# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001193125-26-073835
**Filing Date:** 2026-2
**Character Count:** 141178
**Document Hash:** 6369844007f627bed8f6a2a5a19643bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-073835.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-073835

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AUGUSTAR VARIABLE INSURANCE PRODUCTS FUND INC
- **CENTRAL INDEX KEY:** 0000315754

**ORGANIZATION NAME:**
- **EIN:** 310978635
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03015
- **FILM NUMBER:** 26682066

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242
- **BUSINESS PHONE:** 513-794-6171

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AUGUSTAR(SM) VARIABLE INSURANCE PRODUCTS FUND INC
- **DATE OF NAME CHANGE:** 20231130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** OHIO NATIONAL FUND INC
- **DATE OF NAME CHANGE:** 19920703

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

## Series and Classes Contracts Data

### AVIP S&P MidCap 400® Index Portfolio (Series ID: S000007887)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021428 | Class I      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AuguStar Variable Insurance Products Fund Inc

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

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

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

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

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

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45242

  - **Telephone number:** 2832098087

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

- **a. Name of Series:** AVIP S&P MidCap 400 Index Portfolio

- **b. EDGAR series identifier (if any):** S000007887

- **c. LEI of Series:** 549300KLDVE6L17J1Q53

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $522945122.15

**Total Liabilities:** $218924.92

**Net Assets:** $522726197.23

**Cash Not Reported:** $4947286.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021428 | -0.48%               | 1.99%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1732699.18              | $-4576299.36                               |
| Month 2  | $1212143.32              | $8702360.67                                |
| Month 3  | $8898835.44              | $-9375563.90                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AECOM                                      | AECOM COMMON STOCK USD.01                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     21427 | NS      | $2042635.91   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage System Inc               | ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK USD.01  | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     11576 | NS      | $1676552.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                        | AEROVIRONMENT INC COMMON STOCK USD.0001           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      5147 | NS      | $1245007.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | AFFILIATED MANAGERS GROUP COMMON STOCK USD.01     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4552 | NS      | $1312250.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.   | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10362 | NS      | $1774803.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | MACY S INC COMMON STOCK USD.01                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     43453 | NS      | $958138.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                   | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      9748 | NS      | $1689425.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                             | MAPLEBEAR INC COMMON STOCK USD.0001               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29732 | NS      | $1337345.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaon Inc                                   | AAON INC COMMON STOCK USD.004                     | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               | CORP              | US        |     10949 | NS      | $834861.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                 | NEW YORK TIMES CO A COMMON STOCK USD.1            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     26138 | NS      | $1814499.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                           | AGCO CORP COMMON STOCK USD.01                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     10021 | NS      | $1045390.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                      | NEWMARKET CORP COMMON STOCK                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1262 | NS      | $867322.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                             | API GROUP CORP COMMON STOCK USD.0001              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     59886 | NS      | $2291238.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc.                             | NEXTRACKER INC CL A COMMON STOCK USD.0001         | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24005 | NS      | $2091075.55   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                          | ASGN INC COMMON STOCK USD.01                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      6950 | NS      | $334781.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                    | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4612 | NS      | $936466.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      7616 | NS      | $958625.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                         | CIRRUS LOGIC INC COMMON STOCK USD.001             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8260 | NS      | $978810.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | CIVITAS RESOURCES INC COMMON STOCK                | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     12496 | NS      | $338516.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                | ACUITY BRANDS INC COMMON STOCK USD.01             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4920 | NS      | $1771396.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                        | CLEAN HARBORS INC COMMON STOCK USD.01             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      8126 | NS      | $1905384.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                       | CLEVELAND CLIFFS INC COMMON STOCK USD.125         | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     92171 | NS      | $1224030.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | AGREE REALTY CORP REIT USD.0001                   | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     18561 | NS      | $1336948.83   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                 | COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      9151 | NS      | $1402848.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                | COGNEX CORP COMMON STOCK USD.002                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     27116 | NS      | $975633.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                      | ALASKA AIR GROUP INC COMMON STOCK USD.01          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     18767 | NS      | $943980.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                              | COHERENT CORP COMMON STOCK                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     25424 | NS      | $4692507.68   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.               | COLUMBIA BANKING SYSTEM INC COMMON STOCK          | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     48391 | NS      | $1352528.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                  | ALBERTSONS COS INC   CLASS A COMMON STOCK USD.01  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     63981 | NS      | $1098553.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | COLUMBIA SPORTSWEAR CO COMMON STOCK               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4123 | NS      | $227136.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                      | COMERICA INC COMMON STOCK USD5.0                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     20667 | NS      | $1796582.31   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                          | ALCOA CORP COMMON STOCK USD.01                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     41897 | NS      | $2226406.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                    | COMMERCE BANCSHARES INC COMMON STOCK USD5.0       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20926 | NS      | $1095279.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                  | COMMERCIAL METALS CO COMMON STOCK USD.01          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     17955 | NS      | $1242845.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                    | ATI INC COMMON STOCK USD.1                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     21980 | NS      | $2522424.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                     | COMMVAULT SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      7134 | NS      | $894318.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                           | CONCENTRIX CORP COMMON STOCK                      | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      7195 | NS      | $299168.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                       | LANDSTAR SYSTEM INC COMMON STOCK USD.01           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      5556 | NS      | $798397.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                  | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     43256 | NS      | $1305033.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                            | CORE + MAIN INC CLASS A COMMON STOCK USD.01       | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30850 | NS      | $1603274.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | LANTHEUS HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     10720 | NS      | $713416.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                    | CORPORATE OFFICE PROPERTIES REIT USD.01           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     18211 | NS      | $506265.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                  | COTY INC CL A COMMON STOCK USD.01                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     59793 | NS      | $184162.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation          | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     22133 | NS      | $1628546.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc.                    | COUSINS PROPERTIES INC REIT USD1.0                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     27147 | NS      | $699849.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart (Maryland)                       | CUBESMART REIT USD.01                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36896 | NS      | $1330100.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                           | LEAR CORP COMMON STOCK USD.01                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      8390 | NS      | $961494.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | CULLEN/FROST BANKERS INC COMMON STOCK USD.01      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10347 | NS      | $1310240.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | CURTISS WRIGHT CORP COMMON STOCK USD1.0           | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      5966 | NS      | $3288876.82   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.             | LINCOLN ELECTRIC HOLDINGS COMMON STOCK            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      8902 | NS      | $2133275.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | CYTOKINETICS INC COMMON STOCK USD.001             | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     19693 | NS      | $1251293.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                           | DTE MIDSTREAM LLC W/I COMMON STOCK                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16447 | NS      | $1968376.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                 | LITHIA MOTORS INC CL A COMMON STOCK               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3925 | NS      | $1304395.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                   | DARLING INGREDIENTS INC COMMON STOCK USD.01       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     25591 | NS      | $921276.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                        | DENTSPLY SIRONA INC COMMON STOCK USD.01           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     32482 | NS      | $371269.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                            | LITTELFUSE INC COMMON STOCK USD.01                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4029 | NS      | $1019014.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | DICK S SPORTING GOODS INC COMMON STOCK USD.01     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     10697 | NS      | $2117685.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                               | DOCUSIGN INC COMMON STOCK USD.0001                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     32533 | NS      | $2225257.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation              | LOUISIANA PACIFIC CORP COMMON STOCK USD1.0        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     10255 | NS      | $828193.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                    | DOLBY LABORATORIES INC CL A COMMON STOCK USD.001  | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      9882 | NS      | $634622.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                           | DONALDSON CO INC COMMON STOCK USD5.0              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     18742 | NS      | $1661665.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                     | LUMENTUM HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     11470 | NS      | $4227727.30   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | GENTEX CORP COMMON STOCK USD.06                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     35419 | NS      | $824200.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                       | GLACIER BANCORP INC COMMON STOCK USD.01           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     20819 | NS      | $917076.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                      | MGIC INVESTMENT CORP COMMON STOCK USD1.0          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     36206 | NS      | $1057939.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                             | GLOBUS MEDICAL INC   A COMMON STOCK USD.001       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     18026 | NS      | $1573850.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. The             | GOODYEAR TIRE + RUBBER CO COMMON STOCK            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     46579 | NS      | $408032.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                   | MKS INSTRUMENTS INC COMMON STOCK                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     10870 | NS      | $1737026.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                  | GRACO INC COMMON STOCK USD1.0                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     26823 | NS      | $2198681.31   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                         | GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       548 | NS      | $602032.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                          | MP MATERIALS CORP COMMON STOCK USD.0001           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     21791 | NS      | $1100881.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                 | GRAND CANYON EDUCATION INC COMMON STOCK USD.01    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4468 | NS      | $743073.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company          | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47710 | NS      | $718512.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc.                            | MSA SAFETY INC COMMON STOCK                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      5956 | NS      | $953793.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     19032 | NS      | $1280853.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                          | HAMILTON LANE INC CLASS A COMMON STOCK            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      6616 | NS      | $888594.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills               | TREASURY BILL 02/26 0.00000                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    231000 | PA      | $230055.70    | 0.04%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hancock Whitney Corporation                | HANCOCK WHITNEY CORP COMMON STOCK USD3.33         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     13533 | NS      | $861781.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.          | HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5757 | NS      | $1052206.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                | S+P MID 400 EMINI MAR26 XCME 20260320             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        15 | NC      | $-64344.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                      | HARLEY DAVIDSON INC COMMON STOCK USD.01           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     19230 | NS      | $394022.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthequity Inc                           | HEALTHEQUITY INC COMMON STOCK USD.0001            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     13939 | NS      | $1276951.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                   | HEALTHCARE REALTY TRUST INC REIT USD.01           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     56898 | NS      | $964421.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                       | HECLA MINING CO COMMON STOCK USD.25               | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    108408 | NS      | $2080349.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                         | HEXCEL CORP COMMON STOCK USD.01                   | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12880 | NS      | $951832.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                 | HILTON GRAND VACATIONS INC COMMON STOCK USD.01    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      9636 | NS      | $431211.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                     | HIMS + HERS HEALTH INC COMMON STOCK USD.0001      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     33699 | NS      | $1094206.53   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                       | HOME BANCSHARES INC COMMON STOCK USD.01           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29574 | NS      | $821565.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                        | HOULIHAN LOKEY INC COMMON STOCK USD.001           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      8820 | NS      | $1536355.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                   | HYATT HOTELS CORP   CL A COMMON STOCK USD.01      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      6768 | NS      | $1085045.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                         | IPG PHOTONICS CORP COMMON STOCK USD.0001          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4114 | NS      | $294562.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                    | ITT INC COMMON STOCK USD1.0                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     13752 | NS      | $2386109.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                | IDACORP INC COMMON STOCK                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      8748 | NS      | $1107146.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                               | ILLUMINA INC COMMON STOCK USD.01                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     24721 | NS      | $3242406.36   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc              | INDEPENDENCE REALTY TRUST IN REIT USD.01          | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     38574 | NS      | $674273.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                    | KBR INC COMMON STOCK USD.001                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     20544 | NS      | $825868.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB HOME COMMON STOCK USD1.0                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     10454 | NS      | $589710.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                         | KEMPER CORP COMMON STOCK USD.1                    | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      9530 | NS      | $386346.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                  | KILROY REALTY CORP REIT USD.01                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     17584 | NS      | $657114.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                  | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3575 | NS      | $1398254.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                 | KIRBY CORP COMMON STOCK USD.1                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      8771 | NS      | $966388.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | KITE REALTY GROUP TRUST REIT USD.01               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35033 | NS      | $839741.01    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                          | KNIFE RIVER CORP COMMON STOCK                     | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9154 | NS      | $643983.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.  | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26258 | NS      | $1372768.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.  | KRATOS DEFENSE + SECURITY COMMON STOCK USD.001    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     27314 | NS      | $2073405.74   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                       | KYNDRYL HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     36978 | NS      | $982135.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                  | LAMAR ADVERTISING CO A REIT USD.001               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     14054 | NS      | $1778955.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Co.                               | LANCASTER COLONY CORP COMMON STOCK                | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3281 | NS      | $539462.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                | RYAN SPECIALTY GROUP HLDGS A COMMON STOCK USD.001 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18332 | NS      | $946481.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                         | RYDER SYSTEM INC COMMON STOCK USD.5               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6531 | NS      | $1249968.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                         | SEI INVESTMENTS COMPANY COMMON STOCK USD.01       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     15057 | NS      | $1234975.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                  | SLM CORP COMMON STOCK USD.2                       | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32858 | NS      | $889137.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                     | SPX TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8063 | NS      | $1613083.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | SABRA HEALTH CARE REIT INC REIT USD.01            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     40322 | NS      | $763698.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International          | SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     22685 | NS      | $1768749.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | SHIFT4 PAYMENTS INC CLASS A COMMON STOCK          | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10922 | NS      | $687758.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | SILICON LABORATORIES INC COMMON STOCK USD.0001    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      5310 | NS      | $694017.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                       | SILGAN HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     14154 | NS      | $571396.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.              | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      6709 | NS      | $1083302.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                    | SONOCO PRODUCTS CO COMMON STOCK                   | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     15941 | NS      | $695665.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                      | SOTERA HEALTH CO COMMON STOCK USD.01              | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33475 | NS      | $590499.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Bank Corp.                      | SOUTHSTATE BANK CORP COMMON STOCK USD2.5          | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16262 | NS      | $1530416.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                 | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     10393 | NS      | $831647.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                  | SPIRE INC COMMON STOCK USD1.0                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      9548 | NS      | $789619.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     15754 | NS      | $1255121.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                      | STAG INDUSTRIAL INC REIT USD.01                   | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     30224 | NS      | $1111034.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.              | STARWOOD PROPERTY TRUST INC REIT USD.01           | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     56328 | NS      | $1014467.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4970 | NS      | $1521963.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation               | STIFEL FINANCIAL CORP COMMON STOCK USD.15         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     16477 | NS      | $2063249.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                     | SYNAPTICS INC COMMON STOCK USD.001                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      6279 | NS      | $464771.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     22463 | NS      | $1124273.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                             | SYNNEX CORP COMMON STOCK USD.001                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     12251 | NS      | $1840467.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                   | TALEN ENERGY CORP COMMON STOCK USD.001            | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7391 | NS      | $2770442.44   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                             | TETRA TECH INC COMMON STOCK USD.01                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     42293 | NS      | $1418507.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      7376 | NS      | $667823.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | TEXAS ROADHOUSE INC COMMON STOCK USD.001          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     10701 | NS      | $1776366.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                       | THOR INDUSTRIES INC COMMON STOCK USD.1            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      8512 | NS      | $873927.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                         | TIMKEN CO COMMON STOCK                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     10259 | NS      | $863089.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | TOLL BROTHERS INC COMMON STOCK USD.01             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     15602 | NS      | $2109702.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                       | TOPBUILD CORP COMMON STOCK                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      4517 | NS      | $1884447.23   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                           | TORO CO COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     15833 | NS      | $1246373.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                 | TRANSUNION COMMON STOCK USD.01                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     31416 | NS      | $2693922.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                     | TRAVEL   LEISURE CO COMMON STOCK USD.01           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     10400 | NS      | $733512.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                         | TREX COMPANY INC COMMON STOCK USD.01              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17317 | NS      | $607480.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                 | TWILIO INC   A COMMON STOCK USD.001               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     24527 | NS      | $3488720.48   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                   | UGI CORP COMMON STOCK                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     34770 | NS      | $1301441.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB FINANCIAL CORP COMMON STOCK USD1.0            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     11555 | NS      | $1329287.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP INDUSTRIES INC COMMON STOCK                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      9425 | NS      | $858146.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                        | CNH INDUSTRIAL NV COMMON STOCK EUR.01             | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    143172 | NS      | $1320045.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                  | FLEX LTD COMMON STOCK                             | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     59828 | NS      | $3614807.76   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                  | CNX RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     21811 | NS      | $801990.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                          | CABOT CORP COMMON STOCK USD1.0                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      8584 | NS      | $568947.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                | DROPBOX INC CLASS A COMMON STOCK USD.00001        | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     28212 | NS      | $784293.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                           | ELF BEAUTY INC COMMON STOCK USD.01                | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      9644 | NS      | $733329.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR PROPERTIES REIT USD.01                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     12294 | NS      | $613470.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                       | EAGLE MATERIALS INC COMMON STOCK USD.01           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      5189 | NS      | $1072462.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | EAST WEST BANCORP INC COMMON STOCK USD.001        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     22262 | NS      | $2502026.18   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                 | EASTGROUP PROPERTIES INC REIT                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      8619 | NS      | $1535388.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                             | ECHOSTAR CORP A COMMON STOCK USD.001              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     21778 | NS      | $2367268.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                   | ELANCO ANIMAL HEALTH INC COMMON STOCK             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     80399 | NS      | $1819429.37   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation               | ENCOMPASS HEALTH CORP COMMON STOCK USD.01         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     16279 | NS      | $1727853.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | ENERSYS COMMON STOCK USD.01                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      5972 | NS      | $876391.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                           | ENSIGN GROUP INC/THE COMMON STOCK USD.001         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      9306 | NS      | $1621105.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                               | ENTEGRIS INC COMMON STOCK USD.01                  | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     24530 | NS      | $2066652.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation               | ENVISTA HOLDINGS CORP COMMON STOCK USD.01         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     26535 | NS      | $576074.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                     | EQUITABLE HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     46365 | NS      | $2209292.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties Inc            | EQUITY LIFESTYLE PROPERTIES REIT USD.01           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     31360 | NS      | $1900729.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                 | ESAB CORP COMMON STOCK USD.001                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      9235 | NS      | $1031734.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                    | ESSENTIAL UTILITIES INC COMMON STOCK USD.5        | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     45769 | NS      | $1755698.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                    | EURONET WORLDWIDE INC COMMON STOCK USD.02         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      6299 | NS      | $479416.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                               | EVERCORE INC   A COMMON STOCK USD.01              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      6258 | NS      | $2129284.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | EXELIXIS INC COMMON STOCK USD.001                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     43383 | NS      | $1901476.89   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                       | FTI CONSULTING INC COMMON STOCK USD.01            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      4897 | NS      | $836554.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                       | FEDERATED INVESTORS INC CL B COMMON STOCK         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     11936 | NS      | $621507.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.          | FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     41225 | NS      | $2250472.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation       | FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     16485 | NS      | $1012838.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc             | FIRST FINL BANKSHARES INC COMMON STOCK USD.01     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     21048 | NS      | $628703.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                  | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     79661 | NS      | $1903897.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.        | FIRST INDUSTRIAL REALTY TR REIT USD.01            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21435 | NS      | $1227582.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstcash Holdings Inc                     | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6283 | NS      | $1001384.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                             | FIVE BELOW COMMON STOCK USD.01                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      8923 | NS      | $1680736.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Inc.               | FLOOR + DECOR HOLDINGS INC A COMMON STOCK USD.001 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     17439 | NS      | $1061860.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                          | FLUOR CORP COMMON STOCK USD.01                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     26075 | NS      | $1033352.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | FLOWERS FOODS INC COMMON STOCK USD.01             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     34374 | NS      | $373989.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                      | FLOWSERVE CORP COMMON STOCK USD1.25               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     20567 | NS      | $1426938.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | FORTUNE BRANDS INNOVATIONS I COMMON STOCK USD.01  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     19441 | NS      | $972438.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc         | FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25  | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40503 | NS      | $1541949.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                           | GATX CORP COMMON STOCK USD.625                    | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5776 | NS      | $979609.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                         | GXO LOGISTICS INC COMMON STOCK USD.01             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     18523 | NS      | $975050.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc          | GAMING AND LEISURE PROPERTIE REIT                 | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     45780 | NS      | $2045908.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                              | GAMESTOP CORP CLASS A COMMON STOCK USD.001        | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     66673 | NS      | $1338793.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | OMEGA HEALTHCARE INVESTORS REIT USD.1             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     47807 | NS      | $2119762.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE GAS INC COMMON STOCK                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      9702 | NS      | $749479.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                       | ONTO INNOVATION INC COMMON STOCK                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      7931 | NS      | $1251987.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                     | OPTION CARE HEALTH INC COMMON STOCK USD.0001      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     25682 | NS      | $818228.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                    | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      9833 | NS      | $1086251.51   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                        | OSHKOSH CORP COMMON STOCK USD.01                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     10234 | NS      | $1285697.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | OVINTIV INC COMMON STOCK                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     40962 | NS      | $1605300.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.              | MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      7388 | NS      | $621330.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | OWENS CORNING COMMON STOCK USD.001                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     13297 | NS      | $1488067.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF ENERGY INC CLASS A COMMON STOCK USD.001       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     13388 | NS      | $363082.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                           | PNM RESOURCES INC COMMON STOCK                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15865 | NS      | $934131.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                  | PVH CORP COMMON STOCK USD1.0                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      7760 | NS      | $520075.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                         | MASIMO CORP COMMON STOCK USD.001                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      7389 | NS      | $961013.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                 | PARK HOTELS + RESORTS INC REIT USD.01             | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     32538 | NS      | $340347.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                        | PARSONS CORP COMMON STOCK USD1.0                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      8587 | NS      | $530676.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation              | PAYLOCITY HOLDING CORP COMMON STOCK USD.001       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      7127 | NS      | $1086867.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                            | PEGASYSTEMS INC COMMON STOCK USD.01               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     14827 | NS      | $885468.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                               | MASTEC INC COMMON STOCK USD.1                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      9922 | NS      | $2156745.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.              | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2972 | NS      | $470437.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                              | PENUMBRA INC COMMON STOCK USD.001                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      6336 | NS      | $1969925.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     25370 | NS      | $2281270.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                     | PERMIAN RESOURCES CORP COMMON STOCK USD.0001      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    112293 | NS      | $1575470.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                  | MATADOR RESOURCES CO COMMON STOCK USD.01          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     18894 | NS      | $801861.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                               | POLARIS INC COMMON STOCK USD.01                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      8621 | NS      | $545278.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company          | PORTLAND GENERAL ELECTRIC CO COMMON STOCK         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     18206 | NS      | $873705.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                         | POST HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7731 | NS      | $765755.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Potlatchdeltic Corp.                       | POTLATCHDELTIC CORP REIT USD1.0                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     11449 | NS      | $455441.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                               | MATTEL INC COMMON STOCK USD1.0                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     50316 | NS      | $998269.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                            | PRIMERICA INC COMMON STOCK                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      5164 | NS      | $1334171.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15366 | NS      | $1061944.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                           | PURE STORAGE INC   CLASS A COMMON STOCK USD.0001  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     50511 | NS      | $3384742.11   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | QUALYS INC COMMON STOCK USD.001                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      5801 | NS      | $770952.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                | MAXIMUS INC COMMON STOCK                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      9115 | NS      | $786806.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                              | RB GLOBAL INC COMMON STOCK                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     30041 | NS      | $3090317.67   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                   | RLI CORP COMMON STOCK USD1.0                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     14860 | NS      | $950742.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH COMMON STOCK USD.0001                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2475 | NS      | $443396.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                     | RPM INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     20750 | NS      | $2158000.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                      | MEDPACE HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3600 | NS      | $2021940.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                | RAMBUS INC COMMON STOCK USD.001                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     17418 | NS      | $1600540.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | RANGE RESOURCES CORP COMMON STOCK USD.01          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     38328 | NS      | $1351445.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                               | RAYONIER INC REIT                                 | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     23939 | NS      | $518279.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                           | RBC BEARINGS INC COMMON STOCK USD.01              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5093 | NS      | $2283853.99   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                             | MIDDLEBY CORP COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      7498 | NS      | $1114727.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                  | REGAL BELOIT CORP COMMON STOCK USD.01             | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     10739 | NS      | $1506896.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     10629 | NS      | $2162576.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                               | RELIANCE STEEL + ALUMINUM COMMON STOCK            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      8459 | NS      | $2443551.33   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc                      | UNITED BANKSHARES INC COMMON STOCK USD2.5         | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     22670 | NS      | $870528.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                            | MORNINGSTAR INC COMMON STOCK                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      3860 | NS      | $838816.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                      | US FOODS HOLDING CORP COMMON STOCK USD.01         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     36070 | NS      | $2716792.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation            | UNITED THERAPEUTICS CORP COMMON STOCK USD.01      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      6967 | NS      | $3394670.75   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7155 | NS      | $835560.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | UNUM GROUP COMMON STOCK USD.1                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     24903 | NS      | $1929982.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                    | MUELLER INDUSTRIES INC COMMON STOCK USD.01        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     17960 | NS      | $2061808.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                  | VF CORP COMMON STOCK                              | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     53132 | NS      | $960626.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                         | VAIL RESORTS INC COMMON STOCK USD.01              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5816 | NS      | $772364.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                   | VALLEY NATIONAL BANCORP COMMON STOCK              | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     77584 | NS      | $906181.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | VALMONT INDUSTRIES COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3188 | NS      | $1282596.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                     | MURPHY OIL CORP COMMON STOCK USD1.0               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     21681 | NS      | $677531.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                              | VALVOLINE INC COMMON STOCK USD.01                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     20522 | NS      | $596369.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                        | VISTEON CORP COMMON STOCK                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4389 | NS      | $417393.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                        | VONTIER CORP COMMON STOCK USD.0001                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     23480 | NS      | $872986.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | VORNADO REALTY TRUST REIT USD.04                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26103 | NS      | $868707.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                            | MURPHY USA INC COMMON STOCK                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2759 | NS      | $1113311.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                         | VOYA FINANCIAL INC COMMON STOCK USD.01            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     15402 | NS      | $1147294.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                            | WP CAREY INC REIT USD.001                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     35449 | NS      | $2281497.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corporation             | WARNER MUSIC GROUP CORP CL A COMMON STOCK         | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23581 | NS      | $723229.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                 | WATSCO INC COMMON STOCK USD.5                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5649 | NS      | $1903430.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                   | NOV INC COMMON STOCK USD.01                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     59013 | NS      | $922373.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.              | WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4435 | NS      | $1224148.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | WEBSTER FINANCIAL CORP COMMON STOCK USD.01        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     26096 | NS      | $1642482.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                            | WHIRLPOOL CORP COMMON STOCK USD1.0                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      9069 | NS      | $654237.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                               | WINGSTOP INC COMMON STOCK USD.01                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4495 | NS      | $1072012.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                  | NATIONAL FUEL GAS CO COMMON STOCK USD1.0          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     14619 | NS      | $1170397.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation             | WINTRUST FINANCIAL CORP COMMON STOCK              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10839 | NS      | $1515508.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                              | WOODWARD INC COMMON STOCK USD.00292               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      9701 | NS      | $2932806.32   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc               | WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01  | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     12228 | NS      | $923947.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                    | XPO LOGISTICS INC COMMON STOCK USD.001            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     18990 | NS      | $2580930.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                               | NNN REIT INC REIT USD.01                          | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     30726 | NS      | $1217671.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Yeti Holdings Inc                          | YETI HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     12554 | NS      | $554510.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank | ZIONS BANCORP NA COMMON STOCK USD.001             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     23889 | NS      | $1398462.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoominfo Technologies Inc                  | ZOOMINFO TECHNOLOGIES INC COMMON STOCK            | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     44129 | NS      | $448791.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Limited             | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0    | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     34532 | NS      | $1115728.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | NATIONAL STORAGE AFFILIATES REIT USD.01           | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     11521 | NS      | $325007.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                        | CAPRI HOLDINGS LTD COMMON STOCK                   | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     19190 | NS      | $468236.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | ESSENT GROUP LTD COMMON STOCK USD.015             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     15642 | NS      | $1016886.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | FABRINET COMMON STOCK USD.01                      | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      5796 | NS      | $2638802.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                               | GENPACT LTD COMMON STOCK USD.01                   | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     25941 | NS      | $1213519.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                 | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     16134 | NS      | $2288285.22   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                  | JANUS HENDERSON GROUP PLC COMMON STOCK            | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     19996 | NS      | $951209.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Plc              | WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     11607 | NS      | $908363.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      9833 | NS      | $1671610.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                               | LIVANOVA PLC COMMON STOCK GBP1.0                  | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      8808 | NS      | $541956.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                          | VIPER ENERGY INC CL A COMMON STOCK USD.000001     | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27240 | NS      | $1052281.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                         | NVENT ELECTRIC PLC COMMON STOCK USD.01            | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     26102 | NS      | $2661620.94   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                               | VALARIS LTD COMMON STOCK USD.01                   | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10431 | NS      | $525722.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     16243 | NS      | $749127.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank National Association         | NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01    | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     48332 | NS      | $608499.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Energy Group Inc              | NORTHWESTERN CORP COMMON STOCK USD.01             | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      9918 | NS      | $640107.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                | NOVANTA INC COMMON STOCK                          | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      5782 | NS      | $688000.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                | NUTANIX INC   A COMMON STOCK USD.000025           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     43803 | NS      | $2264177.07   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                     | OGE ENERGY CORP COMMON STOCK USD.01               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     32602 | NS      | $1392105.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | OASIS PETROLEUM INC COMMON STOCK                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      9193 | NS      | $852191.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                  | OKTA INC COMMON STOCK                             | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     27252 | NS      | $2356480.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | OLD NATIONAL BANCORP COMMON STOCK                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     56274 | NS      | $1255472.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                    | CACI INTERNATIONAL INC  CL A COMMON STOCK USD.1   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3572 | NS      | $1903197.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | CADENCE BANK COMMON STOCK                         | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     30136 | NS      | $1291026.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                  | CHEWY INC   CLASS A COMMON STOCK USD.01           | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     36413 | NS      | $1203449.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | CHOICE HOTELS INTL INC COMMON STOCK USD.01        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3364 | NS      | $320454.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                        | CHURCHILL DOWNS INC COMMON STOCK                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     10719 | NS      | $1219607.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                          | CIENA CORP COMMON STOCK USD.01                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     22820 | NS      | $5336913.40   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                  | CRANE CO COMMON STOCK                             | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      7922 | NS      | $1461054.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                               | CRANE HOLDINGS CO COMMON STOCK USD1.0             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      8038 | NS      | $378348.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | CROCS INC COMMON STOCK USD.001                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      8392 | NS      | $717683.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                         | CROWN HOLDINGS INC COMMON STOCK USD5.0            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     18449 | NS      | $1899693.53   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | GREIF INC CL A COMMON STOCK                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4260 | NS      | $288402.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                     | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     13754 | NS      | $2764691.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF SINCLAIR CORP COMMON STOCK                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     25287 | NS      | $1165224.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                           | HAEMONETICS CORP/MASS COMMON STOCK USD.01         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      7557 | NS      | $605693.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                     | INGREDION INC COMMON STOCK USD.01                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10273 | NS      | $1132700.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp              | INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      8729 | NS      | $579954.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc              | JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0  | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     26699 | NS      | $1654537.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated            | JONES LANG LASALLE INC COMMON STOCK USD.01        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      7636 | NS      | $2569284.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | SAIA INC COMMON STOCK USD.001                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4310 | NS      | $1407301.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      7443 | NS      | $749212.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company             | SCOTTS MIRACLE GRO CO COMMON STOCK USD.01         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      7150 | NS      | $417202.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.             | SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      9774 | NS      | $817790.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     15822 | NS      | $931441.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.              | TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     33964 | NS      | $3032305.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation               | TENET HEALTHCARE CORP COMMON STOCK USD.05         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     14218 | NS      | $2825400.96   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                          | TEREX CORP COMMON STOCK USD.01                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10586 | NS      | $565080.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.             | AMERICAN FINANCIAL GROUP INC COMMON STOCK         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     11199 | NS      | $1530679.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                      | AMERICAN HOMES 4 RENT  A REIT USD.01              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     52743 | NS      | $1693050.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | AMKOR TECHNOLOGY INC COMMON STOCK USD.001         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     18384 | NS      | $725800.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01          | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    110480 | NS      | $2470332.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                | BELDEN INC COMMON STOCK USD.01                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      6354 | NS      | $740558.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Intermediate Holdings Inc.        | BELLRING BRANDS INC COMMON STOCK USD.01           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     20323 | NS      | $543233.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated               | BENTLEY SYSTEMS INC CLASS B COMMON STOCK USD.01   | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     24094 | NS      | $919547.51    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                          | BILL.COM HOLDINGS INC COMMON STOCK USD.00001      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     14418 | NS      | $786357.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | DUOLINGO COMMON STOCK USD.0001                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6474 | NS      | $1136187.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                               | DOXIMITY INC CLASS A COMMON STOCK USD.001         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22230 | NS      | $984344.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                     | DYCOM INDUSTRIES INC COMMON STOCK USD.333         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      4684 | NS      | $1582723.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                              | DYNATRACE INC COMMON STOCK USD.001                | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     48774 | NS      | $2113865.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc.                  | F+G ANNUITIES + LIFE INC COMMON STOCK USD.001     | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2522 | NS      | $77803.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                   | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     25680 | NS      | $1089859.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | EXPONENT INC COMMON STOCK USD.001                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      8050 | NS      | $559153.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                  | FNB CORP COMMON STOCK USD.01                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     57950 | NS      | $990945.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                               | GAP INC/THE COMMON STOCK USD.05                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     36627 | NS      | $937651.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Inc.                    | CARLISLE COS INC COMMON STOCK USD1.0              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      6744 | NS      | $2157135.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc                          | CARLYLE GROUP INC/THE COMMON STOCK USD1.0         | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     41987 | NS      | $2481851.57   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation     | OLD REPUBLIC INTL CORP COMMON STOCK USD1.0        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     36826 | NS      | $1680738.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation           | CARPENTER TECHNOLOGY COMMON STOCK USD5.0          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      8060 | NS      | $2537610.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                | CASEY S GENERAL STORES INC COMMON STOCK NPV       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6015 | NS      | $3324550.65   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA Group Inc.                            | CAVA GROUP INC COMMON STOCK USD.0001              | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16139 | NS      | $947197.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                      | CELSIUS HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25856 | NS      | $1182653.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                           | OLIN CORP COMMON STOCK USD1.0                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     18576 | NS      | $386938.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                       | CHART INDUSTRIES INC COMMON STOCK USD.01          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      7150 | NS      | $1474544.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                         | CHEMED CORP COMMON STOCK USD1.0                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2292 | NS      | $980655.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Inc.        | OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      9922 | NS      | $1087550.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                 | PILGRIM S PRIDE CORP COMMON STOCK USD.01          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      6960 | NS      | $271370.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.           | PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     12447 | NS      | $1187568.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                              | PINTEREST INC  CLASS A COMMON STOCK USD.00001     | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96408 | NS      | $2496003.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                        | PLANET FITNESS INC   CL A COMMON STOCK            | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     13426 | NS      | $1456318.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                       | REPLIGEN CORP COMMON STOCK USD.01                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      8561 | NS      | $1402805.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.             | REXFORD INDUSTRIAL REALTY IN REIT USD.01          | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     37583 | NS      | $1455213.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                           | ROYAL GOLD INC COMMON STOCK USD.01                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     13108 | NS      | $2913777.32   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc.                          | UL SOLUTIONS INC   CLASS A COMMON STOCK USD.001   | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     12174 | NS      | $960041.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco International, Inc.                  | WESCO INTERNATIONAL INC COMMON STOCK USD.01       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      7870 | NS      | $1925316.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     16703 | NS      | $1404221.21   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                       | WESTLAKE CORP COMMON STOCK USD.01                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      5429 | NS      | $401420.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                    | WEX INC COMMON STOCK USD.01                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      5548 | NS      | $826541.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0    | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      7459 | NS      | $2097172.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                       | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001     | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     70924 | NS      | $1539050.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC           | SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01  | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     23561 | NS      | $784345.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                             | TECHNIPFMC PLC COMMON STOCK USD1.0                | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     65443 | NS      | $2916140.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                   | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20001 | NS      | $527626.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                        | ALLY FINANCIAL INC COMMON STOCK USD.1             | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     45350 | NS      | $2053901.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01   | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    106795 | NS      | $1637167.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation               | ANTERO RESOURCES CORP COMMON STOCK USD.01         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     47407 | NS      | $1633645.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation               | ANTERO MIDSTREAM CORP COMMON STOCK                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53924 | NS      | $959307.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                              | APPFOLIO INC   A COMMON STOCK USD.0001            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      3732 | NS      | $868249.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.       | APPLIED INDUSTRIAL TECH INC COMMON STOCK          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      6102 | NS      | $1566810.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                            | APTARGROUP INC COMMON STOCK USD.01                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     10620 | NS      | $1295215.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                    | ARAMARK COMMON STOCK USD.01                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     42529 | NS      | $1567618.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | ARROW ELECTRONICS INC COMMON STOCK USD1.0         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      8334 | NS      | $918240.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                               | ASHLAND GLOBAL HOLDINGS INC COMMON STOCK          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      7356 | NS      | $431576.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | ASSOCIATED BANC CORP COMMON STOCK USD.01          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     26420 | NS      | $680579.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                               | AUTOLIV INC COMMON STOCK USD1.0                   | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     11306 | NS      | $1342022.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AUTONATION INC COMMON STOCK USD.01                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4428 | NS      | $914293.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                | AVANTOR INC COMMON STOCK USD.01                   | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110317 | NS      | $1264232.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                         | AVIENT CORP COMMON STOCK USD.01                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     14746 | NS      | $460665.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                     | AVIS BUDGET GROUP INC COMMON STOCK USD.01         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      2750 | NS      | $352880.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | AVNET INC COMMON STOCK USD1.0                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     13136 | NS      | $631578.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc             | BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     21315 | NS      | $1918989.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                      | BWX TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     14791 | NS      | $2556476.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | BANK OZK COMMON STOCK                             | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     17128 | NS      | $788230.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | BATH + BODY WORKS INC COMMON STOCK USD.5          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     33317 | NS      | $669005.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                 | BIO RAD LABORATORIES A COMMON STOCK USD.0001      | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2943 | NS      | $891699.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.               | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     31092 | NS      | $1847797.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                    | BLACK HILLS CORP COMMON STOCK USD1.0              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     12213 | NS      | $847826.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | BLACKBAUD INC COMMON STOCK USD.001                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      5970 | NS      | $378020.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                              | H+R BLOCK INC COMMON STOCK                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     20458 | NS      | $891559.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.          | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01  | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     19623 | NS      | $1655396.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                            | BORGWARNER INC COMMON STOCK USD.01                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     34607 | NS      | $1559391.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc                         | BOSTON BEER COMPANY INC A COMMON STOCK USD.01     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1252 | NS      | $244302.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                    | BOYD GAMING CORP COMMON STOCK USD.01              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      9352 | NS      | $797164.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                 | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      9229 | NS      | $597946.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinks Company                             | BRINK S CO/THE COMMON STOCK USD1.0                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      6721 | NS      | $784542.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                 | BRIXMOR PROPERTY GROUP INC REIT USD.01            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     49534 | NS      | $1298781.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                         | BRUKER CORP COMMON STOCK USD.01                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     17948 | NS      | $845530.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                      | BRUNSWICK CORP COMMON STOCK USD.75                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     10520 | NS      | $781004.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                     | BURLINGTON STORES INC COMMON STOCK USD.0001       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     10075 | NS      | $2910163.75   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO FINANCIAL GROUP INC COMMON STOCK USD.01       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     15404 | NS      | $654207.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** AuguStar Variable Insurance Products Fund Inc

**Signature:** Matthew J. Donlan

**Name of Signer:** Matthew J. Donlan

**Title:** Treasurer