc COM USD2.5                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7100 | NS      | $497781.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co. COM USD0.01                                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       200 | NS      | $9464.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp COM NPV                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     10565 | NS      | $346637.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T Bank Corporation COM USD0.50                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1800 | NS      | $261108.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | ResMed Inc. COM USD0.004                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4000 | NS      | $832520.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | Freeport-McMoRan Inc. COM USD0.10                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     18800 | NS      | $714400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc. COM USD0.01 CLASS A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1823 | NS      | $422480.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                               | Gallagher Aj &Co COM USD1.00                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2400 | NS      | $452496.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                           | MKS Instruments Inc. COM NPV                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       500 | NS      | $42365.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | General Dynamics Corporation COM USD1.00                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2926 | NS      | $725969.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc. COM USD0.10                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     12400 | NS      | $1039740.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co COM USD1.00                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3450 | NS      | $598609.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc. COM USD0.001                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     17117 | NS      | $1469494.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | Exelon Corporation COM NPV                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     10500 | NS      | $453915.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | Gartner Incorporation COM USD0.0005                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       357 | NS      | $120001.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | Grainger W W Inc COM USD0.50                                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       700 | NS      | $389375.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | Halliburton Company COM USD2.50                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     11800 | NS      | $464330.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc COM USD0.50                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       426 | NS      | $25990.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | Hershey Co (The) COM USD1.00                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1642 | NS      | $380237.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | Global Payments Inc COM NPV                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1603 | NS      | $159209.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | Hologic Inc COM USD0.01                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      6608 | NS      | $494344.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | Home Depot Inc COM USD0.05                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     11000 | NS      | $3474460.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | Hormel Foods Corp COM USD0.0586                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4800 | NS      | $218640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | Align Technology Inc. COM USD0.0001                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1136 | NS      | $239582.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | U.S. Bancorp. COM USD0.01                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     17685 | NS      | $771242.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | J. B. Hunt Transport Services, Inc. COM USD0.01                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2100 | NS      | $366156.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                     | Heico Corp COM USD0.01                                         | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       356 | NS      | $42666.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | Illinois Tool Works Inc. COM USD0.01                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4824 | NS      | $1062727.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc COM USD0.01                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4700 | NS      | $1829334.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                     | Heico Corp COM USD0.01                                         | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       275 | NS      | $42251.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation COM USD0.001                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     53965 | NS      | $1426294.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | International Paper Company COM USD1.00                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       131 | NS      | $4536.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | The Interpublic Group of Companies, Inc. COM USD0.10           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      5200 | NS      | $173212.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                            | Incyte Corporation. COM USD0.001                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       900 | NS      | $72288.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson COM USD1.00                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     34561 | NS      | $6105200.65   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | The Hartford Financial Services Group, Inc. COM USD0.01        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1800 | NS      | $136494.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | Kimco Realty Corporation COM USD0.01                           | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      6972 | NS      | $147666.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | Kimberly-Clark Corporation COM USD1.25                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3750 | NS      | $509062.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings Inc COM USD0.01                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3374 | NS      | $430185.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co. COM NPV                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10000 | NS      | $3658400.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AmerisourceBergen Corporation COM USD0.01                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      5700 | NS      | $944547.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | Lowes Companies, Inc. COM USD0.50                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8246 | NS      | $1642933.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | Chevron Corporation COM USD0.75                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29032 | NS      | $5210953.68   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent COM USD0.01 'A'                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1252 | NS      | $37735.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | McCormick & Company, Incorporated COM NPV                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2900 | NS      | $240381.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc COM STK USD0.01                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     10022 | NS      | $160853.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | Marsh & McLennan Companies, Inc. COM USD1.00                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      6478 | NS      | $1071979.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | Martin Marietta Materials Inc COM USD0.01                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       700 | NS      | $236579.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc. COM USD0.01                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    119240 | NS      | $10016160.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories COM NPV                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     23034 | NS      | $2528902.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                    | Mercury General Corporation COM NPV                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1300 | NS      | $44460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | Microsoft Corporation COM USD0.00000625                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     97856 | NS      | $23467825.92  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | Micron Technology Inc. COM USD0.10                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     14365 | NS      | $717962.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc. COM USD0.01            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1800 | NS      | $282582.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | Advance Auto Parts Inc. COM USD0.0001                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1500 | NS      | $220545.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | Centene Corporation COM USD0.001                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7571 | NS      | $620897.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | Marathon Oil Corporation COM USD1.00                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      9400 | NS      | $254458.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                     | Neurocrine Biosciences Inc COM USD0.001                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       300 | NS      | $35832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT Corporation COM NPV                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4000 | NS      | $135320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc. COM USD0.001                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       494 | NS      | $87151.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | Dollar General Corporation COM USD0.875                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2000 | NS      | $492500.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     22900 | NS      | $7073810.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                      | National Fuel Gas Company COM USD1                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       502 | NS      | $31776.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | Newmont Corporation COM USD1.60                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      7800 | NS      | $368160.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | Generac Holdings Inc. COM USD0.01                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       100 | NS      | $10066.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation           | First American Financial Corporation COM USD0.00001            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       933 | NS      | $48833.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV EUR0.20                                  | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      3825 | NS      | $604464.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare Inc COM USD0.01                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       100 | NS      | $23996.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | Nike, Inc. CLASS'B'COM NPV                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     16567 | NS      | $1938504.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd. COM USD0.01                            | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1800 | NS      | $113004.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | Occidental Petroleum Corporation COM USD0.20                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      6935 | NS      | $436835.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                | SLM Corporation COM USD0.20                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      8252 | NS      | $136983.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc COM USD0.01                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3285 | NS      | $379614.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                   | Truist Financial Corporation COM                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     17394 | NS      | $748463.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                        | Essential Utilities Inc COM                                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       735 | NS      | $35081.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | Carrier Global Corporation COM                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     10840 | NS      | $447150.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | Match Group Inc COM                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1749 | NS      | $72566.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income Reit Corp                     | Apartment Income Reit Corp COM                                 | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $34584.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                   | Organon & Co COMMON STOCK                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      3547 | NS      | $99067.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                              | HF Sinclair Corp. COM                                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $10378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                | Annaly Capital Management, Inc. COM NEW                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      3400 | NS      | $71672.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abiomed Inc                                    | Abiomed Inc SHS                                                | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PacWest Bancorp                                | PacWest Bancorp COM NPV                                        | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       527 | NS      | $12094.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                  | Six Flags Entertainment Corp. COM USD0.01                      | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      2108 | NS      | $49011.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | American Tower Corporation COM USD0.01                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      6180 | NS      | $1309294.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                             | Post Holdings Inc. COM USD0.01                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       400 | NS      | $36104.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                    | Workday Inc COM USD0.001 CL A                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       208 | NS      | $34804.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC COM USD1                                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2700 | NS      | $453843.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris Inc COM                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1626 | NS      | $18097.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                | MasterBrand Inc COMMON STOCK                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      1500 | NS      | $11325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc. COM USD0.01                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     24373 | NS      | $1578639.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                               | Agco Corporation COM USD0.01                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5973 | NS      | $828395.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                 | Alaska Air Group Incorporation COM USD0.01                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4300 | NS      | $184642.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | Boston Properties, Inc. COM USD0.01                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      3488 | NS      | $235719.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | Analog Devices Inc. COM USD0.16 2/3                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4449 | NS      | $729769.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                            | The AES Corporation COM USD0.01                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3100 | NS      | $89156.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | International Business Machines Corporation COM USD0.20        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     11723 | NS      | $1651653.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | Ansys Inc COM USD0.01                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       400 | NS      | $96636.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | Aon PLC COM USD0.01 CL A                                       | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      2548 | NS      | $764756.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | Raytheon Technologies Corporation COM                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     19327 | NS      | $1950480.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                         | Concentrix Corporation COM                                     | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $79363.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1890 | NS      | $79644.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                         | Travel Plus Leisure Co COM                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     23166 | NS      | $843242.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp. COM                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3500 | NS      | $301735.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | Warner Bros. Discovery Inc. COM SER A                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     28902 | NS      | $273990.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | Jacobs Engineering Group Inc. COM                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $176262.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                       | General Electric Company COM NEW                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     11346 | NS      | $950681.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                          | Atlassian Corporation CL A                                     | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $12868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc COM USD0.01                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      6600 | NS      | $259842.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp. COM                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5320 | NS      | $416609.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                       | ChargePoint Holdings Inc COM CL A                              | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |      2600 | NS      | $24778.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc COM USD0.0001                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6153 | NS      | $2070669.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc. COM USD0.01              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2229 | NS      | $324698.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | Gen Digital Inc COM                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     22781 | NS      | $488196.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc COM                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      7300 | NS      | $183011.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | Air Products & Chemicals, Inc. COM USD1                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3094 | NS      | $953756.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | The Allstate Corporation COM USD0.01                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      8300 | NS      | $1125480.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global CLASS B COM                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      6600 | NS      | $111408.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | Ingersoll Rand Inc COM                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      4482 | NS      | $234184.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | Lumen Technologies Inc COM                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     30181 | NS      | $157544.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | Seagate Technology Holdings PLC COM USD0.00001                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      5500 | NS      | $289355.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Brands Inc.                           | Bellring Brands Inc. COMMON STOCK                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       287 | NS      | $7358.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                             | Royalty Pharma PLC COM USD0.0001 CLASS A                       | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1000 | NS      | $39520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust SH BEN INT NEW                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $90936.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | Honeywell International Inc. COM USD1                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      9288 | NS      | $1990418.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | Amgen Inc. COM USD0.0001                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6709 | NS      | $1762051.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW Corp COM USD0.01                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       900 | NS      | $160722.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | Pentair PLC COM USD0.01                                        | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      2719 | NS      | $122300.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                            | Veritiv Corporation COM USD1                                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |         1 | NS      | $121.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy COM USD5                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4961 | NS      | $415930.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WestRock Company COM USD0.01                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        58 | NS      | $2039.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                        | The Kraft Heinz Company COM USD0.01                            | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $158972.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | Chubb Limited ORD CHF24.15                                     | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      5185 | NS      | $1143811.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc COM USD1                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4500 | NS      | $1507230.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | Lamb Weston Holdings Inc COM USD1.00                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1833 | NS      | $163796.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | Bio-Techne Corp COM USD0.01                                    | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       800 | NS      | $66304.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc. COM USD0.01                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     16150 | NS      | $603364.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc. COM USD0.001                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       952 | NS      | $623588.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp COM USD0.005                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1136 | NS      | $115338.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                      | Block Inc COM USD0.0000001 CL A                                | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       700 | NS      | $43988.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                          | US Foods Holding Corp COM USD0.01                              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1400 | NS      | $47628.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA Communications Corporation COM USD0.01 CL A                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2100 | NS      | $588651.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | Invitation Homes Inc. COM USD0.01                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $228228.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange Inc COM USD0.01                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7305 | NS      | $749419.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc COM USD0.01                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       887 | NS      | $275244.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial COM USD0.001                               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       100 | NS      | $3286.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                             | Outfront Media Inc COM NPV                                     | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2500 | NS      | $41450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                     | Solaredge Technologies Inc USD0.0001                           | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       700 | NS      | $198289.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP USD0.001 CL C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     44660 | NS      | $3962681.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                   | Avangrid Inc COM NPV                                           | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       900 | NS      | $38682.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                    | Ionis Pharmaceuticals, Inc. COM USD0.001                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1000 | NS      | $37770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | Johnson Controls International PLC COM USD1.00                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      8959 | NS      | $573376.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                      | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1880 | NS      | $38164.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | Crown Castle Inc. COM USD0.01                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      5700 | NS      | $773148.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | Iron Mountain Incorporated COM USD0.01                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2300 | NS      | $114655.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC USD0.0001                                        | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     17300 | NS      | $1344556.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc. COM USD0.00001                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       200 | NS      | $28500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                       | American Express Company COM USD0.20                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      7933 | NS      | $1172100.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | American Electric Power Co, Inc. COM USD6.50                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      5900 | NS      | $560205.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | Aflac Incorporated COM USD0.10                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7579 | NS      | $545233.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | Welltower OP LLC COM USD1                                      | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $275310.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Incorporation                         | Penumbra Incorporation COM USD0.001                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       300 | NS      | $66738.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.               | Four Corners Property Trust Inc. COM USD0.0001                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1046 | NS      | $27122.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | Willis Towers Watson Public Limited Company COM USD0.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1400 | NS      | $342412.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | Dentsply Sirona Inc COM USD0.01                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      5332 | NS      | $169770.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | Fortive Corporation COM USD0.01                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      9776 | NS      | $628108.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc              | Gaming and Leisure Properties Inc COM USD0.01                  | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       870 | NS      | $45318.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | Allegion PLC COM USD0.01                                       | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1533 | NS      | $161363.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks Inc COM USD0.0001                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      3300 | NS      | $400455.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | Catalent Inc COM USD0.01                                       | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $76517.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                  | Paypal Holdings Incorporation COM USD0.0001                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     14961 | NS      | $1065522.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                               | Pure Storage Inc COM USD0.0001 CL A                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1400 | NS      | $37464.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | Hewlett Packard Enterprise Company COM USD0.01                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     18800 | NS      | $300048.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Energy Corporation                      | Vistra Energy Corporation COM USD0.01                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1656 | NS      | $38419.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                         | Schneider National Inc COM NPV CL B                            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     22199 | NS      | $519456.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | Travelers Companies, Inc. COM NPV                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3620 | NS      | $678713.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | Broadridge Financial Solutions Inc. COM USD0.01                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       980 | NS      | $131447.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR Inc COM USD0.01                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      4100 | NS      | $158793.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                   | Macy's, Inc. COM USD0.01                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     28418 | NS      | $586831.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | The Bank of New York Mellon Corporation COM USD0.01            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     10000 | NS      | $455200.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                  | Penske Automotive Group, Inc. COM STK USD0.0001                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      4707 | NS      | $540975.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME Group Inc. COM USD0.01                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4794 | NS      | $806159.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                       | Lululemon Athletica Inc. COM USD0.005                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       188 | NS      | $60231.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                     | VMware Inc COM STK USD0.01 CLASS 'A'                           | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       941 | NS      | $115517.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                | Genpact Limited COM STK USD0.01                                | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       800 | NS      | $37056.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                             | Masimo Corporation COM STK USD0.001                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       300 | NS      | $44385.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc COM USD0.01                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1900 | NS      | $489649.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | The Mosaic Company COM USD0.01                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       100 | NS      | $4387.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group Inc COM USD0.001                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       432 | NS      | $37843.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | Aramark COM USD0.01                                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1200 | NS      | $49608.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | Valero Energy Corporation COM USD0.01                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      8779 | NS      | $1113703.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp. COM USD0.001                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     32800 | NS      | $4793392.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | McKesson Corporation COM USD0.01                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      5300 | NS      | $1988136.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | Apple Inc. COM USD0.00001                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    195207 | NS      | $25363245.51  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | Applied Materials Inc. COM USD0.01                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      8042 | NS      | $783129.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp COM USD0.01                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1500 | NS      | $325290.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                       | The Chemours Company LLC COM USD0.01 WI                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1904 | NS      | $58300.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                  | Teradata Corp COM STK USD0.01                                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5962 | NS      | $200680.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | Ulta Beauty Inc COM STK USD0.01                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       700 | NS      | $328349.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI Inc. COM USD0.01                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1000 | NS      | $465170.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                 | EchoStar Corp. COM USD0.001 CLASS A                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1640 | NS      | $27355.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                       | DISH Network Corporation COM USD0.01 CLASS A                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      2700 | NS      | $37908.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | Philip Morris International Inc. COM NPV                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     12905 | NS      | $1306115.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc COM USD0.01                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2024 | NS      | $286274.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | Visa Inc COM STK USD0.0001                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     21459 | NS      | $4458321.84   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NetApp Inc. COM USD0.001                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2400 | NS      | $144144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | Activision Blizzard Inc COM USD0.000001                        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      7500 | NS      | $574125.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc. COM USD2.50                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      9984 | NS      | $631388.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | Garmin Ltd COM CHF10.00                                        | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2200 | NS      | $203038.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                         | General Motors Company COM USD0.01                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     13500 | NS      | $454140.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                         | Ingredion Incorporated COM USD0.01                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       500 | NS      | $48965.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc COM USD0.000006 CL 'A'                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     29979 | NS      | $3607672.86   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | Enphase Energy Inc COM USD0.00001                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1700 | NS      | $450432.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc. COM NPV                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     17969 | NS      | $1197633.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | Diamondback Energy Inc COM USD0.01                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       100 | NS      | $13678.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc. COM USD0.01 WD                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2100 | NS      | $359247.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | Elevance Health Inc. COM USD0.01                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3049 | NS      | $1564045.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Godaddy Inc                                    | Godaddy Inc COM USD0.001 CLASS A                               | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       573 | NS      | $42871.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                           | BWX Technologies Inc COM USD0.01                               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       800 | NS      | $46464.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC Energy Group Inc. COM USD0.01                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3500 | NS      | $328160.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK USD0.001 CL A                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    108865 | NS      | $9605158.95   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc. COM USD0.001 CLASS A              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        29 | NS      | $9833.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings Inc COM USD0.01                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1600 | NS      | $202176.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp                             | Howard Hughes Corp COM USD0.01                                 | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       678 | NS      | $51812.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | Fleetcor Technologies Inc COM USD0.001                         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       400 | NS      | $73472.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendys Company                             | The Wendys Company COM USD0.10                                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      2000 | NS      | $45260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE Group COM USD0.01 CLASS A                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4300 | NS      | $330928.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM Systems Inc. COM USD0.001                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1154 | NS      | $378211.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                  | Popular, Inc. COM USD0.01                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     13365 | NS      | $886366.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc. COM USD0.01                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23078 | NS      | $3729635.58   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | News Corporation COM USD0.01 CL'A'                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2375 | NS      | $43225.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                              | Veeva Systems Inc COM USD0.00001 CL 'A'                        | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       499 | NS      | $80528.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | Etsy Inc USD0.001                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1400 | NS      | $167692.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Incorporation                   | Planet Fitness Incorporation COM USD0.0001 A                   | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       600 | NS      | $47280.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP Inc COM USD0.01                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     10100 | NS      | $271387.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                         | Liberty Media Corp Del COM USD0.01 SERIES C                    | CUSIP: 531229854<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       400 | NS      | $23912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | Archer-Daniels-Midland Company COM NPV                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     10300 | NS      | $956355.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation              | Pinnacle West Capital Corporation COM NPV                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     13100 | NS      | $996124.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | Ameren Corporation COM USD0.01                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2900 | NS      | $257868.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                        | Arrow Electronics, Inc. COM USD1                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      7925 | NS      | $828717.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                  | Autoliv, Inc. COM USD1.00                                      | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |        67 | NS      | $5130.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                 | Amdocs Limited ORD GBP0.01                                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      2287 | NS      | $207888.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc COM USD0.01                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2886 | NS      | $539306.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc. COM USD0.10                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6766 | NS      | $1616126.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | Autozone, Inc. COM USD0.01                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       800 | NS      | $1972944.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | Avery Dennison Corporation COM USD1                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1000 | NS      | $181000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                               | Costar Group Inc COM USD0.01                                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $401856.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | Ball Corporation COM NPV                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4200 | NS      | $214788.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc. COM USD1.00                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4300 | NS      | $219171.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | Becton, Dickinson and Company COM USD1.00                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1709 | NS      | $434598.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | Goldman Sachs Group, Inc. COM USD0.01                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5692 | NS      | $1954518.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | Ametek, Inc. COM USD0.01                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5175 | NS      | $723051.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | Verizon Communications Inc. COM USD0.10                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     53083 | NS      | $2091470.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | W.R. Berkley Corporation COM USD0.20                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2713 | NS      | $196882.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | Best Buy Inc COM USD0.10                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2200 | NS      | $176462.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc. CLASS'A'COM USD0.0001               | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       100 | NS      | $42049.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp. COM USD0.10                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      5500 | NS      | $230670.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                  | Block(H&R)Inc COM NPV                                          | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      5080 | NS      | $185470.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                             | The Boeing Company COM USD5.00                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      5087 | NS      | $969022.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                | United Therapeutics Corporation COM USD0.01                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      6118 | NS      | $1701354.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                | BorgWarner Inc. COM USD0.01                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4600 | NS      | $185150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc. COM USD0.00001                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4300 | NS      | $137428.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | Boston Scientific Corporation COM USD0.01                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     32800 | NS      | $1517656.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group COM USD0.10                                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       774 | NS      | $31757.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp. COM CL A USD0.01          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2794 | NS      | $159788.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | Bristol-Myers Squibb Company COM USD0.10                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25280 | NS      | $1818896.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | Oneok Inc. COM USD0.01                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      5800 | NS      | $381060.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc. COM USD0.01                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       834 | NS      | $134707.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | American Financial Group, Inc. COM NPV                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       408 | NS      | $56010.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc. COM USD0.01                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       700 | NS      | $248794.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | Nordson Corp COM NPV                                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       700 | NS      | $166404.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corporation COM USD0.10                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      6026 | NS      | $370659.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra COM NPV                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3700 | NS      | $571798.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FedEx Corporation COM USD0.10                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2756 | NS      | $477339.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | Verisign, Inc. COM USD0.001                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1176 | NS      | $241597.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | Amphenol Corporation CL'A'COM USD0.001                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      6700 | NS      | $510138.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX Corporation COM USD1                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     25100 | NS      | $777598.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc COM USD0.10                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5100 | NS      | $125307.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc. COM USD0.01                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      4257 | NS      | $358865.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc. CLASS'B'COM USD0.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9857 | NS      | $1713540.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc. COM NPV                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2312 | NS      | $177723.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                | Carlisle Companies Incorporated COM USD1                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       796 | NS      | $187577.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | Agilent Technologies Inc. COM USD0.01                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4000 | NS      | $598600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | Cincinnati Financial Corporation COM USD2.00                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       200 | NS      | $20478.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation COM NPV                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $451620.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc. COM USD0.001                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     54436 | NS      | $2593331.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                     | Copart Inc COM USD0.0001                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4000 | NS      | $243560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | Colgate-Palmolive Company COM USD1.00                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9380 | NS      | $739050.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | Packaging Corporation of America COM USD0.01                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1000 | NS      | $127910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc COM USD5.00                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      2300 | NS      | $89010.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc. COM USD0.10                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      4975 | NS      | $474167.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS Energy Corporation COM USD0.01                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     10200 | NS      | $645966.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | Corning Incorporated COM USD0.50                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     15800 | NS      | $504652.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 Inc COM STK NPV                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1400 | NS      | $200914.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | Sealed Air Corporation COM USD0.10                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1600 | NS      | $79808.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | Deere & Company COM USD1                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3193 | NS      | $1369030.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley COM USD0.01                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     25474 | NS      | $2165799.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group Inc COM USD0.15                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2595 | NS      | $211674.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | Laboratory Corp of America Holdings COM USD0.1                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       500 | NS      | $117740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc. COM NPV                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1700 | NS      | $235161.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | Ecolab Inc. COM USD1                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3991 | NS      | $580929.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. COM STK USD0.01 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       200 | NS      | $43580.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | Entergy Corporation COM USD0.01                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       464 | NS      | $52200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                   | Illumina Inc COM USD0.01                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2300 | NS      | $465060.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | Ford Motor Company COM USD0.01                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     44063 | NS      | $512452.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp. COM USD0.01                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      5010 | NS      | $312473.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | Fiserv Inc. COM USD0.01                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      7600 | NS      | $768132.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc COM USD0.01                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     17306 | NS      | $659012.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                    | LPL Financial Holdings Inc. COM USD0.001                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4193 | NS      | $906400.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | Fox Corporation COM USD0.01 CL A                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      8874 | NS      | $269503.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris Inc COM                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    178324 | NS      | $1984746.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp. COM                                                  | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75261 | NS      | $3513183.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | International Business Machines Corporation COM USD0.20        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2621 | NS      | $369272.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc. COM USD0.01                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6363 | NS      | $412131.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | Amgen Inc. COM USD0.0001                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     10820 | NS      | $2841764.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | McKesson Corporation COM USD0.01                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      8157 | NS      | $3059853.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | Henry Jack & Associates Inc. COM USD0.01                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     15621 | NS      | $2742422.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                 | Amdocs Limited ORD GBP0.01                                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      5815 | NS      | $528583.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | Autozone, Inc. COM USD0.01                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1192 | NS      | $2939686.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | Robert Half International Inc. COM USD0.001                    | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     10648 | NS      | $786141.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc. COM USD0.00001                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     10711 | NS      | $342323.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp. COM CL A USD0.01          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     19950 | NS      | $1140940.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | Bristol-Myers Squibb Company COM USD0.10                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     48656 | NS      | $3500799.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corporation COM USD0.10                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     13470 | NS      | $828539.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation COM NPV                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $518008.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc. COM USD0.001                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     13059 | NS      | $622130.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | Target Corporation COM STK USD0.0833                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6385 | NS      | $951620.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc. COM NPV                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      6092 | NS      | $842706.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | Bank of America Corporation COM USD0.01                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     23559 | NS      | $780274.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | Exxon Mobil Corporation COM NPV                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8457 | NS      | $932807.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7551 | NS      | $2332503.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW Corp COM USD0.01                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6100 | NS      | $1089338.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WestRock Company COM USD0.01                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1382 | NS      | $48591.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | Fair Isaac Corporation COM USD0.01                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     10969 | NS      | $6565824.02   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | Ford Motor Company COM USD0.01                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    233969 | NS      | $2721059.47   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc COM USD1                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       435 | NS      | $145698.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace Inc COM                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     25039 | NS      | $986786.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp. COM USD0.01                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      7285 | NS      | $454365.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | General Dynamics Corporation COM USD1.00                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2002 | NS      | $496716.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc. COM USD0.10                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     14976 | NS      | $1255737.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | Gartner Incorporation COM USD0.0005                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3169 | NS      | $1065227.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | Hologic Inc COM USD0.01                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      8580 | NS      | $641869.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation COM USD0.001                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     21883 | NS      | $578367.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR Inc COM USD0.01                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       257 | NS      | $1185433.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | Olin Corporation COM USD1                                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     18585 | NS      | $983889.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | Oracle Corporation COM USD0.01                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     13084 | NS      | $1069486.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | Paccar Inc COM USD1.00                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2589 | NS      | $256233.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL Corporation COM USD0.01                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       700 | NS      | $20454.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc. COM USD0.05                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     30176 | NS      | $1546218.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | PG&E Corporation COM NPV                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     10300 | NS      | $167478.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M Company COM USD0.01                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      6987 | NS      | $837881.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M Company COM USD0.01                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      7921 | NS      | $949886.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                             | Price T Rowe Group COM USD0.20                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3549 | NS      | $387053.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | Public Service Enterprise Group Incorporated COM NPV           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1200 | NS      | $73524.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | Pulte Group Inc COM USD0.01                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16716 | NS      | $761079.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc. COM USD0.001                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1178 | NS      | $849915.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc COM USD0.01                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       700 | NS      | $302463.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc. COM USD0.25                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2100 | NS      | $191373.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc COM USD0.0001                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3136 | NS      | $368417.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                   | Southern Co. COM USD5                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     11800 | NS      | $842638.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                          | Starbucks Corporation COM USD0.001                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     23500 | NS      | $2331200.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                           | Wynn Resorts Limited COM USD0.01                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1554 | NS      | $128158.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage COM USD0.10                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1735 | NS      | $486129.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | Comcast Corporation COM USD0.01 CL A                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     11136 | NS      | $389425.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                            | Toll Brothers, Inc. COM USD0.01                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      3067 | NS      | $153104.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc. CLASS'A'COM USD0.10                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4710 | NS      | $293197.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc. CLASS'A'COM USD0.10                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     39088 | NS      | $2433228.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                       | UGI Corp COM NPV                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1050 | NS      | $38923.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc. COM USD0.333333                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     23700 | NS      | $1083327.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc. COM USD0.333333                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     50831 | NS      | $2323485.01   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | Union Pacific Corporation COM USD2.50                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8274 | NS      | $1713297.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc. COM USD0.01                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     56772 | NS      | $2121001.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp COM USD0.005                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3954 | NS      | $401449.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | Union Pacific Corporation COM USD2.50                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5202 | NS      | $1077178.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UnitedHealth Group Inc. COM USD0.01                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12247 | NS      | $6493114.46   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | Ventas Inc. COM USD0.25                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       100 | NS      | $4505.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | Vertex Pharmaceuticals Incorporated COM USD0.01                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3000 | NS      | $866340.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc COM USD0.01                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1643 | NS      | $58589.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC COM USD1                                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      7805 | NS      | $1311942.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc COM USD0.10                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1191 | NS      | $168871.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | Waters Corporation COM USD0.01                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1898 | NS      | $650216.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | Waters Corporation COM USD0.01                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2600 | NS      | $890708.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp. COM USD0.01                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     16667 | NS      | $525843.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | Wabtec Corp COM USD0.01                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1200 | NS      | $119772.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | Weyerhaeuser Company COM USD1.25                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      9716 | NS      | $301196.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | Weyerhaeuser Company COM USD1.25                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    111440 | NS      | $3454640.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                          | Whirlpool Corporation COM USD1                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4341 | NS      | $614077.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp. COM                                                  | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6439 | NS      | $300572.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc. COM NPV                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     14517 | NS      | $1115921.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | The Coca-Cola Company COM USD0.25                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4097 | NS      | $260610.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc. COM USD0.001                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     15150 | NS      | $1300627.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                  | Williams-Sonoma Incorporation COM USD0.01                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4802 | NS      | $551845.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | Alliant Energy Corporation COM USD0.01                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2000 | NS      | $110420.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc. COM USD0.01                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      3800 | NS      | $303506.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | Take-Two Interactive Software Inc. COM USD0.01                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2000 | NS      | $208260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | Zions Bancorporation Natl Assn Global Bank COM USD0.001        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2600 | NS      | $127816.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | American Water Works Company, Inc. COM USD0.01                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      8500 | NS      | $1295570.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC CLS'A'USD0.0000225                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8223 | NS      | $2194225.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                               | Merck & Co., Inc COM USD0.50                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     39478 | NS      | $4380084.10   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.              | Booz Allen Hamilton Holding Corp. COM USD0.01 CLASS 'A'        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      4939 | NS      | $516224.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.              | Booz Allen Hamilton Holding Corp. COM USD0.01 CLASS 'A'        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     14100 | NS      | $1473732.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | Targa Resources Co COM USD0.001                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2900 | NS      | $213150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | Marathon Petroleum Company COM USD0.01                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1774 | NS      | $206475.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | Marathon Petroleum Company COM USD0.01                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     17938 | NS      | $2087803.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp COM USD0.001                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      9251 | NS      | $952760.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                               | PDC Energy, Inc. COM USD0.01                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      7708 | NS      | $489303.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | Zoetis Inc. COM USD0.01 CL 'A'                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6047 | NS      | $886187.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                             | Liberty Global PLC COM USD0.01 'C'                             | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     16102 | NS      | $312861.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                 | Rexford Industrial Realty Inc. COM USD0.01                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       680 | NS      | $37155.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial COM USD0.001                               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     48997 | NS      | $1610041.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc COM USD0.001                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1976 | NS      | $1104840.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | Cigna Corporation COM USD0.01                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1967 | NS      | $651745.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc COM USD0.01                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     18677 | NS      | $941134.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | Humana Inc. COM USD0.166                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1859 | NS      | $952161.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | Huntington Bancshares Incorporated COM USD0.01                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     43846 | NS      | $618228.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      6972 | NS      | $293800.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                  | AXIS Capital Holdings Limited COM USD0.0125                    | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       700 | NS      | $37919.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | Idex Corporation COM USD0.01                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       900 | NS      | $205497.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX Laboratories Inc. COM USD0.10                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1000 | NS      | $407960.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc. COM USD0.001                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       900 | NS      | $297198.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | Old Dominion Freight Line Inc. COM USD0.10                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3900 | NS      | $1106742.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | International Flavors & Fragrances Inc. COM USD0.125           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       221 | NS      | $23169.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | International Paper Company COM USD1.00                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     30756 | NS      | $1065080.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | The Interpublic Group of Companies, Inc. COM USD0.10           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     51514 | NS      | $1715931.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                      | Jabil Inc COM USD0.001                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     13175 | NS      | $898535.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | Old Dominion Freight Line Inc. COM USD0.10                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2248 | NS      | $637937.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc. COM USD1.00                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     12112 | NS      | $976348.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc. COM USD1.00                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     10068 | NS      | $811581.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp. COM USD1                                   | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      6002 | NS      | $380706.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ Corporation COM USD0.01                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3500 | NS      | $186935.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ Corporation COM USD0.01                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     15420 | NS      | $823582.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                            | Cheniere Energy Inc COM USD0.003                               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       300 | NS      | $44988.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc COM USD0.0005                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1700 | NS      | $470764.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                 | TD Synnex Corp COM USD0.001                                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        35 | NS      | $3314.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | Intuitive Surgical Inc. COM USD0.001                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4700 | NS      | $1247145.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | Assurant Inc. COM USD0.01                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2500 | NS      | $312650.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                 | Signature Bank COM USD0.01                                     | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       800 | NS      | $92176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Limited             | Fairfax Financial Holdings Limited SUB-VTG COM NPV             | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       469 | NS      | $278642.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc. COM USD0.01                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3100 | NS      | $98642.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | Salesforce Inc COM USD0.001                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12990 | NS      | $1722344.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | Regions Financial Corporation COM STK USD0.01                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      6899 | NS      | $148742.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | Extra Space Storage Inc. COM USD0.01                           | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      1800 | NS      | $264924.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                       | Digital Realty Trust Inc COM STK USD0.01                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      3857 | NS      | $386741.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MarketAxess Holdings Inc. COM USD0.003                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       100 | NS      | $27889.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | Dominos Pizza Inc COM USD0.01                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       100 | NS      | $34640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | Dominos Pizza Inc COM USD0.01                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      2990 | NS      | $1035736.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | Las Vegas Sands Corp COM USD0.001                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2535 | NS      | $121857.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | Molson Coors Beverage Company COM USD0.01 CLASS B              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2360 | NS      | $121587.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc COM USD0.001                                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     11880 | NS      | $580813.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      3969 | NS      | $329546.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      2800 | NS      | $232484.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                             | Nextera Energy Inc COM USD0.01                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26354 | NS      | $2203194.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | United Airlines Holdings Inc COM USD0.01                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2300 | NS      | $86710.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc. COM USD0.01                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     26112 | NS      | $472104.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | Servicenow Inc COM USD0.001                                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2047 | NS      | $794788.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | Eaton Corporation PLC COM USD0.01                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      8384 | NS      | $1315868.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                             | Liberty Global PLC USD0.01 A                                   | CUSIP: G5480U104<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      2357 | NS      | $44618.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | Lam Research Corporation COM USD0.001                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2897 | NS      | $1217609.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | Monolithic Power Systems Inc. COM STK USD0.001                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       500 | NS      | $176805.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | Celanese Corporation COM USD0.0001                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1200 | NS      | $122688.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | Celanese Corporation COM USD0.0001                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      7863 | NS      | $803913.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson COM USD1.00                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9653 | NS      | $1705202.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Incorporation                         | Enbridge Incorporation COM NPV                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      1094 | NS      | $42775.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                           | Huntsman Corporation COM USD0.01                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     16733 | NS      | $459822.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                     | Builders Firstsource, Inc. COM USD0.01                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      5432 | NS      | $352428.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                     | Builders Firstsource, Inc. COM USD0.01                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7171 | NS      | $465254.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp. COM USD0.01                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     11158 | NS      | $697375.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp. COM USD0.01                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3900 | NS      | $243750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                | Western Alliance Bancorporation COM USD0.0001                  | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2187 | NS      | $130257.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA Corporation COM USD0.001                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1901 | NS      | $716734.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA Corporation COM USD0.001                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3575 | NS      | $1347882.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc. COM USD0.01                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1800 | NS      | $153360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc. COM USD0.01                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     28437 | NS      | $2422832.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp COM USD1.00                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     55467 | NS      | $966235.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp COM USD1.00                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5904 | NS      | $102847.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co. COM USD1.00                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     24802 | NS      | $1105673.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co. COM USD1.00                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     35282 | NS      | $1572871.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | Lennar Corporation COM USD0.10 CLASS A                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       761 | NS      | $68870.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | Lockheed Martin Corporation COM USD1.00                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3000 | NS      | $1459470.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | Lockheed Martin Corporation COM USD1.00                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2752 | NS      | $1338820.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | Loews Corporation COM USD0.01                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3476 | NS      | $202755.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation                  | Louisiana Pacific Corporation COM USD1.00                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     13107 | NS      | $775934.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | Lowes Companies, Inc. COM USD0.50                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5106 | NS      | $1017319.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc. COM USD0.01                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3469 | NS      | $1080142.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc. COM USD0.01                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2251 | NS      | $700893.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International COM USD0.01                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     29979 | NS      | $1005195.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International COM USD0.01                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |         6 | NS      | $201.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | McDonald's Corporation COM USD0.01                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7502 | NS      | $1977002.06   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | McDonald's Corporation COM USD0.01                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3696 | NS      | $974006.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | Rollins Inc COM USD1                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      7350 | NS      | $268569.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                             | ManpowerGroup Inc. COM USD0.01                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     11762 | NS      | $978716.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | Principal Financial Group COM USD0.01                          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3000 | NS      | $251760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | Principal Financial Group COM USD0.01                          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      5309 | NS      | $445531.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc COM STK USD0.01                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    130602 | NS      | $2096162.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.                  | MSC Industrial Direct Co Inc. CL A COM USD0.001                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      3039 | NS      | $248286.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | Masco Corporation COM USD1.00                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     29627 | NS      | $1382692.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp COM USD0.01                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4802 | NS      | $447498.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp COM USD0.01                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     14225 | NS      | $1325627.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | Microsoft Corporation COM USD0.00000625                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3791 | NS      | $909157.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | C.H. Robinson Worldwide Inc COM USD0.10                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1200 | NS      | $109872.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                    | Southern Copper Corporation COM USD0.01                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        81 | NS      | $4891.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | Micron Technology Inc. COM USD0.10                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     34346 | NS      | $1716613.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | Microchip Technology Incorporated COM USD0.001                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8368 | NS      | $587852.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                            | Acuity Brands, Inc. COM STK USD0.01                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3338 | NS      | $552806.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc. COM USD0.01                            | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       600 | NS      | $61332.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc. COM USD0.01                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5900 | NS      | $586814.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc. COM USD0.01                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2603 | NS      | $258894.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | Marathon Oil Corporation COM USD1.00                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     25266 | NS      | $683950.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                | NCR Corporation COM STK USD0.01                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     18440 | NS      | $431680.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                             | Newell Brands Inc. COM USD1                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      5215 | NS      | $68212.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                | Nordstrom, Inc. COM NPV                                        | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2273 | NS      | $36686.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | Norfolk Southern Corporation COM USD1                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2677 | NS      | $659666.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NiSource Inc. COM USD0.01                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      6900 | NS      | $189198.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | Northern Trust Corporation COM USD1.666                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2700 | NS      | $238923.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | Northrop Grumman Corporation COM USD1                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2372 | NS      | $1294186.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | Northrop Grumman Corporation COM USD1                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4106 | NS      | $2240274.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | Wells Fargo & Company COM USD1.666                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     14650 | NS      | $604898.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | Wells Fargo & Company COM USD1.666                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     47527 | NS      | $1962389.83   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | Nucor Corporation COM USD0.40                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3274 | NS      | $431545.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | Capital One Financial Corporation COM USD0.01                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5083 | NS      | $472515.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | Capital One Financial Corporation COM USD0.01                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7647 | NS      | $710865.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | Oracle Corporation COM USD0.01                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     19877 | NS      | $1624745.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | Parker-Hannifin Corporation COM USD0.50                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2850 | NS      | $829350.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc COM USD0.01                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      9183 | NS      | $1061187.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | Pepsico Inc CAP USD0.016666                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     11480 | NS      | $2073976.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | Pepsico Inc CAP USD0.016666                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     21513 | NS      | $3886538.58   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc. COM USD0.05                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     73666 | NS      | $3774645.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | Pioneer Natural Resources Company COM USD0.01                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2900 | NS      | $662331.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc               | PNC Financial Services Group Inc COM USD5                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      7114 | NS      | $1123585.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc COM USD0.10                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1700 | NS      | $96849.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc. COM USD1.666                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      5172 | NS      | $650327.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | Costco Wholesale Corporation COM USD0.01                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4181 | NS      | $1908626.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M Company COM USD0.01                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4472 | NS      | $536282.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc COM USD1                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     93617 | NS      | $1723488.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc COM USD1                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     42669 | NS      | $785536.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | Quest Diagnostics Incorporated COM USD0.01                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6324 | NS      | $989326.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | The Procter & Gamble Company COM NPV                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     30660 | NS      | $4646829.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | The Progressive Corporation COM USD1.00                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      7588 | NS      | $984239.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | The Progressive Corporation COM USD1.00                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      6305 | NS      | $817821.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | Pulte Group Inc COM USD0.01                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $113825.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM Inc. COM USD0.0001                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     13200 | NS      | $1451208.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM Inc. COM USD0.0001                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3803 | NS      | $418101.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | Raymond James Financial Inc. COM USD0.01                       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1050 | NS      | $112192.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | Reliance Steel & Aluminum Co. COM NPV                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       129 | NS      | $26114.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc. COM USD0.001                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       146 | NS      | $105337.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                           | Repligen Corporation COM USD0.01                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       118 | NS      | $19978.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc. COM USD0.001                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5774 | NS      | $1702637.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | The J M Smucker Company COM NPV                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1300 | NS      | $205998.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc COM USD0.01                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1943 | NS      | $225524.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                          | Royal Caribbean Group COM USD0.01                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     22087 | NS      | $1091760.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                               | Royal Gold, Inc. COM USD0.01                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       400 | NS      | $45088.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | Schlumberger Limited COM USD0.01                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     18533 | NS      | $990774.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | The Charles Schwab Corporation COM USD0.01                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     17908 | NS      | $1491020.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                             | SEI Investments Co COM USD0.01                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       700 | NS      | $40810.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | The Sherwin-Williams Company COM USD1                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2300 | NS      | $545859.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | ConocoPhillips Co. COM USD0.01                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19826 | NS      | $2339468.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | Centerpoint Energy Inc COM STK USD0.01                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5800 | NS      | $173942.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc COM USD0.0001                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      4234 | NS      | $497410.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | Smith(Ao)Corp COM USD1                                         | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1400 | NS      | $80136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | Carmax Inc COM USD0.50                                         | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      1568 | NS      | $95475.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International COM NPV                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      4325 | NS      | $275156.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co. COM USD1                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      8600 | NS      | $289562.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                       | State Street Corporation COM STK USD1                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1200 | NS      | $93084.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | Stryker Corporation COM USD0.10                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1200 | NS      | $293388.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                          | Sun Communities, Inc. COM USD0.01                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       133 | NS      | $19019.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                               | Stericycle, Inc. COM USD0.01                                   | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       400 | NS      | $19956.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | Comcast Corporation COM USD0.01 CL A                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     53900 | NS      | $1884883.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | Synopsys Inc COM USD0.01                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1700 | NS      | $542793.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | Sysco Corporation COM USD1                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7100 | NS      | $542795.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | Teleflex Incorporated COM USD1                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       500 | NS      | $124815.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | Texas Instruments Incorporated COM USD1.00                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     16832 | NS      | $2780983.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | Textron Inc. COM STK USD0.125                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2700 | NS      | $191160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc COM USD1                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5122 | NS      | $2820634.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                             | The Timken Company COM NPV                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11246 | NS      | $794754.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                               | The Toro Company COM USD1                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1596 | NS      | $180667.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co COM USD0.008                                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       600 | NS      | $134982.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc COM NPV                                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      7049 | NS      | $356397.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc. CLASS'A'COM USD0.10                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     23759 | NS      | $1478997.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UnitedHealth Group Inc. COM USD0.01                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7448 | NS      | $3948780.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.              | The Hanover Insurance Group, Inc. COM USD0.01                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3000 | NS      | $405390.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DexCom Inc COM USD0.001                                        | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6000 | NS      | $679440.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | V.F. Corp COM NPV                                              | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      8993 | NS      | $248296.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | Vulcan Materials Company COM STK USD1                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2100 | NS      | $367731.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc COM USD0.10                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     21437 | NS      | $3039552.23   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc. COM USD0.01                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      8650 | NS      | $1357012.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp. COM USD0.01                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4945 | NS      | $156014.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                   | The Williams Companies, Inc. COM USD1.00                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     16000 | NS      | $526400.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill Inc COM USD0.01                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $554996.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc COM USD0.01         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     10800 | NS      | $732780.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                  | Williams-Sonoma Incorporation COM USD0.01                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       183 | NS      | $21030.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                  | Williams-Sonoma Incorporation COM USD0.01                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      9512 | NS      | $1093119.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                           | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     12700 | NS      | $102362.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | The TJX Companies Inc. COM USD1                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     20088 | NS      | $1599004.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | Zebra Technologies Corporation 'A'COM USD0.01                  | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       400 | NS      | $102564.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC CLS'A'USD0.0000225                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1649 | NS      | $440019.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc. COM USD2.50                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2557 | NS      | $192081.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                              | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1139470 | NS      | $1139470.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc COM USD0.01                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       666 | NS      | $206666.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial COM USD0.001                               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     15037 | NS      | $494115.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP USD0.001 CL C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     24120 | NS      | $2140167.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc COM USD0.001                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       642 | NS      | $358961.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                   | Docusign Inc COM USD0.0001                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2669 | NS      | $147915.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | Raytheon Technologies Corporation COM                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2701 | NS      | $272584.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco              | First Republic Bank San Francisco COM USD0.01                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2400 | NS      | $292536.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O'Reilly Automotive Inc. USD0.01                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1458 | NS      | $1230595.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                  | Prologis Inc. COM USD0.01                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     12118 | NS      | $1366062.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                                | PVH Corporation COM USD1.00                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       954 | NS      | $67342.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     37909 | NS      | $1597485.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                       | RXO Inc. COMMON STOCK                                          | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14035 | NS      | $241402.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc. COM USD0.001                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       272 | NS      | $89819.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | Assurant Inc. COM USD0.01                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2400 | NS      | $300144.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc. COM USD0.01                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     45071 | NS      | $1434159.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | Regions Financial Corporation COM STK USD0.01                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      4440 | NS      | $95726.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                 | Fortune Brands Innovations Inc USD0.01                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1500 | NS      | $85665.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66 COM USD0.01                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3900 | NS      | $405912.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | Molson Coors Beverage Company COM USD0.01 CLASS B              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       929 | NS      | $47862.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc COM USD0.001                                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     15735 | NS      | $769284.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     26453 | NS      | $2196392.59   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | Eaton Corporation PLC COM USD0.01                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      3520 | NS      | $552464.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc COM USD0.00001                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7909 | NS      | $1107260.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc COM USD0.00001                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4185 | NS      | $585900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | Lam Research Corporation COM USD0.001                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2212 | NS      | $929703.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | Celanese Corporation COM USD0.0001                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      2695 | NS      | $275536.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | Baker Hughes Company COM USD0.0001 CL A                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17113 | NS      | $505346.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies Inc COM USD0.01 CL C                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     93486 | NS      | $3760006.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                           | Huntsman Corporation COM USD0.01                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     11227 | NS      | $308517.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc. COM USD0.01                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     14383 | NS      | $1225431.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc. COM USD0.01                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1345 | NS      | $418792.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc COM USD1                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     88794 | NS      | $1634697.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                              | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   2052518 | NS      | $2052518.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66 COM USD0.01                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2745 | NS      | $285699.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | Transdigm Group Inc. COM USD0.01                               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $377790.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | Hess Corporation COM USD1.00                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2600 | NS      | $368732.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC Inc COM USD0.01                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      2400 | NS      | $288096.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc COM USD0.00001                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1328 | NS      | $185920.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | Pool Corporation COM USD0.001                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       500 | NS      | $151165.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MasterCard Incorporated COM USD0.0001 CLASS A                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14619 | NS      | $5083464.87   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | Warner Bros. Discovery Inc. COM SER A                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      6744 | NS      | $63933.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | Pool Corporation COM USD0.001                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       370 | NS      | $111862.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                        | Avis Budget Group, Inc. COM STK USD0.01                        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3302 | NS      | $541296.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                               | Hanesbrands Inc. COM USD0.01                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      2000 | NS      | $12720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                             | Douglas Emmett Inc COM STK USD0.01                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $32928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | Owens Corning COM USD0.01                                      | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2645 | NS      | $225618.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MasterCard Incorporated COM USD0.0001 CLASS A                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2814 | NS      | $978512.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc COM USD0.001                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8178 | NS      | $1007366.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2286 | NS      | $103395.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc COM USD0.008                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       108 | NS      | $217650.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Aerosystems Holdings Inc                | Spirit Aerosystems Holdings Inc COM STK USD0.01 CLASS 'A'      | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $44400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc COM USD0.001                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     34871 | NS      | $4295409.78   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                          | Playtika Holding Corp COM                                      | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     23213 | NS      | $197542.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | Broadridge Financial Solutions Inc. COM USD0.01                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1233 | NS      | $165382.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                   | Macy's, Inc. COM USD0.01                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       281 | NS      | $5802.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group Inc COM USD0.001                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2856 | NS      | $250185.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc. COM USD0.01                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        25 | NS      | $5767.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16281 | NS      | $736389.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                       | The Chemours Company LLC COM USD0.01 WI                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     10380 | NS      | $317835.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                         | DXC Technology Company COM USD0.01                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     31785 | NS      | $842302.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     95565 | NS      | $4322404.95   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc. COM USD0.01                                        | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2300 | NS      | $254311.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                  | Teradata Corp COM STK USD0.01                                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      6852 | NS      | $230638.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | Philip Morris International Inc. COM NPV                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6497 | NS      | $657561.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | Visa Inc COM STK USD0.0001                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4102 | NS      | $852231.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | Activision Blizzard Inc COM USD0.000001                        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      3103 | NS      | $237534.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc COM USD0.000006 CL 'A'                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11878 | NS      | $1429398.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | Elevance Health Inc. COM USD0.01                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1507 | NS      | $773045.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | Hewlett Packard Enterprise Company COM USD0.01                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    169598 | NS      | $2706784.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                         | Cinemark Holdings Inc. COM USD0.001                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      3318 | NS      | $28733.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK USD0.001 CL A                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     33180 | NS      | $2927471.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA Holdings Inc. COM USD0.01                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1861 | NS      | $381300.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc COM USD0.0001                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      5284 | NS      | $949112.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3 Harris Technologies Inc COM USD1.00                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1990 | NS      | $414337.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc COM USD0.01                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      5100 | NS      | $312885.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc COM USD0.01                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2332 | NS      | $143068.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                  | Snowflake Inc CL A                                             | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       591 | NS      | $84832.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applovin Corporation                           | Applovin Corporation COM CL A                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4414 | NS      | $46479.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc. COM USD0.01                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7363 | NS      | $1189934.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP Inc COM USD0.01                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     39368 | NS      | $1057818.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines Inc COM USD0.0001                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      8440 | NS      | $277338.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services COM STK USD0.01                    | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3600 | NS      | $352188.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services COM STK USD0.01                    | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2515 | NS      | $246042.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | The Bank of New York Mellon Corporation COM USD0.01            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     35950 | NS      | $1636444.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc COM                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23023 | NS      | $1167496.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc. COM USD2.50                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     62720 | NS      | $3966412.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc. COM USD0.01 WD                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1315 | NS      | $224957.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | Elevance Health Inc. COM USD0.01                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2932 | NS      | $1504028.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global CLASS B COM                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |         1 | NS      | $16.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                         | Equitable Holdings Inc COM                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     52133 | NS      | $1496217.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | Lumen Technologies Inc COM                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    242428 | NS      | $1265474.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | Seagate Technology Holdings PLC COM USD0.00001                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     19571 | NS      | $1029630.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc. COM USD0.01                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9926 | NS      | $1604140.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP Inc COM USD0.01                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    154943 | NS      | $4163318.41   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                           | Hubbell Incorporated COM USD0.001                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      8994 | NS      | $2110711.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | Dollar General Corporation COM USD0.875                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3089 | NS      | $760666.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                           | JBG SMITH Properties COM USD0.01                               | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |       400 | NS      | $7592.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                             | Avanos Medical Inc COM USD0.01                                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       193 | NS      | $5222.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                      | Janus Henderson Group PLC ORD USD1.50                          | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      1703 | NS      | $40054.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc COM USD0.01                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2373 | NS      | $84621.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics PLC                       | Horizon Therapeutics PLC COM USD0.0001                         | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      6925 | NS      | $788065.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | Dupont De Nemours Inc COM USD0.01                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      7362 | NS      | $505254.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                 | Cloudflare Inc COM USD0.001 CL A                               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       800 | NS      | $36168.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc. COM USD0.01                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     19771 | NS      | $1660764.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc. COM USD0.01                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1628 | NS      | $105445.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc COM USD0.0001                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1707 | NS      | $574456.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | Amgen Inc. COM USD0.0001                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2431 | NS      | $638477.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | Valero Energy Corporation COM USD0.01                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     12936 | NS      | $1641060.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp. COM USD0.001                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     12332 | NS      | $1802198.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | McKesson Corporation COM USD0.01                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       203 | NS      | $76149.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | Apple Inc. COM USD0.00001                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     74951 | NS      | $9738383.43   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | Avery Dennison Corporation COM USD1                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3165 | NS      | $572865.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | Goldman Sachs Group, Inc. COM USD0.01                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1918 | NS      | $658602.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | W.R. Berkley Corporation COM USD0.20                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      9069 | NS      | $658137.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | Best Buy Inc COM USD0.10                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      8319 | NS      | $667266.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | Robert Half International Inc. COM USD0.001                    | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5106 | NS      | $376975.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group COM USD0.10                                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     18090 | NS      | $742232.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp. COM CL A USD0.01          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     16001 | NS      | $915097.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc. COM USD0.01                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2960 | NS      | $1052043.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corporation COM USD0.10                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      8639 | NS      | $531384.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX Corporation COM USD1                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     11172 | NS      | $346108.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc COM USD0.10                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     34388 | NS      | $844913.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | Agilent Technologies Inc. COM USD0.01                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1457 | NS      | $218040.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co. COM USD1.00                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     12681 | NS      | $1700522.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation COM NPV                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $1445184.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc. COM USD0.001                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     25258 | NS      | $1203291.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | MetLife Inc. COM USD0.01                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3291 | NS      | $238169.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | Danaher Corporation COM USD0.01                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       997 | NS      | $264623.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley COM USD0.01                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      8778 | NS      | $746305.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc. COM USD0.01                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     11893 | NS      | $1534078.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | Laboratory Corp of America Holdings COM USD0.1                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       342 | NS      | $80534.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | Eastman Chemical Company COM USD0.01                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       612 | NS      | $49841.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc. COM USD0.01                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7200 | NS      | $1156608.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | Electronic Arts Inc. COM USD0.01                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2966 | NS      | $362385.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc. COM USD0.01                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9526 | NS      | $1233807.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | The Estee Lauder Companies Inc. COM USD0.01 CLASS A            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       235 | NS      | $58305.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | Expeditors International Of Washington Inc. COM USD0.01        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       673 | NS      | $69938.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | Exxon Mobil Corporation COM NPV                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     31344 | NS      | $3457243.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | Ford Motor Company COM USD0.01                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     45224 | NS      | $525955.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | Fiserv Inc. COM USD0.01                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2184 | NS      | $220736.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | Global Payments Inc COM NPV                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1140 | NS      | $113224.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | Home Depot Inc COM USD0.05                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      7626 | NS      | $2408748.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | Idex Corporation COM USD0.01                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1371 | NS      | $313040.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation COM USD0.001                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     14587 | NS      | $385534.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | The Interpublic Group of Companies, Inc. COM USD0.10           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      3574 | NS      | $119049.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson COM USD1.00                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       272 | NS      | $48048.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co. COM USD1.00                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9726 | NS      | $433585.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co. COM NPV                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       644 | NS      | $235600.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                   | Lincoln National Corporation COM NPV                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      4364 | NS      | $134062.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | Chevron Corporation COM USD0.75                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12388 | NS      | $2223522.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | Rollins Inc COM USD1                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      2070 | NS      | $75637.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | Marsh & McLennan Companies, Inc. COM USD1.00                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2706 | NS      | $447788.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | Masco Corporation COM USD1.00                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2063 | NS      | $96280.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp COM USD0.01                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11139 | NS      | $1038043.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | Microsoft Corporation COM USD0.00000625                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35382 | NS      | $8485311.24   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | Micron Technology Inc. COM USD0.10                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     19195 | NS      | $959366.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | Centene Corporation COM USD0.001                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2772 | NS      | $227331.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | Marathon Oil Corporation COM USD1.00                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     12396 | NS      | $335559.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR Inc COM USD0.01                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       103 | NS      | $475095.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | Northrop Grumman Corporation COM USD1                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2313 | NS      | $1261995.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | Wells Fargo & Company COM USD1.666                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1087 | NS      | $44882.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | Nucor Corporation COM USD0.40                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4029 | NS      | $531062.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd. COM USD0.01                            | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1411 | NS      | $88582.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | Occidental Petroleum Corporation COM USD0.20                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     10278 | NS      | $647411.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | Parker-Hannifin Corporation COM USD0.50                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1778 | NS      | $517398.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | Pepsico Inc CAP USD0.016666                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     15279 | NS      | $2760304.14   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc. COM USD0.05                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     66648 | NS      | $3415043.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | Pioneer Natural Resources Company COM USD0.01                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       856 | NS      | $195501.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | Costco Wholesale Corporation COM USD0.01                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       168 | NS      | $76692.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | The Procter & Gamble Company COM NPV                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5085 | NS      | $770682.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | Pulte Group Inc COM USD0.01                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $54180.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                               | AutoNation, Inc. COM USD0.01                                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5713 | NS      | $613004.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | ConocoPhillips Co. COM USD0.01                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     16037 | NS      | $1892366.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc COM USD0.0001                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2085 | NS      | $244945.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | Synopsys Inc COM USD0.01                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3600 | NS      | $1149444.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | Teleflex Incorporated COM USD1                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1300 | NS      | $324519.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | Teradyne Inc. COM USD0.125                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4600 | NS      | $401810.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | Texas Instruments Incorporated COM USD1.00                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     10951 | NS      | $1809324.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | Textron Inc. COM STK USD0.125                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2328 | NS      | $164822.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | Universal Health Services, Inc. CLASS'B'COM USD0.01            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2838 | NS      | $399845.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc COM USD0.10                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      9181 | NS      | $1301773.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc. COM USD0.01                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      7152 | NS      | $1122005.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                               | Black Knight Inc COM USD0.0001                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       645 | NS      | $39828.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc COM USD0.001                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4597 | NS      | $2570320.61   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                   | Docusign Inc COM USD0.0001                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      7331 | NS      | $406284.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                   | Wyndham Hotels & Resorts Inc COM USD0.01                       | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       600 | NS      | $42786.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | Evergy Inc COM NPV                                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2974 | NS      | $187153.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | Cigna Corporation COM USD0.01                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3029 | NS      | $1003628.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc COM USD0.01                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      8062 | NS      | $406244.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                              | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1418977 | NS      | $1418977.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | Baker Hughes Company COM USD0.0001 CL A                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13300 | NS      | $392749.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                        | ADT Inc COM USD0.01                                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9498 | NS      | $86146.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies Inc COM USD0.01 CL C                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      9471 | NS      | $380923.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC ORD USD0.001                                        | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1200 | NS      | $221628.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | Corteva Inc COM USD0.01                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      8562 | NS      | $503274.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Incorporation          | Floor And Decor Holding Incorporation COM USD0.001 CL A        | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $38923.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $42085.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | Vici Properties Inc COM USD0.01                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     12565 | NS      | $407106.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc COM USD0.008                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       600 | NS      | $1209168.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                      | Linde PLC COM EUR0.001                                         | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      6465 | NS      | $2108753.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                    | Avantor Inc COM USD0.01                                        | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $40071.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC COM USD0.01                                          | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      3400 | NS      | $316642.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                       | Ceridian HCM Holding Inc COM USD0.01                           | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      2100 | NS      | $134715.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC COM USD0.01                                          | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     19670 | NS      | $234269.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | Crowdstrike Holdings Inc COM USD0.0005 CL A                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       300 | NS      | $31587.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | Globe Life Inc COM USD1.00                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       100 | NS      | $12055.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                   | Ubiquiti Inc COM USD0.001                                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $27353.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA Holdings Inc. COM USD0.01                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3773 | NS      | $773049.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneco Ltd                                    | Stoneco Ltd COM USD0.000079365 CL A                            | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |      4496 | NS      | $42442.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc COM USD0.0001                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      4415 | NS      | $793022.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                      | IAA, Inc. COM USD0.01                                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      1300 | NS      | $52000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3 Harris Technologies Inc COM USD1.00                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2552 | NS      | $531351.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Clearwater Investment Trust

**Signature:** Jason Mitchell

**Name of Signer:** Jason Mitchell

**Title:** CCO