# EDGAR Filing Document

**Accession Number:** 0001075065
**File Stem:** 0001145549-23-012838
**Filing Date:** 2023-2
**Character Count:** 705741
**Document Hash:** a4c43b843d94d038f22d391855000334
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012838.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012838

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SA FUNDS INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001075065
- **IRS NUMBER:** 770216379
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09195
- **FILM NUMBER:** 23681096

**BUSINESS ADDRESS:**
- **STREET 1:** 10 ALMADEN BLVD, 15TH FLOOR
- **CITY:** SAN JOSE
- **STATE:** CA
- **ZIP:** 95113
- **BUSINESS PHONE:** (800) 366-7266

**MAIL ADDRESS:**
- **STREET 1:** 10 ALMADEN BLVD, 15TH FLOOR
- **CITY:** SAN JOSE
- **STATE:** CA
- **ZIP:** 95113

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RWB FUNDS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19981211

## Series and Classes Contracts Data

### SA U.S. Small Company Fund (Series ID: S000008779)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000023894 | SA U.S. Small Company Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SA FUNDS INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-09195

- **c. CIK number of Registrant:** 0001075065

- **d. LEI of Registrant:** 549300JT43J3I1034E48

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

  - **Street Address 1:** 8182 Maryland Ave.

  - **City:** Saint Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63105

  - **Telephone number:** 8443660905

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

- **a. Name of Series:** SA U.S. Small Company Fund

- **b. EDGAR series identifier (if any):** S000008779

- **c. LEI of Series:** 549300DROO5SMP8HKL02

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $297863532.41

**Total Liabilities:** $1594468.14

**Net Assets:** $296269064.27

**Cash Not Reported:** $647113.31

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023894 | 10.80%               | 4.92%                | -5.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2458353.86             | $32563492.22                               |
| Month 2  | $820154.62               | $13785828.99                               |
| Month 3  | $3693824.12              | $-21594503.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARNIVAL CORP                                                                                                                 | CARNIVAL CORP COMMON STOCK USD.01                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      4641 | NS      | $37406.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO MEDICAL HOLDINGS INC                                                                                                   | APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001                            | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      4323 | NS      | $127917.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| INFINERA CORP                                                                                                                 | INFINERA CORP COMMON STOCK USD.001                                          | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      5375 | NS      | $36227.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HONEST CO INC/THE                                                                                                             | HONEST CO INC/THE COMMON STOCK USD.001                                      | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3035 | NS      | $9135.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                                            | NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001                           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10049 | NS      | $122999.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SENTINELONE INC                                                                                                               | SENTINELONE INC  CLASS A COMMON STOCK USD.0001                              | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5750 | NS      | $83892.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KONTOOR BRANDS INC                                                                                                            | KONTOOR BRANDS INC COMMON STOCK                                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2384 | NS      | $95336.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                                                                                          | CLEVELAND CLIFFS INC COMMON STOCK USD.125                                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     21519 | NS      | $346671.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                                                                                            | RH COMMON STOCK USD.0001                                                    | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       318 | NS      | $84966.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC BIOSCIENCES OF CALIFORNIA INC                                                                                         | PACIFIC BIOSCIENCES OF CALIF COMMON STOCK USD.0001                          | CUSIP: 69404D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4368 | NS      | $35730.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW FORTRESS ENERGY INC                                                                                                       | NEW FORTRESS ENERGY INC COMMON STOCK                                        | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3932 | NS      | $166795.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DRAFTKINGS INC                                                                                                                | DRAFTKINGS INC CL A COMMON STOCK USD.0001                                   | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |      3043 | NS      | $34659.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANCHISE GROUP INC                                                                                                           | FRANCHISE GROUP INC COMMON STOCK USD.01                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      1459 | NS      | $34753.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HCI GROUP INC                                                                                                                 | HCI GROUP INC COMMON STOCK                                                  | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1239 | NS      | $49052.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PUBMATIC INC                                                                                                                  | PUBMATIC INC CLASS A COMMON STOCK USD.0001                                  | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3162 | NS      | $40505.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CUSHMAN & WAKEFIELD PLC                                                                                                       | CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01                                 | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5956 | NS      | $74211.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KALVISTA PHARMACEUTICALS INC                                                                                                  | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001                           | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |       767 | NS      | $5184.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DULUTH HOLDINGS INC                                                                                                           | DULUTH HOLDINGS INC   CL B COMMON STOCK                                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      1185 | NS      | $7323.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FLOOR & DECOR HOLDINGS INC                                                                                                    | FLOOR + DECOR HOLDINGS INC A COMMON STOCK USD.001                           | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      4489 | NS      | $312569.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| RECURSION PHARMACEUTICALS INC                                                                                                 | RECURSION PHARMACEUTICALS A COMMON STOCK USD.00001                          | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $13523.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA ZOGENIX INC COMMON STOCK                                                                                               | CONTRA ZOGENIX INC COMMON STOCK                                             | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             | EC               | CORP              | US        |      3347 | NS      | $426.74       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| WOLFSPEED INC                                                                                                                 | WOLFSPEED INC COMMON STOCK USD.00125                                        | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     10030 | NS      | $692471.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| WISDOMTREE INC                                                                                                                | WISDOMTREE INC COMMON STOCK USD.01                                          | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      4286 | NS      | $23358.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BEAM THERAPEUTICS INC                                                                                                         | BEAM THERAPEUTICS INC COMMON STOCK USD.01                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $19437.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUPANION INC                                                                                                                 | TRUPANION INC COMMON STOCK USD.00001                                        | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       335 | NS      | $15922.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEESECAKE FACTORY INC/THE                                                                                                    | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01                              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      5035 | NS      | $159659.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CARTER'S INC                                                                                                                  | CARTER S INC COMMON STOCK USD.01                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1939 | NS      | $144668.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUE BIRD CORP                                                                                                                | BLUE BIRD CORP COMMON STOCK USD.0001                                        | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       662 | NS      | $7090.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| U-HAUL HOLDING CO                                                                                                             | U HAUL HOLDING CO COMMON STOCK USD.25                                       | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1058 | NS      | $63681.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPRO GROUP HOLDINGS NV                                                                                                       | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01                                 | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |       837 | NS      | $15174.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK COMMUNITY BANCORP INC                                                                                                | NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     49763 | NS      | $427961.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FUNKO INC                                                                                                                     | FUNKO INC CLASS A COMMON STOCK USD.0001                                     | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      1917 | NS      | $20914.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PORTLAND GENERAL ELECTRIC CO                                                                                                  | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                                   | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5648 | NS      | $276752.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 CO                                                                                                                      | WD 40 CO COMMON STOCK USD.001                                               | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1589 | NS      | $256162.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUEGREEN VACATIONS HOLDING CORP                                                                                              | BLUEGREEN VACATIONS HOLDING COMMON STOCK USD.01                             | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      1017 | NS      | $25384.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MGP INGREDIENTS INC                                                                                                           | MGP INGREDIENTS INC COMMON STOCK                                            | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      1851 | NS      | $196909.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PULMONX CORP                                                                                                                  | PULMONX CORP COMMON STOCK                                                   | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       667 | NS      | $5622.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESHPET INC                                                                                                                  | FRESHPET INC COMMON STOCK USD.001                                           | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       278 | NS      | $14670.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZILLOW GROUP INC                                                                                                              | ZILLOW GROUP INC   C COMMON STOCK USD.0001                                  | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5600 | NS      | $180376.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| THOR INDUSTRIES INC                                                                                                           | THOR INDUSTRIES INC COMMON STOCK USD.1                                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2397 | NS      | $180949.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NOVOCURE LTD                                                                                                                  | NOVOCURE LTD COMMON STOCK                                                   | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |       829 | NS      | $60807.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| B RILEY FINANCIAL INC                                                                                                         | B. RILEY FINANCIAL INC COMMON STOCK USD.0001                                | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1204 | NS      | $41176.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP INC                                                                                                                    | EZCORP INC CL A COMMON STOCK USD.01                                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      5994 | NS      | $48851.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FULGENT GENETICS INC                                                                                                          | FULGENT GENETICS INC COMMON STOCK USD.0001                                  | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      2336 | NS      | $69566.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY MEDIA CORP-LIBERTY BRAVES                                                                                             | LIBERTY MEDIA CORP BRAVES A TRACKING STK                                    | CUSIP: 531229706<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       934 | NS      | $30513.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNNOVA ENERGY INTERNATIONAL INC                                                                                              | SUNNOVA ENERGY INTERNATIONAL COMMON STOCK USD.001                           | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      8581 | NS      | $154543.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PMV PHARMACEUTICALS INC                                                                                                       | PMV PHARMACEUTICALS INC COMMON STOCK                                        | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3331 | NS      | $28979.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CRACKER BARREL OLD COUNTRY STORE INC                                                                                          | CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      2324 | NS      | $220175.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CHART INDUSTRIES INC                                                                                                          | CHART INDUSTRIES INC COMMON STOCK USD.01                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3344 | NS      | $385329.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| AGILITI INC                                                                                                                   | AGILITI INC COMMON STOCK USD.0001                                           | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3373 | NS      | $55013.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CRISPR THERAPEUTICS AG                                                                                                        | CRISPR THERAPEUTICS AG COMMON STOCK CHF.03                                  | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |      1927 | NS      | $78332.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA FLEX INC                                                                                                                | OMEGA FLEX INC COMMON STOCK USD.01                                          | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $93506.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VICTORIA'S SECRET & CO                                                                                                        | VICTORIA S SECRET + CO COMMON STOCK USD.01                                  | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      3466 | NS      | $124013.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRUS ENERGY CORP                                                                                                           | CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1074 | NS      | $34883.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BRP GROUP INC                                                                                                                 | BRP GROUP INC A COMMON STOCK USD.01                                         | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3130 | NS      | $78688.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHERN OIL AND GAS INC                                                                                                      | NORTHERN OIL AND GAS INC COMMON STOCK USD.001                               | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1306 | NS      | $40250.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CELSIUS HOLDINGS INC                                                                                                          | CELSIUS HOLDINGS INC COMMON STOCK USD.001                                   | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $70227.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALBIREO PHARMA INC                                                                                                            | ALBIREO PHARMA INC COMMON STOCK USD.01                                      | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      1018 | NS      | $21998.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DYNAVAX TECHNOLOGIES CORP                                                                                                     | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001                              | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      7915 | NS      | $84215.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCORE CAPITAL GROUP INC                                                                                                      | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3784 | NS      | $181404.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CHESAPEAKE ENERGY CORP                                                                                                        | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4468 | NS      | $421645.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ACHILLION PHARMACE COMMON STOCK                                                                                               | ACHILLION PHARMACE COMMON STOCK                                             | CUSIP: 004CVR031<br>LEI: 529900LZPJ796VSWZM38 | Long             | EC               | CORP              | US        |     23152 | NS      | $24830.52     | 0.01%             |  |  |  | No            |                  3 | On Loan: —       |
| EBIX INC                                                                                                                      | EBIX INC COMMON STOCK USD.1                                                 | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      2155 | NS      | $43013.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DILLARD'S INC                                                                                                                 | DILLARDS INC CL A COMMON STOCK                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1103 | NS      | $356489.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ORLEANS HOMEBUILDERS INC COMMON STOCK USD.1                                                                                   | ORLEANS HOMEBUILDERS INC COMMON STOCK USD.1                                 | CUSIP: 686588104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4953 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| GAMESTOP CORP                                                                                                                 | GAMESTOP CORP CLASS A COMMON STOCK USD.001                                  | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      8267 | NS      | $152608.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| COWEN INC                                                                                                                     | COWEN INC   A COMMON STOCK USD.01                                           | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2940 | NS      | $113542.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SILVERGATE CAPITAL CORP                                                                                                       | SILVERGATE CAPITAL CORP CL A COMMON STOCK                                   | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       413 | NS      | $7186.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GRITSTONE BIO INC                                                                                                             | GRITSTONE BIO INC COMMON STOCK USD.0001                                     | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |      6203 | NS      | $21400.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLOGENE THERAPEUTICS INC                                                                                                     | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001                              | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9669 | NS      | $60818.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA COMMUNICATIONS COMMON STOCK                                                                                            | CONTRA COMMUNICATIONS COMMON STOCK                                          | CUSIP: 203CVR014<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $1173.51      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| MERIDIANLINK INC                                                                                                              | MERIDIANLINK INC COMMON STOCK USD.001                                       | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $28695.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REVOLVE GROUP INC                                                                                                             | REVOLVE GROUP INC COMMON STOCK USD.001                                      | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $15715.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BM TECHNOLOGIES INC                                                                                                           | BM TECHNOLOGIES INC COMMON STOCK USD.0001                                   | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $4287.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KYMERA THERAPEUTICS INC                                                                                                       | KYMERA THERAPEUTICS INC COMMON STOCK                                        | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3129 | NS      | $78099.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ESC FRESH MKT INC COMMON STOCK                                                                                                | ESC FRESH MKT INC COMMON STOCK                                              | CUSIP: 358ESC010<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11040 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| WORLD ACCEPTANCE CORP                                                                                                         | WORLD ACCEPTANCE CORP COMMON STOCK                                          | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |       977 | NS      | $64423.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDSTROM INC                                                                                                                 | NORDSTROM INC COMMON STOCK                                                  | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2914 | NS      | $47031.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DOXIMITY INC                                                                                                                  | DOXIMITY INC CLASS A COMMON STOCK USD.001                                   | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2443 | NS      | $81987.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT ACCEPTANCE CORP                                                                                                        | CREDIT ACCEPTANCE CORP COMMON STOCK USD.01                                  | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       760 | NS      | $360544.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PLUG POWER INC                                                                                                                | PLUG POWER INC COMMON STOCK USD.01                                          | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      1062 | NS      | $13136.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WIDEOPENWEST INC                                                                                                              | WIDEOPENWEST INC COMMON STOCK USD.01                                        | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      4405 | NS      | $40129.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |   1318939 | NS      | $1318938.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                                                                                                        | NEXTGEN HEALTHCARE INC COMMON STOCK USD.01                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6391 | NS      | $120022.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                                                                                                        | NICOLET BANKSHARES INC COMMON STOCK USD.01                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $81385.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                                                                                  | WINMARK CORP COMMON STOCK                                                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $130649.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                                                                      | WINNEBAGO INDUSTRIES COMMON STOCK USD.5                                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3191 | NS      | $168165.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTRAVISION COMMUNICATIONS CORP                                                                                               | ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001                          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5678 | NS      | $27254.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                                                                                                                 | ENVESTNET INC COMMON STOCK                                                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      3097 | NS      | $191084.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORP/PA                                                                                                         | CNB FINANCIAL CORP/PA COMMON STOCK                                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2264 | NS      | $53860.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                                                                                                         | CRA INTERNATIONAL INC COMMON STOCK                                          | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       773 | NS      | $94638.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENZO BIOCHEM INC                                                                                                              | ENZO BIOCHEM INC COMMON STOCK USD.01                                        | CUSIP: 294100102<br>LEI: 5299001N23WBO4XQ2P60 | Long             | EC               | CORP              | US        |      6609 | NS      | $9450.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                                                                                         | ENVISTA HOLDINGS CORP COMMON STOCK USD.01                                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     11739 | NS      | $395252.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                                                                       | WINTRUST FINANCIAL CORP COMMON STOCK                                        | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      4936 | NS      | $417190.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                                                                      | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      9990 | NS      | $109190.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                                                                  | NISOURCE INC COMMON STOCK USD.01                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     18689 | NS      | $512452.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                                                                                                                    | NLIGHT INC COMMON STOCK                                                     | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $11133.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                                                              | INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     16227 | NS      | $540521.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTREPID POTASH INC                                                                                                           | INTREPID POTASH INC COMMON STOCK USD.001                                    | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1589 | NS      | $45874.43     | 0.02%             |  |  |  | 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        |     10476 | NS      | $239376.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC                                                                                                 | CSG SYSTEMS INTL INC COMMON STOCK USD.01                                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4225 | NS      | $241670.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                                                                                  | WOODWARD INC COMMON STOCK USD.001455                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4322 | NS      | $417548.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORP                                                                                                      | WORLD FUEL SERVICES CORP COMMON STOCK USD.01                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4796 | NS      | $131074.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC                                                                                                                     | EPLUS INC COMMON STOCK USD.01                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      3836 | NS      | $169858.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                                                                                                      | EQUITRANS MIDSTREAM CORP COMMON STOCK                                       | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     22329 | NS      | $149604.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                                                                                                  | NORDSON CORP COMMON STOCK                                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1935 | NS      | $459988.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST BANK                                                                                                                | NORTHEAST BANK COMMON STOCK USD1.0                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       896 | NS      | $37721.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS INC                                                                                                           | CSW INDUSTRIALS INC COMMON STOCK USD.01                                     | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1174 | NS      | $136101.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                                                                                                      | CTS CORP COMMON STOCK                                                       | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      3954 | NS      | $155866.68    | 0.05%             |  |  |  | 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        |      2548 | NS      | $142509.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL INC                                                                                                             | SHOE CARNIVAL INC COMMON STOCK USD.01                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3062 | NS      | $73212.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                                                                                                        | NORTHFIELD BANCORP INC COMMON STOCK USD.01                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5020 | NS      | $78964.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHRIM BANCORP INC                                                                                                          | NORTHRIM BANCORP INC COMMON STOCK USD1.0                                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       836 | NS      | $45620.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                                                                            | CNX RESOURCES CORP COMMON STOCK USD.01                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     16780 | NS      | $282575.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP                                                                                                            | CVB FINANCIAL CORP COMMON STOCK                                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13166 | NS      | $339024.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY BANCSHARES INC                                                                                                         | EQUITY BANCSHARES INC   CL A COMMON STOCK USD.01                            | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1470 | NS      | $48024.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                                                                                                             | ERIE INDEMNITY COMPANY CL A COMMON STOCK                                    | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      1600 | NS      | $397952.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT INC                                                                                             | WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01                             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2566 | NS      | $175822.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES INC                                                                                                    | WORTHINGTON INDUSTRIES COMMON STOCK                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      4458 | NS      | $221607.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC                                                                                                      | NORTHWEST BANCSHARES INC COMMON STOCK USD.01                                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12344 | NS      | $172569.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING CO                                                                                                  | NORTHWEST NATURAL HOLDING CO COMMON STOCK                                   | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3354 | NS      | $159616.86    | 0.05%             |  |  |  | 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        |      5481 | NS      | $390850.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                                                                                                              | WYNN RESORTS LTD COMMON STOCK USD.01                                        | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      4811 | NS      | $396763.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                                                                                                       | XPO INC COMMON STOCK USD.001                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1530 | NS      | $50933.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                                                                                                    | XENCOR INC COMMON STOCK USD.01                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      3940 | NS      | $102597.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST PIPE CO                                                                                                             | NORTHWEST PIPE CO COMMON STOCK USD.01                                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1211 | NS      | $40810.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                                                                                                             | NORTHWESTERN CORP COMMON STOCK USD.01                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      4148 | NS      | $246142.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCALADE INC                                                                                                                  | ESCALADE INC COMMON STOCK                                                   | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1950 | NS      | $19851.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                                                                                                     | ESAB CORP COMMON STOCK USD.001                                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       418 | NS      | $19612.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                                                                                     | XENON PHARMACEUTICALS INC COMMON STOCK                                      | CUSIP: 98420N105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       338 | NS      | $13327.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                                           | XEROX HOLDINGS CORP COMMON STOCK USD1.0                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      9706 | NS      | $141707.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                                                                                                         | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2646 | NS      | $231630.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSA BANCORP INC                                                                                                              | ESSA BANCORP INC COMMON STOCK USD.01                                        | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $39653.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESQUIRE FINANCIAL HOLDINGS INC                                                                                                | ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK USD.01                            | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $24614.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                                                                       | ESSENTIAL UTILITIES INC COMMON STOCK USD.5                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      6239 | NS      | $297787.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                                                                                                     | XPERI INC COMMON STOCK                                                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $26088.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                                                                                                      | YELP INC COMMON STOCK USD.000001                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4724 | NS      | $129154.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                                                                                                      | AAON INC COMMON STOCK USD.004                                               | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7440 | NS      | $560380.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                                                                                                      | AAR CORP COMMON STOCK USD1.0                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      4010 | NS      | $180049.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YEXT INC                                                                                                                      | YEXT INC COMMON STOCK USD.001                                               | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      4488 | NS      | $29306.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YORK WATER CO/THE                                                                                                             | YORK WATER CO COMMON STOCK                                                  | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1803 | NS      | $81098.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ZAGG INC COMMON STOCK                                                                                                  | CONTRA ZAGG INC COMMON STOCK                                                | CUSIP: 988CVR015<br>LEI: 549300ZF4FN5BTLAO858 | Long             | EC               | CORP              | US        |      6699 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZILLOW GROUP INC                                                                                                              | ZILLOW GROUP INC   A COMMON STOCK USD.0001                                  | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1513 | NS      | $47220.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORP                                                                                                              | ACCO BRANDS CORP COMMON STOCK USD.01                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      6694 | NS      | $37419.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INC                                                                                                            | ABM INDUSTRIES INC COMMON STOCK USD.01                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      7749 | NS      | $344210.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                                                                                                              | ZIONS BANCORP NA COMMON STOCK USD.001                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     10151 | NS      | $499023.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                                                                                                    | ZUMIEZ INC COMMON STOCK                                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2406 | NS      | $52306.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                                                                                                         | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001                                  | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2116 | NS      | $435070.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                                                                                                              | SHUTTERSTOCK INC COMMON STOCK USD.01                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      2721 | NS      | $143451.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                                                                                               | ZURN ELKAY WATER SOLUTIONS C COMMON STOCK USD.01                            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     14150 | NS      | $299272.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                                                                                                    | ADIENT PLC COMMON STOCK USD.001                                             | CUSIP: G0084W101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4024 | NS      | $139592.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                                                                                                   | NOVANTA INC COMMON STOCK                                                    | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      4244 | NS      | $576632.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                                                                                                       | NOW INC COMMON STOCK USD.01                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      8751 | NS      | $111137.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHYFT GROUP INC/THE                                                                                                           | SHYFT GROUP INC/THE COMMON STOCK USD.01                                     | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      3913 | NS      | $97277.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                                                                                                | SIERRA BANCORP COMMON STOCK                                                 | CUSIP: 82620P102<br>LEI: 5493003HTEY5OCC5SP27 | Long             | EC               | CORP              | US        |      2000 | NS      | $42480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                                                                                                                  | ALKERMES PLC COMMON STOCK USD.01                                            | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7251 | NS      | $189468.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                                                                                  | ALLEGION PLC COMMON STOCK USD.01                                            | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       575 | NS      | $60524.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIFCO INDUSTRIES INC                                                                                                          | SIFCO INDUSTRIES COMMON STOCK USD1.0                                        | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |      1187 | NS      | $2563.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES INC                                                                                                         | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001                                 | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $13984.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                                                                                                       | NU SKIN ENTERPRISES INC   A COMMON STOCK USD.001                            | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      3817 | NS      | $160924.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE INC                                                                                                                  | NUVASIVE INC COMMON STOCK USD.001                                           | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      5261 | NS      | $216963.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                                                                                                                    | AMDOCS LTD COMMON STOCK GBP.0001                                            | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      5665 | NS      | $514948.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                                                                                                 | AMBARELLA INC COMMON STOCK USD.00045                                        | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      2341 | NS      | $192500.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                                                                                                     | AGCO CORP COMMON STOCK USD.01                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5729 | NS      | $794555.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                                                                                                   | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      5001 | NS      | $514202.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                                                                                                      | SILICON LABORATORIES INC COMMON STOCK USD.0001                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      3982 | NS      | $540237.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                                           | SILGAN HOLDINGS INC COMMON STOCK USD.01                                     | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     12267 | NS      | $635921.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NURIX THERAPEUTICS INC                                                                                                        | NURIX THERAPEUTICS INC COMMON STOCK                                         | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2828 | NS      | $31051.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                                                                                               | OGE ENERGY CORP COMMON STOCK USD.01                                         | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     10049 | NS      | $397437.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERCREST ASSET MANAGEMENT GROUP INC                                                                                        | SILVERCREST ASSET MANAGEME A COMMON STOCK USD.01                            | CUSIP: 828359109<br>LEI: 54930025FW84N3HROX04 | Long             | EC               | CORP              | US        |       759 | NS      | $14246.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORP                                                                                                   | SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01                            | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     10791 | NS      | $232869.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGO GROUP INTERNATIONAL HOLDINGS LTD                                                                                         | ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0                                | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      3856 | NS      | $99677.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                                                                                                          | ASSURED GUARANTY LTD COMMON STOCK USD.01                                    | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      4657 | NS      | $289944.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                                                                                                 | O I GLASS INC COMMON STOCK                                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8143 | NS      | $134929.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                                                                                   | OFG BANCORP COMMON STOCK USD1.0                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      5852 | NS      | $161281.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                                                                                                     | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125                             | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4830 | NS      | $261641.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                                                                                    | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0                              | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16030 | NS      | $408284.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                                                                                                      | SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001                              | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $164327.63    | 0.06%             |  |  |  | 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        |      4397 | NS      | $389838.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| A-MARK PRECIOUS METALS INC                                                                                                    | A MARK PRECIOUS METALS INC COMMON STOCK USD.01                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      2332 | NS      | $80990.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                                                                                       | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001                               | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1669 | NS      | $67143.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                                                                                               | OSI SYSTEMS INC COMMON STOCK                                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1764 | NS      | $140273.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                                                                                             | CHORD ENERGY CORP COMMON STOCK                                              | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       804 | NS      | $109995.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS INC                                                                                                          | SIMULATIONS PLUS INC COMMON STOCK USD.001                                   | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1668 | NS      | $60998.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP INC                                                                                                  | SINCLAIR BROADCAST GROUP  A COMMON STOCK USD.01                             | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      2132 | NS      | $33067.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                                                                      | ATLANTICA SUSTAINABLE INFRAS COMMON STOCK USD.1                             | CUSIP: G0751N103<br>LEI: 549300ITBBGKJ651R879 | Long             | EC               | CORP              | GB        |      1800 | NS      | $46620.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBIUM NETWORKS CORP                                                                                                         | CAMBIUM NETWORKS CORP COMMON STOCK USD.0001                                 | CUSIP: G17766109<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |      2226 | NS      | $48237.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTORS TITLE CO                                                                                                            | INVESTORS TITLE CO COMMON STOCK                                             | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $41166.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                                                                     | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001                              | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2033 | NS      | $76786.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                                                                                                     | OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5639 | NS      | $119828.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC                                                                                                  | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      3584 | NS      | $26736.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                                                                                      | ASGN INC COMMON STOCK USD.01                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      5882 | NS      | $479265.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                                                                                                              | A10 NETWORKS INC COMMON STOCK USD.00001                                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      6016 | NS      | $100046.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                                                                                                            | CAPRI HOLDINGS LTD COMMON STOCK                                             | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      8276 | NS      | $474380.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMPRESS PLC                                                                                                                  | CIMPRESS PLC COMMON STOCK EUR.01                                            | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1426 | NS      | $39371.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IOVANCE BIOTHERAPEUTICS INC                                                                                                   | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666                      | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      6868 | NS      | $43886.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRADIMED CORP                                                                                                                 | IRADIMED CORP COMMON STOCK USD.0001                                         | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       704 | NS      | $19916.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED WATER CO LTD                                                                                                     | CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6                             | CUSIP: G23773107<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1751 | NS      | $25914.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                                                                                                              | ENSTAR GROUP LTD COMMON STOCK USD1.0                                        | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      1195 | NS      | $276092.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                                                                                                         | ATN INTERNATIONAL INC COMMON STOCK USD.01                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2105 | NS      | $95377.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT INC                                                                                                                       | AXT INC COMMON STOCK USD.001                                                | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |      5653 | NS      | $24760.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                                                                                    | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001                             | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      4335 | NS      | $222819.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORP                                                                                                                   | IROBOT CORP COMMON STOCK USD.01                                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      3109 | NS      | $149636.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                                                                                              | ESSENT GROUP LTD COMMON STOCK USD.015                                       | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      4642 | NS      | $180480.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                                                                                                          | EVEREST RE GROUP LTD COMMON STOCK USD.01                                    | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1825 | NS      | $604567.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC                                                                                                  | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001                           | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     11743 | NS      | $145495.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS INC                                                                                                              | I3 VERTICALS INC CLASS A COMMON STOCK USD.0001                              | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      1470 | NS      | $35779.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                                                                                                       | AZZ INC COMMON STOCK USD1.0                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      2809 | NS      | $112921.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AARON'S CO INC/THE                                                                                                            | AARON S CO INC/THE COMMON STOCK USD.5                                       | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4459 | NS      | $53285.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                                                                                      | FABRINET COMMON STOCK USD.01                                                | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      4275 | NS      | $548140.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROGLOBE PLC                                                                                                                | FERROGLOBE PLC COMMON STOCK USD7.5                                          | CUSIP: G33856108<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |     10242 | NS      | $39431.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                                                                                                     | ITRON INC COMMON STOCK                                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      4157 | NS      | $210552.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC BIO INC                                                                                                                | IVERIC BIO INC COMMON STOCK USD.001                                         | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      3627 | NS      | $77654.07     | 0.03%             |  |  |  | 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        |      3004 | NS      | $68821.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACACIA RESEARCH CORP                                                                                                          | ACACIA RESEARCH CORP COMMON STOCK USD.001                                   | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |      1995 | NS      | $8398.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                                                                                                   | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01                             | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      5010 | NS      | $131211.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                                                                                   | GENPACT LTD COMMON STOCK USD.01                                             | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     12745 | NS      | $590348.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP/IN                                                                                                       | OLD NATIONAL BANCORP COMMON STOCK                                           | CUSIP: 680033107<br>LEI: 549300AT7EB9FJAF0E61 | Long             | EC               | CORP              | US        |     28203 | NS      | $507089.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORP                                                                                               | OLD REPUBLIC INTL CORP COMMON STOCK USD1.0                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     20327 | NS      | $490897.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP                                                                                                        | J + J SNACK FOODS CORP COMMON STOCK                                         | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $321577.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                                                                                     | JABIL INC COMMON STOCK USD.001                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      5378 | NS      | $366779.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC COMMON STOCK                                                                                               | CONTRA ABIOMED INC COMMON STOCK                                             | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $91.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADEMY SPORTS & OUTDOORS INC                                                                                                 | ACADEMY SPORTS + OUTDOORS IN COMMON STOCK USD.01                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2231 | NS      | $117216.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP INC                                                                                                        | OLD SECOND BANCORP INC COMMON STOCK USD1.0                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      2244 | NS      | $35993.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                                                                     | OLIN CORP COMMON STOCK USD1.0                                               | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      3715 | NS      | $196672.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC                                                                                                           | JACK IN THE BOX INC COMMON STOCK USD.01                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      3000 | NS      | $204690.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                                         | JACKSON FINANCIAL INC A COMMON STOCK USD.01                                 | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1992 | NS      | $69301.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                                      | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01                                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      8805 | NS      | $724827.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE INC                                                                                                             | ACI WORLDWIDE INC COMMON STOCK USD.005                                      | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     12870 | NS      | $296010.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS INC                                                                                           | OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001                           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      3753 | NS      | $175790.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLO INC                                                                                                                       | OLO INC   CLASS A COMMON STOCK USD.001                                      | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $15943.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                                                                                                             | JAMF HOLDING CORP COMMON STOCK                                              | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      4792 | NS      | $102069.60    | 0.03%             |  |  |  | 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        |     21621 | NS      | $741167.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                                                                                                             | HELEN OF TROY LTD COMMON STOCK USD.1                                        | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2629 | NS      | $291582.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD                                                                                                       | HERBALIFE NUTRITION LTD COMMON STOCK USD.002                                | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       600 | NS      | $8928.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                                                                                                  | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       413 | NS      | $48453.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP                                                                                                          | SNAPPER MERGER SUB I INC COMMON STOCK                                       | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      3566 | NS      | $102866.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                                                                                                             | OLYMPIC STEEL INC COMMON STOCK                                              | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1200 | NS      | $40296.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                                                                                  | OMNICELL INC COMMON STOCK USD.001                                           | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      4593 | NS      | $231579.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                                                                                                     | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5                               | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     14636 | NS      | $344238.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS LTD                                                                                                            | ICHOR HOLDINGS LTD COMMON STOCK USD.0001                                    | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       400 | NS      | $10728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                                                                                    | OMNIAB INC COMMON STOCK USD.0001                                            | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8462 | NS      | $30463.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC   12.5 EARNOUT COMMON STOCK                                                                                        | OMNIAB INC   12.5 EARNOUT COMMON STOCK                                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                                  | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK                                   | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      3483 | NS      | $80979.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC                                                                                                              | SKECHERS USA INC CL A COMMON STOCK USD.001                                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      6530 | NS      | $273933.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                                             | INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1                             | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |       969 | NS      | $21976.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC                                                                                                 | WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001                           | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4378 | NS      | $222927.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORP                                                                                                         | SKYLINE CHAMPION CORP COMMON STOCK USD.028                                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2566 | NS      | $132174.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                                                                                                   | SKYWEST INC COMMON STOCK                                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      4643 | NS      | $76655.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC   15.00 EARNOUT COMMON STOCK                                                                                       | OMNIAB INC   15.00 EARNOUT COMMON STOCK                                     | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                                                                   | ONE GAS INC COMMON STOCK                                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      5011 | NS      | $379432.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORP                                                                                                             | SLEEP NUMBER CORP COMMON STOCK USD.01                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      3221 | NS      | $83681.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & WESSON BRANDS INC                                                                                                     | SMITH + WESSON BRANDS INC COMMON STOCK USD.001                              | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      4598 | NS      | $39910.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM INC                                                                                                         | 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01                              | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3880 | NS      | $37092.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                                                                                          | ONEMAIN HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      7656 | NS      | $255021.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A O SMITH CORP                                                                                                                | SMITH (A.O.) CORP COMMON STOCK USD1.0                                       | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      8970 | NS      | $513442.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                                                                                                   | SNAP ON INC COMMON STOCK USD1.0                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1600 | NS      | $365584.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                                                                                   | INVESCO LTD COMMON STOCK USD.2                                              | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     24055 | NS      | $432749.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS LTD                                                                                                | JAMES RIVER GROUP HOLDINGS L COMMON STOCK USD.0002                          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       829 | NS      | $17334.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                                                                                           | ONTO INNOVATION INC COMMON STOCK                                            | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      4376 | NS      | $297961.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OOMA INC                                                                                                                      | OOMA INC COMMON STOCK USD.0001                                              | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1297 | NS      | $17665.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARWINDS CORP                                                                                                               | SOLARWINDS CORP COMMON STOCK USD.001                                        | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5202 | NS      | $48690.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS OILFIELD INFRASTRUCTURE INC                                                                                           | SOLARIS OILFIELD INFRAST A COMMON STOCK USD.01                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1000 | NS      | $9930.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                                                                                      | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      4329 | NS      | $689652.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                                                                                                    | LAZARD LTD CL A COMMON STOCK USD.01                                         | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |      6742 | NS      | $233745.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORP                                                                                                             | OPEN LENDING CORP    CL A COMMON STOCK                                      | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2793 | NS      | $18852.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                                                                                                      | OPPENHEIMER HOLDINGS CL A COMMON STOCK USD.001                              | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1244 | NS      | $52658.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                                          | SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01                            | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      3080 | NS      | $151751.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                                            | SONOCO PRODUCTS CO COMMON STOCK                                             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      6744 | NS      | $409428.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                                                                                                  | LIVANOVA PLC COMMON STOCK GBP1.0                                            | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      3953 | NS      | $219549.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA & OMEGA SEMICONDUCTOR LTD                                                                                               | ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK                                    | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      2886 | NS      | $82453.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                                                                                                     | SONOS INC COMMON STOCK USD.001                                              | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      3418 | NS      | $57764.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                                                                                                   | SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     10442 | NS      | $371004.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                                                                                                           | ADTRAN HOLDINGS INC COMMON STOCK                                            | CUSIP: 00486H105<br>LEI: 549300XWTHXJVGKWU616 | Long             | EC               | CORP              | US        |      7099 | NS      | $133390.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                                                                                                             | ACUITY BRANDS INC COMMON STOCK USD.01                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2347 | NS      | $388686.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTICAL CABLE CORP                                                                                                            | OPTICAL CABLE CORP COMMON STOCK                                             | CUSIP: 683827208<br>LEI: 529900VDFC1HM862HG67 | Long             | EC               | CORP              | US        |       374 | NS      | $1555.84      | 0.00%             |  |  |  | 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        |      7998 | NS      | $240659.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                                                         | NABORS INDUSTRIES LTD COMMON STOCK USD.001                                  | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       539 | NS      | $83474.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL ENERGY SERVICES REUNITED CORP                                                                                        | NATIONAL ENERGY SERVICES REU COMMON STOCK                                   | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      3193 | NS      | $22159.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                                                                                                               | SOUTHSTATE CORP COMMON STOCK USD2.5                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      7217 | NS      | $551090.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN FIRST BANCSHARES INC                                                                                                 | SOUTHERN FIRST BANCSHARES COMMON STOCK USD.01                               | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $42227.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORP PLC                                                                                                                | NOBLE CORP PLC COMMON STOCK                                                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      2483 | NS      | $93633.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDIC AMERICAN TANKERS LTD                                                                                                   | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01                             | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |      8255 | NS      | $25260.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                                                                                                      | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001                            | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      9521 | NS      | $45891.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP INC                                                                                                            | ORIGIN BANCORP INC COMMON STOCK                                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      1342 | NS      | $49251.40     | 0.02%             |  |  |  | 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        |      2150 | NS      | $82710.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTHENA CORP PLC                                                                                                             | PROTHENA CORP PLC COMMON STOCK USD.01                                       | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3247 | NS      | $195631.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP INC                                                                                                 | SOUTHERN MISSOURI BANCORP COMMON STOCK USD.01                               | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       686 | NS      | $31439.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                                                                                                      | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25                               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      3368 | NS      | $121214.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                                                                                  | ORGANON + CO COMMON STOCK USD.01                                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      8187 | NS      | $228662.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                                                                        | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001                                 | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      5451 | NS      | $471402.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                                                                                    | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4019 | NS      | $248695.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                                                        | SOUTHWESTERN ENERGY CO COMMON STOCK USD.01                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     62679 | NS      | $366672.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                                                                    | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0                              | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2896 | NS      | $533530.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORP LTD                                                                                                                  | SFL CORP LTD COMMON STOCK USD.01                                            | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |      4682 | NS      | $43168.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOPEDIATRICS CORP                                                                                                          | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025                                 | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      1252 | NS      | $49741.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC                                                                                                          | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                                     | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       558 | NS      | $11455.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                                                                                                              | OSCAR HEALTH INC   CLASS A COMMON STOCK USD.00001                           | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3732 | NS      | $9180.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                                                                                  | OSHKOSH CORP COMMON STOCK USD.01                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      4130 | NS      | $364224.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                                                                                   | PENTAIR PLC COMMON STOCK USD.01                                             | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     11013 | NS      | $495364.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPIENS INTERNATIONAL CORP NV                                                                                                 | SAPIENS INTERNATIONAL CORP COMMON STOCK EUR.01                              | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2496 | NS      | $46126.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH CO                                                                                                                | SPARTANNASH CO COMMON STOCK                                                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      4477 | NS      | $135384.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC                                                                                                  | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01                            | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      1487 | NS      | $90588.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES INC                                                                                                           | SPIRIT AIRLINES INC COMMON STOCK USD.0001                                   | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      3315 | NS      | $64576.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                                                                                                     | SPIRE INC COMMON STOCK USD1.0                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      4808 | NS      | $331078.88    | 0.11%             |  |  |  | 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        |     10094 | NS      | $407595.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                                                                                           | SIGNET JEWELERS LTD COMMON STOCK USD.18                                     | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      5809 | NS      | $395012.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOK HOLDINGS INC                                                                                                             | SPOK HOLDINGS INC COMMON STOCK USD.0001                                     | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2839 | NS      | $23251.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMAN'S WAREHOUSE HOLDINGS INC                                                                                            | SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.01                            | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      3058 | NS      | $28775.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                                                                                | TECHNIPFMC PLC COMMON STOCK USD1.0                                          | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     23392 | NS      | $285148.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTAINER GROUP HOLDINGS LTD                                                                                                  | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01                            | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |      4819 | NS      | $149437.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                                                                                                    | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001                             | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      7149 | NS      | $231413.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARESPACE INC                                                                                                               | SQUARESPACE INC   CLASS A COMMON STOCK USD.0001                             | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      1126 | NS      | $24963.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                                                                                                | CVR ENERGY INC COMMON STOCK USD.01                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      1556 | NS      | $48765.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                                                                                                 | CABLE ONE INC COMMON STOCK USD.01                                           | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       397 | NS      | $282608.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                                                                                                               | OTTER TAIL CORP COMMON STOCK USD5.0                                         | CUSIP: 689648103<br>LEI: 549300HHVBQRQUVKKD91 | Long             | EC               | CORP              | US        |      4597 | NS      | $269889.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEAS SHIPHOLDING GROUP INC                                                                                                | OVERSEAS SHIPHOLDING GROUP A COMMON STOCK                                   | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11837 | NS      | $34208.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD                                                                                                     | LIBERTY LATIN AMERIC CL A COMMON STOCK USD.01                               | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      1600 | NS      | $12048.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD                                                                                                     | LIBERTY LATIN AMERIC CL C COMMON STOCK USD.01                               | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     12050 | NS      | $91580.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                                                                                                             | STAAR SURGICAL CO COMMON STOCK USD.01                                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      1276 | NS      | $61937.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                                                                                                   | STANDARD MOTOR PRODS COMMON STOCK USD2.0                                    | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2639 | NS      | $91837.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                                                                                                    | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1427 | NS      | $146139.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC                                                                                                                 | STEELCASE INC CL A COMMON STOCK                                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     11344 | NS      | $80202.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                                                                                                      | TRITON INTERNATIONAL LTD COMMON STOCK USD.01                                | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7398 | NS      | $508834.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                                                                                           | TRONOX HOLDINGS PLC COMMON STOCK USD.01                                     | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      1464 | NS      | $20071.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                                                                                   | OVINTIV INC COMMON STOCK                                                    | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |       255 | NS      | $12931.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                                                                                                             | OWENS + MINOR INC COMMON STOCK USD2.0                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      5414 | NS      | $105735.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN CO                                                                                                                     | STEPAN CO COMMON STOCK USD1.0                                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2418 | NS      | $257420.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                                                                                                                | STERICYCLE INC COMMON STOCK USD.01                                          | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      4797 | NS      | $239322.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                                                                                   | VALARIS LTD COMMON STOCK USD.01                                             | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1881 | NS      | $127193.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GROUP LTD                                                                                           | WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0                            | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       170 | NS      | $240436.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR BANCORP INC                                                                                                           | STELLAR BANCORP INC COMMON STOCK USD.01                                     | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3386 | NS      | $99751.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                                                                                   | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      3492 | NS      | $114537.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                                                                                                 | OWENS CORNING COMMON STOCK USD.001                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      6683 | NS      | $570059.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                                                                                         | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1665 | NS      | $155144.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM TRANSPORTATION SERVICES INC                                                                                               | P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01                              | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6092 | NS      | $157782.80    | 0.05%             |  |  |  | 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        |     10429 | NS      | $425294.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                                                                                                                | PERRIGO CO PLC COMMON STOCK EUR.001                                         | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     12427 | NS      | $423636.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN LTD                                                                                                                | TRANSOCEAN LTD COMMON STOCK CHF.1                                           | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     43549 | NS      | $198583.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORP                                                                                             | STEWART INFORMATION SERVICES COMMON STOCK USD1.0                            | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3069 | NS      | $131138.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                                                                         | STIFEL FINANCIAL CORP COMMON STOCK USD.15                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      9673 | NS      | $564613.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                                                                                                             | PC CONNECTION INC COMMON STOCK USD.01                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2926 | NS      | $137229.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PCTEL INC                                                                                                                     | PCTEL INC COMMON STOCK USD.001                                              | CUSIP: 69325Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2629 | NS      | $11304.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                                                                                                | PDC ENERGY INC COMMON STOCK USD.01                                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      8838 | NS      | $561036.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS INC                                                                                                             | PDF SOLUTIONS INC COMMON STOCK USD.00015                                    | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      4938 | NS      | $140831.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT SA                                                                                                                    | GLOBANT SA COMMON STOCK USD1.2                                              | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      1874 | NS      | $315131.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ENGINEERED CARBONS SA                                                                                                   | ORION ENGINEERED CARBONS SA COMMON STOCK                                    | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      3504 | NS      | $62406.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                                                                                                   | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      3520 | NS      | $321481.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON OUTDOORS INC                                                                                                          | JOHNSON OUTDOORS INC A COMMON STOCK USD.05                                  | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $66120.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                                                                                        | JONES LANG LASALLE INC COMMON STOCK USD.01                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3879 | NS      | $618196.23    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                                                                                                | ZIFF DAVIS INC COMMON STOCK USD.01                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2996 | NS      | $236983.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATASYS LTD                                                                                                                 | STRATASYS LTD COMMON STOCK ILS.01                                           | CUSIP: M85548101<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | IL        |      3784 | NS      | $44878.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARO PHARMACEUTICAL INDUSTRIES LTD                                                                                            | TARO PHARMACEUTICAL INDUS COMMON STOCK ILS.0001                             | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | IL        |       438 | NS      | $12719.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BIOPHARMA INC COMMON STOCK USD.01                                                                                         | PDL BIOPHARMA INC COMMON STOCK USD.01                                       | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     18262 | NS      | $44741.90     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PGT INNOVATIONS INC                                                                                                           | PGT INNOVATIONS INC COMMON STOCK USD.01                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      6135 | NS      | $110184.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAWORLD HOLDINGS LTD                                                                                                      | ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001                              | CUSIP: P73684113<br>LEI: N/A                  | Long             | EC               | CORP              | BS        |      2259 | NS      | $21076.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORP                                                                                                         | ARDMORE SHIPPING CORP COMMON STOCK USD.01                                   | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |      1612 | NS      | $23228.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP INC                                                                                                       | STOCK YARDS BANCORP INC COMMON STOCK                                        | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      2936 | NS      | $190781.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STOKE THERAPEUTICS INC                                                                                                        | STOKE THERAPEUTICS INC COMMON STOCK                                         | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      2970 | NS      | $27413.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC                                                                                                                 | COSTAMARE INC COMMON STOCK USD.0001                                         | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      5728 | NS      | $53155.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                                                                                              | DHT HOLDINGS INC COMMON STOCK USD.01                                        | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     11638 | NS      | $103345.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                                                                                                          | JUNIPER NETWORKS INC COMMON STOCK USD.00001                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     19819 | NS      | $633415.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC                                                                                                      | KAR AUCTION SERVICES INC COMMON STOCK USD.01                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2720 | NS      | $35496.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                                                                                              | PJT PARTNERS INC   A COMMON STOCK                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1422 | NS      | $104787.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                                                                                                             | PNM RESOURCES INC COMMON STOCK                                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     10204 | NS      | $497853.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                                                                                                | DORIAN LPG LTD COMMON STOCK USD.01                                          | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      3332 | NS      | $63141.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BULK SHIPPING INC                                                                                                       | EAGLE BULK SHIPPING INC COMMON STOCK USD.01                                 | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |       436 | NS      | $21773.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                                                                                       | KBR INC COMMON STOCK USD.001                                                | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     14771 | NS      | $779908.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH INDUSTRIES INC                                                                                                            | KVH INDUSTRIES INC COMMON STOCK USD.01                                      | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2387 | NS      | $24395.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                                                                                                 | PRA GROUP INC COMMON STOCK USD.01                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      5417 | NS      | $182986.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                                                                                                      | PVH CORP COMMON STOCK USD1.0                                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1035 | NS      | $73060.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STONERIDGE INC                                                                                                                | STONERIDGE INC COMMON STOCK                                                 | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      2727 | NS      | $58794.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                                                                                              | STONEX GROUP INC COMMON STOCK USD.01                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2079 | NS      | $198128.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                                                                                                   | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      6941 | NS      | $219057.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                                                                                        | PACIRA BIOSCIENCES INC COMMON STOCK USD.001                                 | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      3025 | NS      | $116795.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC                                                                                                                    | KADANT INC COMMON STOCK USD.01                                              | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1660 | NS      | $294865.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                                                          | KAISER ALUMINUM CORP COMMON STOCK USD.01                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2372 | NS      | $180177.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                                                                                      | FLEX LTD COMMON STOCK                                                       | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     28069 | NS      | $602360.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                                                                                     | INTERNATIONAL SEAWAYS INC COMMON STOCK                                      | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      4383 | NS      | $162258.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                                                                                                       | STRATEGIC EDUCATION INC COMMON STOCK USD.01                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2650 | NS      | $207548.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORP                                                                                                        | STRATTEC SECURITY CORP COMMON STOCK USD.01                                  | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       941 | NS      | $19337.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATUS PROPERTIES INC                                                                                                        | STRATUS PROPERTIES INC COMMON STOCK USD.01                                  | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       313 | NS      | $6037.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                                                                                                    | STRIDE INC COMMON STOCK USD.0001                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      4184 | NS      | $130875.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                                                                     | PACKAGING CORP OF AMERICA COMMON STOCK USD.01                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1324 | NS      | $169352.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                                                                                               | PACWEST BANCORP COMMON STOCK                                                | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      1008 | NS      | $23133.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                                                                                           | SCORPIO TANKERS INC COMMON STOCK USD.01                                     | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      4277 | NS      | $229974.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY CORP                                                                                                                   | TEEKAY CORP COMMON STOCK USD.001                                            | CUSIP: Y8564W103<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |      4339 | NS      | $19699.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORP                                                                                                                    | KAMAN CORP COMMON STOCK USD1.0                                              | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      3031 | NS      | $67591.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC                                                                                                       | KARUNA THERAPEUTICS INC COMMON STOCK USD.00001                              | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1267 | NS      | $248965.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT FINANCIAL GROUP INC                                                                                                    | SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5                              | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       392 | NS      | $9756.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                                                                                                          | SUMMIT MATERIALS INC  CL A COMMON STOCK USD.01                              | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      5504 | NS      | $156258.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACTIV EVERGREEN INC                                                                                                          | PACTIV EVERGREEN INC COMMON STOCK                                           | CUSIP: 69526K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8108 | NS      | $92106.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS INC                                                                                                          | PALOMAR HOLDINGS INC COMMON STOCK USD.0001                                  | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1593 | NS      | $71939.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD                                                                                                            | TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01                              | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |      1880 | NS      | $57922.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMO LOGIC INC                                                                                                                | SUMO LOGIC INC COMMON STOCK USD.0001                                        | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      5366 | NS      | $43464.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                                                            | SUNCOKE ENERGY INC COMMON STOCK USD.01                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      8204 | NS      | $70800.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                                                                       | KB HOME COMMON STOCK USD1.0                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      7849 | NS      | $249990.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP/MD                                                                                                      | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7750 | NS      | $78662.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL INC                                                                                                 | PAPA JOHN S INTL INC COMMON STOCK USD.01                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      4290 | NS      | $353109.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                                                                                                      | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      4135 | NS      | $96138.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                                                                                                    | SUNRUN INC COMMON STOCK USD.0001                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      6232 | NS      | $149692.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                                                                      | SUPER MICRO COMPUTER INC COMMON STOCK USD.001                               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      2778 | NS      | $228073.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP                                                                                                           | PARK AEROSPACE CORP COMMON STOCK USD.1                                      | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      2501 | NS      | $33538.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                                                                                                            | PARK NATIONAL CORP COMMON STOCK                                             | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      1732 | NS      | $243779.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES INC                                                                                                            | KELLY SERVICES INC  A COMMON STOCK USD1.0                                   | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3132 | NS      | $52930.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                                                                                                                   | KEMPER CORP COMMON STOCK USD.1                                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      5843 | NS      | $287475.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERIOR GROUP OF COS INC                                                                                                     | SUPERIOR GROUP OF COS INC COMMON STOCK                                      | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      2200 | NS      | $22132.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                                                                                                  | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001                           | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5158 | NS      | $183985.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                                                                                                | KENNAMETAL INC COMMON STOCK USD1.25                                         | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      6340 | NS      | $152540.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS INC                                                                                                   | KENNEDY WILSON HOLDINGS INC COMMON STOCK USD.0001                           | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     13722 | NS      | $215847.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK-OHIO HOLDINGS CORP                                                                                                       | PARK OHIO HOLDINGS CORP COMMON STOCK USD1.0                                 | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2182 | NS      | $26685.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                                                                                                  | PARSONS CORP COMMON STOCK USD1.0                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1163 | NS      | $53788.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEY TRONIC CORP                                                                                                               | KEY TRONIC CORP COMMON STOCK                                                | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |      1700 | NS      | $7361.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                                                                                                    | KFORCE INC COMMON STOCK USD.01                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3397 | NS      | $186257.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS INC                                                                                                          | SURGERY PARTNERS INC COMMON STOCK USD.01                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      1984 | NS      | $55274.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS INC                                                                                                                 | SURMODICS INC COMMON STOCK USD.05                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      1788 | NS      | $61006.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL INTERNATIONAL INC                                                                                                     | KIMBALL INTERNATIONAL B COMMON STOCK USD.05                                 | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      5056 | NS      | $32864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS INC                                                                                                       | KIMBALL ELECTRONICS INC COMMON STOCK                                        | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2987 | NS      | $67476.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTRO BIOPHARMA INC                                                                                                           | SUTRO BIOPHARMA INC COMMON STOCK USD.001                                    | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       908 | NS      | $7336.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                                                                                                  | SYLVAMO CORP COMMON STOCK USD1.0                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2483 | NS      | $120648.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                                                                                                    | CABOT CORP COMMON STOCK USD1.0                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      5463 | NS      | $365146.92    | 0.12%             |  |  |  | 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        |      2530 | NS      | $760492.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                                                        | PATRICK INDUSTRIES INC COMMON STOCK                                         | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2334 | NS      | $141440.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COS INC                                                                                                             | PATTERSON COS INC COMMON STOCK USD.01                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      6230 | NS      | $174626.90    | 0.06%             |  |  |  | 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        |       808 | NS      | $211308.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                                                                                                    | KIRBY CORP COMMON STOCK USD.1                                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      4368 | NS      | $281080.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                                                                      | PATTERSON UTI ENERGY INC COMMON STOCK USD.01                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     10229 | NS      | $172256.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYA HOLDINGS INC                                                                                                             | PAYA HOLDINGS INC COMMON STOCK USD.0001                                     | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6174 | NS      | $48589.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                                                                      | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.01                             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10458 | NS      | $548103.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                                                                                                  | KNOWLES CORP COMMON STOCK USD.01                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      8278 | NS      | $135924.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORP                                                                                                        | PAYLOCITY HOLDING CORP COMMON STOCK USD.001                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      2899 | NS      | $563159.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP                                                                                                           | PEABODY ENERGY CORP COMMON STOCK                                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      3580 | NS      | $94583.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK-GLADSTONE FINANCIAL CORP                                                                                              | PEAPACK GLADSTONE FINL CORP COMMON STOCK                                    | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1992 | NS      | $74142.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                                                        | PENN ENTERTAINMENT INC COMMON STOCK USD.01                                  | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5194 | NS      | $154261.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK SCIENCES INC                                                                                                           | KODIAK SCIENCES INC COMMON STOCK USD.0001                                   | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      2149 | NS      | $15386.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORP                                                                                                                   | KOHLS CORP COMMON STOCK USD.01                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      2281 | NS      | $57595.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                                                                                                 | SYNAPTICS INC COMMON STOCK USD.001                                          | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      5027 | NS      | $478369.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                                                                        | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0                                  | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      9560 | NS      | $358978.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                                                                                                          | KOPPERS HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2308 | NS      | $65085.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                                                                                    | KORN FERRY COMMON STOCK USD.01                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      5760 | NS      | $291571.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANT GROUP INC/THE                                                                                                         | PENNANT GROUP INC/THE COMMON STOCK USD.001                                  | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      3997 | NS      | $43887.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNS WOODS BANCORP INC                                                                                                       | PENNS WOODS BANCORP INC COMMON STOCK USD5.55                                | CUSIP: 708430103<br>LEI: 549300YHEI1EIYO6OO67 | Long             | EC               | CORP              | US        |      1138 | NS      | $30293.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                                                                                                | TD SYNNEX CORP COMMON STOCK USD.001                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      3515 | NS      | $332905.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDAX PHARMACEUTICALS INC                                                                                                    | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001                            | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      5678 | NS      | $144505.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                                               | PENNYMAC FINANCIAL SERVICES COMMON STOCK USD.0001                           | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $96661.96     | 0.03%             |  |  |  | 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        |      1742 | NS      | $200208.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                                                                                                             | SYNEOS HEALTH INC COMMON STOCK USD.01                                       | CUSIP: 87166B102<br>LEI: 549300IM8QZ2K8CD9246 | Long             | EC               | CORP              | US        |      6498 | NS      | $238346.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS FINANCIAL CORP                                                                                                            | TFS FINANCIAL CORP COMMON STOCK USD.01                                      | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3750 | NS      | $54037.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                                                                                                  | PENUMBRA INC COMMON STOCK USD.001                                           | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      2652 | NS      | $589963.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC/OH                                                                                                        | PEOPLES BANCORP INC COMMON STOCK                                            | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3204 | NS      | $90513.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                                                             | KOSMOS ENERGY LTD COMMON STOCK USD.01                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     25367 | NS      | $161334.12    | 0.05%             |  |  |  | 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        |     11721 | NS      | $120960.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                                                                                                       | PERDOCEO EDUCATION CORP COMMON STOCK USD.01                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      6976 | NS      | $96966.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                                                                                                                | PERFICIENT INC COMMON STOCK USD.001                                         | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      4602 | NS      | $321357.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                                                                                                          | TRI POINTE HOMES INC COMMON STOCK USD.01                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12577 | NS      | $233806.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                                                          | TTM TECHNOLOGIES COMMON STOCK USD.001                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     10405 | NS      | $156907.40    | 0.05%             |  |  |  | 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        |      9263 | NS      | $540866.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMA-PIPE INTERNATIONAL HOLDINGS INC                                                                                         | PERMA PIPE INTERNATIONAL HOL COMMON STOCK USD.01                            | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |      1900 | NS      | $17955.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC                                                                                                              | TALOS ENERGY INC COMMON STOCK                                               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3212 | NS      | $60642.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                                                                  | TAPESTRY INC COMMON STOCK USD.01                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     18072 | NS      | $688181.76    | 0.23%             |  |  |  | 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        |      9778 | NS      | $296762.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                                                                                                                | TECHTARGET COMMON STOCK USD.001                                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      3517 | NS      | $154959.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP                                                                                                        | PERMIAN RESOURCES CORP COMMON STOCK USD.0001                                | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     16144 | NS      | $151753.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS INC                                                                                                            | PETMED EXPRESS INC COMMON STOCK USD.001                                     | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      2360 | NS      | $41772.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSWEB INC                                                                                                                    | PFSWEB INC COMMON STOCK USD.001                                             | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3727 | NS      | $22921.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                                                                                                                | PHOTRONICS INC COMMON STOCK USD.01                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      7008 | NS      | $117944.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                                                                                                     | ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2598 | NS      | $68639.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                                                                                                         | EURONET WORLDWIDE INC COMMON STOCK USD.02                                   | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      2511 | NS      | $236988.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                                                                                                                  | PHREESIA INC COMMON STOCK USD.01                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      2105 | NS      | $68117.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                                                          | PILGRIM S PRIDE CORP COMMON STOCK USD.01                                    | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      5624 | NS      | $133457.52    | 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        |      3365 | NS      | $246991.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                                    | PINNACLE WEST CAPITAL COMMON STOCK                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      5960 | NS      | $453198.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COS                                                                                                             | PIPER SANDLER COS COMMON STOCK USD.01                                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2274 | NS      | $296052.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                                                                                                            | PLANET FITNESS INC   CL A COMMON STOCK USD.0001                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      8887 | NS      | $700295.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TEJON RANCH CO                                                                                                                | TEJON RANCH CO COMMON STOCK USD.5                                           | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      2949 | NS      | $55559.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                                                                                                  | TELEFLEX INC COMMON STOCK USD1.0                                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       723 | NS      | $180482.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN WAX CENTER INC                                                                                                       | EUROPEAN WAX CENTER INC A COMMON STOCK USD.00001                            | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       583 | NS      | $7258.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                                                                                                  | EVERCORE INC   A COMMON STOCK USD.01                                        | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3659 | NS      | $399123.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                                                         | PLAYTIKA HOLDING CORP COMMON STOCK USD.01                                   | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      7992 | NS      | $68011.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                                                                                                   | PLEXUS CORP COMMON STOCK USD.01                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      3061 | NS      | $315068.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                                                                                                   | POLARIS INC COMMON STOCK USD.01                                             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      3530 | NS      | $356530.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                                                                                   | POPULAR INC COMMON STOCK USD.01                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      7138 | NS      | $473392.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                                                             | POST HOLDINGS INC COMMON STOCK USD.01                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      4776 | NS      | $431081.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES INC                                                                                                         | POWELL INDUSTRIES INC COMMON STOCK USD.01                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1380 | NS      | $48548.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                                                                                                        | POWER INTEGRATIONS INC COMMON STOCK USD.001                                 | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      6542 | NS      | $469192.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERSCHOOL HOLDINGS INC                                                                                                      | POWERSCHOOL HOLDINGS INC A COMMON STOCK USD.0001                            | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3215 | NS      | $74202.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK/LOS ANGELES CA                                                                                                 | PREFERRED BANK/LOS ANGELES COMMON STOCK                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1561 | NS      | $116481.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFORMED LINE PRODUCTS CO                                                                                                    | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       668 | NS      | $55637.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                                                                                                    | TELOS CORPORATION COMMON STOCK USD.001                                      | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4278 | NS      | $21775.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                                                                | TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01                            | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     19486 | NS      | $668954.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER INC                                                                                                                   | PREMIER INC CLASS A COMMON STOCK USD.01                                     | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6565 | NS      | $229643.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FINANCIAL CORP                                                                                                        | PREMIER FINANCIAL CORP COMMON STOCK USD.01                                  | CUSIP: 74052F108<br>LEI: 549300JGKN0NL8JSA469 | Long             | EC               | CORP              | US        |      4193 | NS      | $113085.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS WORLDWIDE INC                                                                                                          | KRONOS WORLDWIDE INC COMMON STOCK USD.01                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      2278 | NS      | $21413.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRYSTAL BIOTECH INC                                                                                                           | KRYSTAL BIOTECH INC COMMON STOCK USD.00001                                  | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      1598 | NS      | $126593.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE & SOFFA INDUSTRIES INC                                                                                                | KULICKE + SOFFA INDUSTRIES COMMON STOCK                                     | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      5924 | NS      | $262196.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                                                                                                             | KURA ONCOLOGY INC COMMON STOCK USD.0001                                     | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      5384 | NS      | $66815.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                                         | TENET HEALTHCARE CORP COMMON STOCK USD.05                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     11198 | NS      | $546350.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                                                                                                    | TENNANT CO COMMON STOCK USD.375                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2037 | NS      | $125418.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                                          | KYNDRYL HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2623 | NS      | $29167.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                                                                                                                 | LHC GROUP INC COMMON STOCK USD.01                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3259 | NS      | $526947.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP                                                                                                                 | TERADATA CORP COMMON STOCK USD.01                                           | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      6462 | NS      | $217510.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                                                                                                    | TEREX CORP COMMON STOCK USD.01                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      6869 | NS      | $293443.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                                                                                                 | LGI HOMES INC COMMON STOCK USD.01                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       624 | NS      | $57782.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                                                                                                | LCI INDUSTRIES COMMON STOCK USD.01                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2757 | NS      | $254884.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRITORIAL BANCORP INC                                                                                                       | TERRITORIAL BANCORP INC COMMON STOCK USD.01                                 | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |      1557 | NS      | $37383.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES INC                                                                                                        | TETRA TECHNOLOGIES INC COMMON STOCK USD.01                                  | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      8698 | NS      | $30095.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                                                                                                                | TETRA TECH INC COMMON STOCK USD.01                                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6444 | NS      | $935604.36    | 0.32%             |  |  |  | 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        |      3132 | NS      | $188890.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                                                                                              | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6078 | NS      | $380482.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                                                                                                | PRICESMART INC COMMON STOCK USD.0001                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3201 | NS      | $194556.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                                                                                                    | LPL FINANCIAL HOLDINGS INC COMMON STOCK                                     | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       805 | NS      | $174016.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES INC                                                                                                            | LSB INDUSTRIES INC COMMON STOCK USD.1                                       | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      3802 | NS      | $50566.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS PACIFIC LAND CORP                                                                                                       | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01                                 | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |       152 | NS      | $356322.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                                                                           | TEXAS ROADHOUSE INC COMMON STOCK USD.001                                    | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      6983 | NS      | $635103.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI INDUSTRIES INC                                                                                                            | LSI INDUSTRIES INC COMMON STOCK                                             | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      3137 | NS      | $38396.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC                                                                                                                  | LA Z BOY INC COMMON STOCK USD1.0                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      4321 | NS      | $98605.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP CORP/THE                                                                                                                  | ODP CORP/THE COMMON STOCK USD.01                                            | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      3360 | NS      | $153014.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HOLDINGS INC                                                                                                    | THERMON GROUP HOLDINGS INC COMMON STOCK USD.001                             | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      3577 | NS      | $71826.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP INC                                                                                                          | LAKELAND BANCORP INC COMMON STOCK                                           | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      5547 | NS      | $97682.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORP                                                                                                       | LAKELAND FINANCIAL CORP COMMON STOCK                                        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3146 | NS      | $229563.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                                                                                                            | THRYV HOLDINGS INC COMMON STOCK                                             | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1938 | NS      | $36822.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                                                                                                                 | TIDEWATER INC COMMON STOCK                                                  | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      2915 | NS      | $107417.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND INDUSTRIES INC                                                                                                       | LAKELAND INDUSTRIES INC COMMON STOCK USD.01                                 | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1669 | NS      | $22197.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                                      | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      5639 | NS      | $503901.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCOMMERCE INC                                                                                                              | EVERCOMMERCE INC COMMON STOCK USD.00001                                     | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $6852.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                                                                                            | EVERI HOLDINGS INC COMMON STOCK USD.001                                     | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      4400 | NS      | $63140.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TILLY'S INC                                                                                                                   | TILLY S INC CLASS A SHRS COMMON STOCK USD.001                               | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $16615.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMBERLAND BANCORP INC/WA                                                                                                     | TIMBERLAND BANCORP INC COMMON STOCK USD.01                                  | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $31433.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO/THE                                                                                                                 | TIMKEN CO COMMON STOCK                                                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      6902 | NS      | $487764.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORP                                                                                                              | TIMKENSTEEL CORP COMMON STOCK                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5303 | NS      | $96355.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORP                                                                                                         | LANCASTER COLONY CORP COMMON STOCK                                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      2908 | NS      | $573748.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFECORE BIOMEDICAL INC                                                                                                       | LIFECORE BIOMEDICAL INC COMMON STOCK USD.001                                | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      3872 | NS      | $25090.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORP                                                                                                        | PRIMORIS SERVICES CORP COMMON STOCK USD.0001                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5726 | NS      | $125628.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                                                                                                 | PRIMERICA INC COMMON STOCK                                                  | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4105 | NS      | $582171.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                                                                       | TITAN INTERNATIONAL INC COMMON STOCK                                        | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      4338 | NS      | $66458.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC                                                                                                           | TITAN MACHINERY INC COMMON STOCK USD.00001                                  | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2515 | NS      | $99920.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMIS FINANCIAL CORP                                                                                                         | PRIMIS FINANCIAL CORP COMMON STOCK USD.01                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      2721 | NS      | $32243.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                                                                                                      | PROCORE TECHNOLOGIES INC COMMON STOCK USD.0001                              | CUSIP: 74275K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $39867.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                                                                                                           | LANDSTAR SYSTEM INC COMMON STOCK USD.01                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2867 | NS      | $467034.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                                                                                         | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      7277 | NS      | $370835.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                                                                                                             | TOLL BROTHERS INC COMMON STOCK USD.01                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     10507 | NS      | $524509.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                                                                                       | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1                                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1559 | NS      | $120947.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTRONIX INC                                                                                                                 | LANTRONIX INC COMMON STOCK USD.0001                                         | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $4752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM INC                                                                                                          | LAREDO PETROLEUM INC COMMON STOCK USD.01                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1191 | NS      | $61241.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                                                                                                   | TOOTSIE ROLL INDS COMMON STOCK USD.694                                      | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      4999 | NS      | $212807.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                                                                                 | TOPBUILD CORP COMMON STOCK                                                  | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      3486 | NS      | $545524.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                                                                                             | PROG HOLDINGS INC COMMON STOCK USD.5                                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      6028 | NS      | $101812.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                                                        | PROGRESS SOFTWARE CORP COMMON STOCK USD.01                                  | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      4772 | NS      | $240747.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO/THE                                                                                                                   | TORO CO COMMON STOCK USD1.0                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      7421 | NS      | $840057.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK/PORTSMOUTH VA                                                                                                      | TOWNE BANK COMMON STOCK USD1.667                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      5809 | NS      | $179149.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                                                                                    | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     15739 | NS      | $1021146.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                                                                                        | LAUREATE EDUCATION INC COMMON STOCK USD.001                                 | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      2699 | NS      | $25964.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                                                                                                         | TRANSMEDICS GROUP INC COMMON STOCK                                          | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1354 | NS      | $83568.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                                           | TRAVEL   LEISURE CO COMMON STOCK USD.01                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      5666 | NS      | $206242.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DISTRIBUTION SOLUTIONS GROUP INC                                                                                              | DISTRIBUTION SOLUTIONS GROUP COMMON STOCK USD1.0                            | CUSIP: 520776105<br>LEI: 549300H1YXSE5TXMGL51 | Long             | EC               | CORP              | US        |      1071 | NS      | $39477.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                                                                                                     | LEAR CORP COMMON STOCK USD.01                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4020 | NS      | $498560.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                                                                                                         | PROPETRO HOLDING CORP COMMON STOCK                                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4527 | NS      | $46944.99     | 0.02%             |  |  |  | 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        |      7853 | NS      | $570756.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC                                                                                                  | TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001                         | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      1344 | NS      | $60184.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORP                                                                                                                 | TREDEGAR CORP COMMON STOCK                                                  | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      3412 | NS      | $34870.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL HOLDINGS INC                                                                                              | PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01                               | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1124 | NS      | $15477.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES INC                                                                                              | PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      7592 | NS      | $162165.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                                                                                           | TREEHOUSE FOODS INC COMMON STOCK USD.01                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      3458 | NS      | $170756.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                                                                                                   | TREX COMPANY INC COMMON STOCK USD.01                                        | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |     10510 | NS      | $444888.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE CYCLE CORP                                                                                                               | PURE CYCLE CORP COMMON STOCK USD.0033                                       | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $10480.00     | 0.00%             |  |  |  | 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        |     16030 | NS      | $428962.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                                                                                              | TRICO BANCSHARES COMMON STOCK                                               | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2959 | NS      | $150879.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORP                                                                                                                   | TRIMAS CORP COMMON STOCK USD.01                                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      5102 | NS      | $141529.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                                                                                                              | TRINET GROUP INC COMMON STOCK USD.000025                                    | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      7048 | NS      | $477854.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                                                                        | TRINITY INDUSTRIES INC COMMON STOCK USD.01                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      4908 | NS      | $145129.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL INC                                                                                                         | TRIUMPH FINANCIAL INC COMMON STOCK USD.01                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2441 | NS      | $119291.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                                                                                                               | TRIPADVISOR INC COMMON STOCK USD.001                                        | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      6168 | NS      | $110900.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                                                                                                                  | TRUEBLUE INC COMMON STOCK                                                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3431 | NS      | $67178.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP NY                                                                                                          | TRUSTCO BANK CORP NY COMMON STOCK USD1.0                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2134 | NS      | $80217.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT INC                                                                                                           | LEGGETT + PLATT INC COMMON STOCK USD.01                                     | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      8008 | NS      | $258097.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                                                                                                         | LEMAITRE VASCULAR INC COMMON STOCK USD.01                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      2735 | NS      | $125864.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                                                                                                                | TRUSTMARK CORP COMMON STOCK                                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      5770 | NS      | $201430.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                                                                                                             | TTEC HOLDINGS INC COMMON STOCK USD.01                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      4929 | NS      | $217516.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC                                                                                                      | TURNING POINT BRANDS INC COMMON STOCK USD.01                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1280 | NS      | $27686.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                                                                                                             | TUTOR PERINI CORP COMMON STOCK USD1.0                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      3153 | NS      | $23805.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORP                                                                                                              | LENDINGCLUB CORP COMMON STOCK USD.01                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1512 | NS      | $13305.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                                                                                               | LENDINGTREE INC COMMON STOCK USD.01                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       900 | NS      | $19197.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                                                                         | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001                                | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      3895 | NS      | $92739.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES INC                                                                                                          | UFP TECHNOLOGIES INC COMMON STOCK USD.01                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       913 | NS      | $107633.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                                                      | LENNOX INTERNATIONAL INC COMMON STOCK USD.01                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1677 | NS      | $401188.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR INC                                                                                                                    | LENSAR INC COMMON STOCK                                                     | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1385 | NS      | $4099.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                                                                                      | UGI CORP COMMON STOCK                                                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10146 | NS      | $376112.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                                                                                                            | UMB FINANCIAL CORP COMMON STOCK USD1.0                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      4960 | NS      | $414259.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS INC                                                                                                              | QCR HOLDINGS INC COMMON STOCK USD1.0                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      1914 | NS      | $95010.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORP                                                                                                          | QUAKER CHEMICAL CORPORATION COMMON STOCK USD1.0                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       784 | NS      | $130849.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE'S INC                                                                                                                  | LESLIE S INC COMMON STOCK USD.001                                           | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9429 | NS      | $115128.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                                                                        | LIBERTY BROADBAND CORP PREFERRED STOCK 7                                    | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |      1225 | NS      | $28542.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC INC                                                                                                                   | EVERTEC INC COMMON STOCK USD.01                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      4311 | NS      | $139590.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION PETROLEUM CORP                                                                                                      | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001                               | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      5356 | NS      | $40437.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                                                                                                            | UFP INDUSTRIES INC COMMON STOCK                                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7021 | NS      | $556414.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES INC                                                                                                     | USANA HEALTH SCIENCES INC COMMON STOCK USD.001                              | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2205 | NS      | $117306.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                                                                                                     | QORVO INC COMMON STOCK USD.0001                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1876 | NS      | $170040.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                                                                                                    | QUALYS INC COMMON STOCK USD.001                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      4157 | NS      | $466540.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US PHYSICAL THERAPY INC                                                                                                       | U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01                               | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1511 | NS      | $122436.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US SILICA HOLDINGS INC                                                                                                        | US SILICA HOLDINGS INC COMMON STOCK USD.01                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      5267 | NS      | $65837.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                                                                                                            | LIBERTY ENERGY INC COMMON STOCK                                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11763 | NS      | $188325.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY BRAVES                                                                                             | LIBERTY MEDIA CORP BRAVES C TRACKING STK                                    | CUSIP: 531229888<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      2620 | NS      | $84442.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH INC                                                                                                                    | UIPATH INC   CLASS A COMMON STOCK USD.00001                                 | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7523 | NS      | $95617.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                                                                                      | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001                               | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      4298 | NS      | $142478.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORP                                                                                                 | QUANEX BUILDING PRODUCTS COMMON STOCK USD.01                                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      3883 | NS      | $91949.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM TECHNOLOGIES INC                                                                                                          | RCM TECHNOLOGIES INC COMMON STOCK USD.05                                    | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2995 | NS      | $36958.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEWAY FOODS INC                                                                                                             | LIFEWAY FOODS INC COMMON STOCK                                              | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1756 | NS      | $9745.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                                                                                                    | LIGAND PHARMACEUTICALS COMMON STOCK USD.001                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1727 | NS      | $115363.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORP                                                                                                          | UMPQUA HOLDINGS CORP COMMON STOCK                                           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      8081 | NS      | $144245.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICO AMERICAN CORP                                                                                                           | UNICO AMERICAN CORP COMMON STOCK                                            | CUSIP: 904607108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $2737.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFETIME BRANDS INC                                                                                                           | LIFETIME BRANDS INC COMMON STOCK USD.01                                     | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      3200 | NS      | $24288.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGIO INC                                                                                                                     | EDGIO INC COMMON STOCK USD.001                                              | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |     15146 | NS      | $17114.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC RESOURCES INC                                                                                                             | RGC RESOURCES INC COMMON STOCK USD5.0                                       | CUSIP: 74955L103<br>LEI: 549300GO68EPQLQ7MK06 | Long             | EC               | CORP              | US        |       600 | NS      | $13230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                                                                                                      | RLI CORP COMMON STOCK USD1.0                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      5024 | NS      | $659500.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC INC                                                                                                                       | RPC INC COMMON STOCK USD.1                                                  | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     11642 | NS      | $103497.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR GROUP INC/THE                                                                                                             | RMR GROUP INC/THE   A COMMON STOCK                                          | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1159 | NS      | $32741.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMONEIRA CO                                                                                                                  | LIMONEIRA CO COMMON STOCK USD.01                                            | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      2072 | NS      | $25299.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                                                                                 | LINCOLN ELECTRIC HOLDINGS COMMON STOCK                                      | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      3365 | NS      | $486208.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                         | LINCOLN NATIONAL CORP COMMON STOCK                                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8515 | NS      | $261580.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORP                                                                                                                  | LINDSAY CORP COMMON STOCK USD1.0                                            | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1209 | NS      | $196885.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                                                                                                            | EVOLENT HEALTH INC   A COMMON STOCK USD.01                                  | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      5196 | NS      | $145903.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                                                                                                  | EXELIXIS INC COMMON STOCK USD.001                                           | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     22934 | NS      | $367861.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                                                                                                         | RPM INTERNATIONAL INC COMMON STOCK USD.01                                   | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      3629 | NS      | $353646.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                                                                                                       | RXO INC COMMON STOCK                                                        | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $26316.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP                                                                                                 | LIONS GATE ENTERTAINMENT A COMMON STOCK NPV                                 | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      3637 | NS      | $20767.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP                                                                                                 | LIONS GATE ENTERTAINMENT B COMMON STOCK                                     | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      6300 | NS      | $34209.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                                                                                                              | RADIAN GROUP INC COMMON STOCK USD.001                                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      7144 | NS      | $136236.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT LOGISTICS INC                                                                                                         | RADIANT LOGISTICS INC COMMON STOCK USD.001                                  | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      6146 | NS      | $31283.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                                                      | F+G ANNUITIES + LIFE INC COMMON STOCK                                       | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       877 | NS      | $17548.77     | 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        |      3892 | NS      | $659421.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                                                                                                    | RADNET INC COMMON STOCK USD.0001                                            | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      5402 | NS      | $101719.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                                                                                                    | RAMBUS INC COMMON STOCK USD.001                                             | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     14241 | NS      | $510112.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES INC                                                                                                        | LIQUIDITY SERVICES INC COMMON STOCK USD.001                                 | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      4207 | NS      | $59150.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                                                                             | LITHIA MOTORS INC COMMON STOCK                                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3347 | NS      | $685264.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFI INC                                                                                                                     | UNIFI INC COMMON STOCK USD.1                                                | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      2394 | NS      | $20612.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP/MA                                                                                                              | UNIFIRST CORP/MA COMMON STOCK USD.1                                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1645 | NS      | $317468.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                                                                                                | LITTELFUSE INC COMMON STOCK USD.01                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1865 | NS      | $410673.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                                                                                       | LIVE OAK BANCSHARES INC COMMON STOCK NPV                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $25579.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC/GA                                                                                                 | UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0                               | CUSIP: 90984P303<br>LEI: T68X8LLAQYRNDV034K14 | Long             | EC               | CORP              | US        |      8563 | NS      | $289429.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES INC/WV                                                                                                      | UNITED BANKSHARES INC COMMON STOCK USD2.5                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     12088 | NS      | $489443.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                                                                                             | RALPH LAUREN CORP COMMON STOCK USD.01                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2279 | NS      | $240821.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                                                                                          | RANGE RESOURCES CORP COMMON STOCK USD.01                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     10825 | NS      | $270841.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                                                                                                                   | LIVENT CORP COMMON STOCK USD.001                                            | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      7893 | NS      | $156833.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                                                                                                         | LIVERAMP HOLDINGS INC COMMON STOCK USD.1                                    | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |      8339 | NS      | $195466.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                                                                                                         | UNITED FIRE GROUP INC COMMON STOCK USD.001                                  | CUSIP: 910340108<br>LEI: 549300ZRC3FQZU7GNY20 | Long             | EC               | CORP              | US        |      2400 | NS      | $65664.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED-GUARDIAN INC                                                                                                           | UNITED GUARDIAN INC COMMON STOCK USD.1                                      | CUSIP: 910571108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $6240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT THERAPEUTICS INC                                                                                                         | RAPT THERAPEUTICS INC COMMON STOCK                                          | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      1843 | NS      | $36491.40     | 0.01%             |  |  |  | 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        |       336 | NS      | $70341.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                                                        | LOUISIANA PACIFIC CORP COMMON STOCK USD1.0                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     10788 | NS      | $638649.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                                                        | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     11406 | NS      | $59539.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                                                                      | UNITED NATURAL FOODS INC COMMON STOCK USD.01                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      4219 | NS      | $163317.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORP                                                                                                   | US CELLULAR CORP COMMON STOCK USD1.0                                        | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1551 | NS      | $32338.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                                                                            | REGAL REXNORD CORP COMMON STOCK USD.01                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      7570 | NS      | $908248.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                                                                                                 | REGENXBIO INC COMMON STOCK USD.0001                                         | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      2731 | NS      | $61939.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                                                         | LUMENTUM HOLDINGS INC COMMON STOCK USD.001                                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      4956 | NS      | $258554.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA INC                                                                                                                      | MBIA INC COMMON STOCK USD1.0                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      6313 | NS      | $81122.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES LIME & MINERALS INC                                                                                             | UNITED STATES LIME + MINERAL COMMON STOCK USD.1                             | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       949 | NS      | $133581.24    | 0.05%             |  |  |  | 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        |     13615 | NS      | $463182.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT CORP                                                                                                      | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1                                 | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1467 | NS      | $41193.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                                                              | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3019 | NS      | $428969.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                                                                                                        | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001                                 | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       541 | NS      | $22970.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMS RESOURCES & ENERGY INC                                                                                                  | ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1                             | CUSIP: 006351308<br>LEI: UP28TXL7K8XSRNNC7V02 | Long             | EC               | CORP              | US        |       536 | NS      | $20861.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                                                      | UNITED STATES STEEL CORP COMMON STOCK USD1.0                                | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      8879 | NS      | $222418.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP                                                                                                      | UNITED THERAPEUTICS CORP COMMON STOCK USD.01                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2710 | NS      | $753623.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RELAY THERAPEUTICS INC                                                                                                        | RELAY THERAPEUTICS INC COMMON STOCK                                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7635 | NS      | $114066.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO                                                                                                  | RELIANCE STEEL + ALUMINUM COMMON STOCK                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3233 | NS      | $654488.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                              | MDC HOLDINGS INC COMMON STOCK USD.01                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      6276 | NS      | $198321.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                                                                                                       | MDU RESOURCES GROUP INC COMMON STOCK USD1.0                                 | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     11285 | NS      | $342386.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                                                                                                                 | RENASANT CORP COMMON STOCK USD5.0                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      5355 | NS      | $201294.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                                                                                                 | REPLIGEN CORP COMMON STOCK USD.01                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4248 | NS      | $719228.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                                                                                                          | RENT A CENTER INC COMMON STOCK USD.01                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      6271 | NS      | $141411.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC BANCORP INC/KY                                                                                                       | REPUBLIC BANCORP INC CLASS A COMMON STOCK                                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1997 | NS      | $81717.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY INC                                                                                                                | MGE ENERGY INC COMMON STOCK USD1.0                                          | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |      3771 | NS      | $265478.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                                                          | MGIC INVESTMENT CORP COMMON STOCK USD1.0                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     11104 | NS      | $144352.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                                                                                                 | M/I HOMES INC COMMON STOCK USD.01                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3074 | NS      | $141957.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                                                                                                           | MKS INSTRUMENTS INC COMMON STOCK                                            | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1144 | NS      | $96931.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIMUNE GROUP INC                                                                                                           | REPLIMUNE GROUP INC COMMON STOCK USD.001                                    | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      2517 | NS      | $68462.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC                                                                                                  | RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001                               | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7629 | NS      | $164710.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                                                                                             | MP MATERIALS CORP COMMON STOCK USD.0001                                     | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6046 | NS      | $146796.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC GLOBAL INC                                                                                                                | MRC GLOBAL INC COMMON STOCK USD.01                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      5657 | NS      | $65508.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                                                                                      | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001                               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       681 | NS      | $11202.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION INC                                                                                                      | RESOURCES CONNECTION INC COMMON STOCK USD.01                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3396 | NS      | $62418.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORP                                                                                                                   | UNITIL CORP COMMON STOCK                                                    | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1923 | NS      | $98765.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                                                                                                          | UNIVAR SOLUTIONS INC COMMON STOCK USD.01                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      3220 | NS      | $102396.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                                                                                                      | REVOLUTION MEDICINES INC COMMON STOCK                                       | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      5705 | NS      | $135893.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                                                                                                   | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2364 | NS      | $75317.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                                                                                                                | MSA SAFETY INC COMMON STOCK                                                 | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      4156 | NS      | $599253.64    | 0.20%             |  |  |  | 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        |       936 | NS      | $76471.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHARDSON ELECTRONICS LTD/UNITED STATES                                                                                      | RICHARDSON ELEC LTD COMMON STOCK USD.05                                     | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1505 | NS      | $32101.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIMINI STREET INC                                                                                                             | RIMINI STREET INC COMMON STOCK                                              | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4492 | NS      | $17114.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVERVIEW BANCORP INC                                                                                                         | RIVERVIEW BANCORP INC COMMON STOCK USD.01                                   | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2557 | NS      | $19637.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC                                                                                                 | ROBERT HALF INTL INC COMMON STOCK USD.001                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      7950 | NS      | $586948.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC                                                                                                                 | MYR GROUP INC/DELAWARE COMMON STOCK USD.01                                  | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1935 | NS      | $178155.45    | 0.06%             |  |  |  | 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        |      2196 | NS      | $138304.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORP/VA                                                                                                             | UNIVERSAL CORP/VA COMMON STOCK                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2612 | NS      | $137939.72    | 0.05%             |  |  |  | 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        |      3037 | NS      | $328117.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET PHARMACEUTICALS INC                                                                                                    | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      4421 | NS      | $86518.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                                                                                                              | ROCKY BRANDS INC COMMON STOCK                                               | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      1000 | NS      | $23620.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACATAWA BANK CORP                                                                                                            | MACATAWA BANK CORP COMMON STOCK                                             | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5141 | NS      | $56705.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S INC                                                                                                                    | MACY S INC COMMON STOCK USD.01                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     19449 | NS      | $401621.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC                                                                                                     | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1292 | NS      | $26886.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS INC                                                                                              | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01                            | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      4293 | NS      | $45462.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                                                                                                             | STEVEN MADDEN LTD COMMON STOCK USD.0001                                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      7918 | NS      | $253059.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                                                                                             | MADISON SQUARE GARDEN SPORTS COMMON STOCK USD.01                            | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |       404 | NS      | $74065.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORP                                                                                                                   | ROGERS CORP COMMON STOCK USD1.0                                             | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2017 | NS      | $240708.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                                                                                                | ROYAL GOLD INC COMMON STOCK USD.01                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      4388 | NS      | $494615.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                                                                                                                  | EXPONENT INC COMMON STOCK USD.001                                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      5886 | NS      | $583243.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                                                                                                          | EXTREME NETWORKS INC COMMON STOCK USD.001                                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      7358 | NS      | $134724.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP                                                                                      | MADISON SQUARE GARDEN ENTERT COMMON STOCK USD.01                            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $19427.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNACHIP SEMICONDUCTOR CORP                                                                                                  | MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01                            | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      4588 | NS      | $43081.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                                                                                                          | RUSH ENTERPRISES INC CL A COMMON STOCK USD.01                               | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      5962 | NS      | $311693.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP INC                                                                                                  | RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      2754 | NS      | $42631.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                                                                                                                   | MAGNITE INC COMMON STOCK USD.00001                                          | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      2291 | NS      | $24261.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP                                                                                                       | MAGNOLIA OIL + GAS CORP   A COMMON STOCK USD.0001                           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7613 | NS      | $178524.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORP                                                                                                          | RYERSON HOLDING CORP COMMON STOCK USD.01                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      5114 | NS      | $154749.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T BANCORP INC                                                                                                               | S + T BANCORP INC COMMON STOCK USD2.5                                       | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3996 | NS      | $136583.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS INC                                                                                              | UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK                                   | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $85305.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                                                                 | UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01                             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3730 | NS      | $525519.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP                                                                                                 | ADAPTIVE BIOTECHNOLOGIES COMMON STOCK USD.0001                              | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      4578 | NS      | $34975.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                                                                                                           | ADDUS HOMECARE CORP COMMON STOCK USD.001                                    | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1872 | NS      | $186245.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                                                                                                        | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3363 | NS      | $87875.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                                                                    | UNUM GROUP COMMON STOCK USD.1                                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     14680 | NS      | $602320.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                                                                                                            | SEI INVESTMENTS COMPANY COMMON STOCK USD.01                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      4732 | NS      | $275875.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR MARINE HOLDINGS INC                                                                                                    | SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01                              | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |      3233 | NS      | $29614.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                                                                                                                  | FLYWIRE CORP VOTING COMMON STOCK USD.0001                                   | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4301 | NS      | $105245.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP/PA                                                                                                                   | FNB CORP COMMON STOCK USD.01                                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     22576 | NS      | $294616.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                                                                                                     | SJW GROUP COMMON STOCK USD.001                                              | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2989 | NS      | $242676.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                                                                                      | SLM CORP COMMON STOCK USD.2                                                 | CUSIP: 78442P106<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     14278 | NS      | $237014.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                                                                                                          | URBAN OUTFITTERS INC COMMON STOCK USD.0001                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2086 | NS      | $49751.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS INC                                                                                                     | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       630 | NS      | $63333.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                                                                                                      | VSE CORP COMMON STOCK USD.05                                                | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1412 | NS      | $66194.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX INTERNATIONAL CORP                                                                                                       | VOXX INTERNATIONAL CORP COMMON STOCK USD.01                                 | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |      3284 | NS      | $27519.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                                                  | SM ENERGY CO COMMON STOCK USD.01                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2124 | NS      | $73978.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE INC                                                                                                              | SPS COMMERCE INC COMMON STOCK USD.001                                       | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      2160 | NS      | $277408.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PLUS CORP                                                                                                                  | SP PLUS CORP COMMON STOCK USD.001                                           | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      2555 | NS      | $88709.60     | 0.03%             |  |  |  | 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        |      4956 | NS      | $325361.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FB FINANCIAL CORP                                                                                                             | FB FINANCIAL CORP COMMON STOCK USD1.0                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      3274 | NS      | $118322.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                                                                                                      | FIGS INC CLASS A COMMON STOCK USD.0001                                      | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2862 | NS      | $19261.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC                                                                                                                     | ADEIA INC COMMON STOCK                                                      | CUSIP: 00676P107<br>LEI: 12QXQCZOIJ35VTGVAL38 | Long             | EC               | CORP              | US        |      7577 | NS      | $71829.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADICET BIO INC                                                                                                                | ADICET BIO INC COMMON STOCK USD.0001                                        | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      2222 | NS      | $19864.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                                                                              | VAIL RESORTS INC COMMON STOCK USD.01                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2071 | NS      | $493622.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                                                       | VALLEY NATIONAL BANCORP COMMON STOCK                                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     37407 | NS      | $423073.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS INC                                                                                                              | MALIBU BOATS INC   A COMMON STOCK USD.01                                    | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |      2116 | NS      | $112782.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                                                                                                      | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01                                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3948 | NS      | $479287.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                                                                  | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      5934 | NS      | $210657.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                                                        | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      4669 | NS      | $686483.07    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP INC                                                                                                    | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1656 | NS      | $139534.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGA COMMUNICATIONS INC                                                                                                       | SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01                            | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       664 | NS      | $15670.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC                                                                                                         | SAGE THERAPEUTICS INC COMMON STOCK USD.0001                                 | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      3363 | NS      | $128264.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                                                                                                      | SAIA INC COMMON STOCK USD.001                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      3397 | NS      | $712282.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                                                         | AECOM COMMON STOCK USD.01                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      8493 | NS      | $721310.49    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                                                                                                                  | ADVANSIX INC COMMON STOCK USD.01                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      3198 | NS      | $121587.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                                                                        | VALMONT INDUSTRIES COMMON STOCK USD1.0                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2069 | NS      | $684156.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                                                                                                 | VALVOLINE INC COMMON STOCK USD.01                                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      6915 | NS      | $225774.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITEX INTERNATIONAL INC                                                                                                     | MANITEX INTERNATIONAL INC COMMON STOCK                                      | CUSIP: 563420108<br>LEI: 549300QZ9TZ4MVXPZQ53 | Long             | EC               | CORP              | US        |      1300 | NS      | $5200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOWOC CO INC/THE                                                                                                          | MANITOWOC COMPANY INC COMMON STOCK USD.01                                   | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      3607 | NS      | $33040.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE CO/THE                                                                                                                 | ST JOE CO/THE COMMON STOCK                                                  | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      3300 | NS      | $127545.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS INC                                                                                                     | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      4925 | NS      | $61661.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                                                                                              | VECTOR GROUP LTD COMMON STOCK USD.1                                         | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     12276 | NS      | $145593.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                                                                                                         | VEECO INSTRUMENTS INC COMMON STOCK USD.01                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      4666 | NS      | $86694.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                                                                                                             | MANPOWERGROUP INC COMMON STOCK USD.01                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3514 | NS      | $292399.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC                                                                                                        | MARCUS + MILLICHAP INC COMMON STOCK USD.0001                                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3263 | NS      | $112410.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                                                                                                       | V2X INC COMMON STOCK USD.01                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1491 | NS      | $61563.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                                                                                   | VAXCYTE INC COMMON STOCK USD.001                                            | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       672 | NS      | $32222.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDRIDGE ENERGY INC                                                                                                          | SANDRIDGE ENERGY INC COMMON STOCK USD.001                                   | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      2175 | NS      | $37040.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP INC                                                                                                      | SANDY SPRING BANCORP INC COMMON STOCK USD1.0                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4282 | NS      | $150854.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP/THE                                                                                                               | MARCUS CORPORATION COMMON STOCK USD1.0                                      | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      3100 | NS      | $44609.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                                                                                                                 | MARINEMAX INC COMMON STOCK USD.001                                          | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2209 | NS      | $68964.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERACYTE INC                                                                                                                  | VERACYTE INC COMMON STOCK USD.001                                           | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      4340 | NS      | $102988.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC                                                                                                            | VERINT SYSTEMS INC COMMON STOCK USD.001                                     | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      6847 | NS      | $248409.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                                                                                                   | JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01                            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1112 | NS      | $90427.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANGAMO THERAPEUTICS INC                                                                                                      | SANGAMO THERAPEUTICS INC COMMON STOCK USD.01                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      9669 | NS      | $30360.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS INC                                                                                                          | VERITEX HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      3570 | NS      | $100245.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORP                                                                                                                  | VERITIV CORP COMMON STOCK USD.01                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1000 | NS      | $121710.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINE PRODUCTS CORP                                                                                                          | MARINE PRODUCTS CORP COMMON STOCK USD.1                                     | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3930 | NS      | $46256.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                                                                                      | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003                               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       630 | NS      | $175700.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                                                                                                  | SANMINA CORP COMMON STOCK USD.01                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      6551 | NS      | $375306.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                                                                                      | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001                              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       465 | NS      | $60254.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                                                                                  | VERICEL CORP COMMON STOCK                                                   | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       713 | NS      | $18780.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                                                                                                           | VERRA MOBILITY CORP COMMON STOCK USD.0001                                   | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10023 | NS      | $138618.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC                                                                                                                   | MARQETA INC A COMMON STOCK USD.0001                                         | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3982 | NS      | $24330.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                                             | MARRIOTT VACATIONS WORLD COMMON STOCK USD.01                                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5154 | NS      | $693676.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE INC                                                                                                                | SCANSOURCE INC COMMON STOCK                                                 | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2807 | NS      | $82020.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                                                                                                              | HENRY SCHEIN INC COMMON STOCK USD.01                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     10880 | NS      | $868985.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                                                                                                    | CACTUS INC   A COMMON STOCK USD.01                                          | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3486 | NS      | $175206.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                                                                                                  | CADENCE BANK COMMON STOCK USD2.5                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     15454 | NS      | $381095.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                                                                                                          | MARTEN TRANSPORT LTD COMMON STOCK USD.01                                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7902 | NS      | $156301.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                                                                                    | MASCO CORP COMMON STOCK USD1.0                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2284 | NS      | $106594.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES INC                                                                                                | SCHNITZER STEEL INDS INC A COMMON STOCK USD1.0                              | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      2809 | NS      | $86095.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL INC                                                                                                        | SCHNEIDER NATIONAL INC CL B COMMON STOCK                                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1500 | NS      | $35100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                                                                                                               | SCHOLASTIC CORP COMMON STOCK USD.01                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $138859.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHRODINGER INC/UNITED STATES                                                                                                 | SCHRODINGER INC COMMON STOCK USD.01                                         | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4061 | NS      | $75900.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX INC                                                                                                                    | VERTEX INC   CLASS A COMMON STOCK USD.001                                   | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      1558 | NS      | $22606.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                                                                                                    | VIASAT INC COMMON STOCK USD.0001                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      4101 | NS      | $129796.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                                                                                                   | MASIMO CORP COMMON STOCK USD.001                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1950 | NS      | $288502.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                                                                                                   | MASONITE INTERNATIONAL CORP COMMON STOCK                                    | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       169 | NS      | $13623.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS BANCORP INC                                                                                                                | FS BANCORP INC COMMON STOCK USD.01                                          | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $32169.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP HOLDINGS INC                                                                                                              | FRP HOLDINGS INC COMMON STOCK USD.1                                         | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $10772.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                                                                                                            | MATIV HOLDINGS INC COMMON STOCK USD.1                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      6136 | NS      | $128242.40    | 0.04%             |  |  |  | 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        |      2559 | NS      | $283869.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                                                                                                    | MASTEC INC COMMON STOCK USD.1                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      6602 | NS      | $563348.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTECH DIGITAL INC                                                                                                           | MASTECH DIGITAL INC COMMON STOCK USD.01                                     | CUSIP: 57633B100<br>LEI: 549300GD5HFB0F451006 | Long             | EC               | CORP              | US        |      2122 | NS      | $23363.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                                                           | VIAVI SOLUTIONS INC COMMON STOCK USD.001                                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     21651 | NS      | $227552.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORP                                                                                                                    | VICOR CORP COMMON STOCK USD.01                                              | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      3445 | NS      | $185168.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS INC                                                                                                  | VICTORY CAPITAL HOLDING   A COMMON STOCK USD.01                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |       982 | NS      | $26347.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VILLAGE SUPER MARKET INC                                                                                                      | VILLAGE SUPER MARKET CLASS A COMMON STOCK                                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      1435 | NS      | $33421.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRCO MFG. CORP                                                                                                               | VIRCO MFG CORPORATION COMMON STOCK USD.01                                   | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2494 | NS      | $11272.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                                                                                           | VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      4501 | NS      | $91865.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS INC                                                                                                | VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01                              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       853 | NS      | $163298.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                                                                                    | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     11850 | NS      | $255604.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                                                                                                            | FTI CONSULTING INC COMMON STOCK USD.01                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      3703 | NS      | $588036.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                                                                                               | FAIR ISAAC CORP COMMON STOCK USD.01                                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       390 | NS      | $233446.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP INC                                                                                                    | VISHAY PRECISION GROUP COMMON STOCK                                         | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $65473.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                                                                                                                  | VISTEON CORP COMMON STOCK                                                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2696 | NS      | $352717.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                                                                   | VISTRA CORP COMMON STOCK USD.01                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     28253 | NS      | $655469.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL FARMS INC                                                                                                               | VITAL FARMS INC COMMON STOCK USD.0001                                       | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2774 | NS      | $41388.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS & MERCHANTS BANCORP INC/ARCHBOLD OH                                                                                   | FARMERS + MERCHANTS BANCO/OH COMMON STOCK                                   | CUSIP: 30779N105<br>LEI: 549300TRY3LFAOVSVM27 | Long             | EC               | CORP              | US        |      1205 | NS      | $32751.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATIONAL BANC CORP                                                                                                    | FARMERS NATL BANC CORP COMMON STOCK                                         | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3991 | NS      | $56352.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                                                                                  | VONTIER CORP COMMON STOCK USD.0001                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      8347 | NS      | $161347.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                                                                                            | VOYA FINANCIAL INC COMMON STOCK USD.01                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      9648 | NS      | $593255.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS INC                                                                                                 | MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK USD.01                            | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      2183 | NS      | $56474.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                                                                                          | MATADOR RESOURCES CO COMMON STOCK USD.01                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     10827 | NS      | $619737.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES INC                                                                                                         | FARO TECHNOLOGIES INC COMMON STOCK USD.001                                  | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      2298 | NS      | $67584.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS INC                                                                                                         | FATE THERAPEUTICS INC COMMON STOCK USD.001                                  | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      2137 | NS      | $21562.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE INC                                                                                                              | W+T OFFSHORE INC COMMON STOCK USD.00001                                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      9305 | NS      | $51921.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORP                                                                                                           | WSFS FINANCIAL CORP COMMON STOCK USD.01                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      6445 | NS      | $292216.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                                                                                                                 | MATERION CORP COMMON STOCK                                                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2319 | NS      | $202935.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MATRIX SERVICE CO                                                                                                             | MATRIX SERVICE CO COMMON STOCK USD.01                                       | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      4086 | NS      | $25414.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                                                                                          | WABASH NATIONAL CORP COMMON STOCK USD.01                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      6446 | NS      | $145679.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP INC                                                                                                           | WALKER + DUNLOP INC COMMON STOCK                                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4099 | NS      | $321689.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORP                                                                                            | FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0                             | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      1215 | NS      | $136942.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                                                                                           | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      5985 | NS      | $278122.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                                                                                                    | MATSON INC COMMON STOCK                                                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5291 | NS      | $330740.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                                                                                    | MATTEL INC COMMON STOCK USD1.0                                              | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     16916 | NS      | $301781.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                                                                                                          | WARRIOR MET COAL INC COMMON STOCK USD.01                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       738 | NS      | $25564.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                                                                                                        | WASHINGTON FEDERAL INC COMMON STOCK USD1.0                                  | CUSIP: 938824109<br>LEI: D38AC76TAMYI50NBPX33 | Long             | EC               | CORP              | US        |      6377 | NS      | $213948.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON TRUST BANCORP INC                                                                                                  | WASHINGTON TRUST BANCORP COMMON STOCK USD.0625                              | CUSIP: 940610108<br>LEI: 549300HKYBSATM44Q425 | Long             | EC               | CORP              | US        |      2001 | NS      | $94407.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINANCIAL INC                                                                                                      | WATERSTONE FINANCIAL INC COMMON STOCK USD.01                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      2966 | NS      | $51133.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORP                                                                                                   | MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0                              | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      3451 | NS      | $105048.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUI LAND & PINEAPPLE CO INC                                                                                                  | MAUI LAND + PINEAPPLE CO COMMON STOCK                                       | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2324 | NS      | $21892.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                                                                                          | FEDERATED HERMES INC COMMON STOCK                                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     10797 | NS      | $392039.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                                                                                        | F5 INC COMMON STOCK                                                         | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3709 | NS      | $532278.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                                                                    | WATSCO INC COMMON STOCK USD.5                                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1919 | NS      | $478598.60    | 0.16%             |  |  |  | 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        |      3406 | NS      | $498059.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                                                                                                 | MAXLINEAR INC COMMON STOCK                                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      7715 | NS      | $261924.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                                                                                   | MAXIMUS INC COMMON STOCK                                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2874 | NS      | $210750.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIMB GLOBAL SOLUTIONS INC                                                                                                    | CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01                              | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $9931.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                                                        | WEBSTER FINANCIAL CORP COMMON STOCK USD.01                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     11093 | NS      | $525142.62    | 0.18%             |  |  |  | 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        |     12902 | NS      | $485373.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIESTA RESTAURANT GROUP INC                                                                                                   | FIESTA RESTAURANT GROUP COMMON STOCK USD.01                                 | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4058 | NS      | $29826.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                                                                                                            | LIGHT + WONDER INC COMMON STOCK USD.001                                     | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      1500 | NS      | $87900.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIPLAY CORP                                                                                                                  | SCIPLAY CORP CLASS A COMMON STOCK USD.001                                   | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      1456 | NS      | $23412.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                                                                                              | MCGRATH RENTCORP COMMON STOCK                                               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2655 | NS      | $262154.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                                                                                                                  | MEDIFAST INC COMMON STOCK USD.001                                           | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1490 | NS      | $171871.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS INC                                                                                                              | WEIS MARKETS INC COMMON STOCK                                               | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2943 | NS      | $242179.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDY'S CO/THE                                                                                                                | WENDY S CO/THE COMMON STOCK USD.1                                           | CUSIP: 95058W100<br>LEI: 549300PQTT267ME8D359 | Long             | EC               | CORP              | US        |     22109 | NS      | $500326.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC                                                                                                    | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1855 | NS      | $45187.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                                                                                 | FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      7508 | NS      | $392968.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                                                                                                        | WERNER ENTERPRISES INC COMMON STOCK USD.01                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      6797 | NS      | $273647.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                                                                                                                  | WESBANCO INC COMMON STOCK USD2.0833                                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6661 | NS      | $246323.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO/THE                                                                                                             | EW SCRIPPS CO/THE A COMMON STOCK USD.01                                     | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      7073 | NS      | $93292.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                                                                                                 | SEABOARD CORP COMMON STOCK USD1.0                                           | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        42 | NS      | $158558.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                                                                   | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3540 | NS      | $52604.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                                                                                                          | MEDPACE HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2141 | NS      | $454769.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                                                                       | WESCO INTERNATIONAL INC COMMON STOCK USD.01                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      5493 | NS      | $687723.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                                                                       | WESCO INTERNATIONAL INC PUBLIC VAR                                          | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      4390 | NS      | $115105.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORP OF FLORIDA                                                                                              | SEACOAST BANKING CORP/FL COMMON STOCK USD.1                                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      5003 | NS      | $156043.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                                                                                               | SEALED AIR CORP COMMON STOCK USD.1                                          | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     10816 | NS      | $539502.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST BANCORP INC                                                                                                              | WEST BANCORPORATION COMMON STOCK                                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1763 | NS      | $45044.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORP                                                                                                           | WESTAMERICA BANCORPORATION COMMON STOCK                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $156848.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORP                                                                                                          | MERCANTILE BANK CORP COMMON STOCK                                           | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1601 | NS      | $53601.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                                                                      | MERCER INTERNATIONAL INC COMMON STOCK USD1.0                                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      7857 | NS      | $91455.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEASPINE HOLDINGS CORP                                                                                                        | SEASPINE HOLDINGS CORP COMMON STOCK USD.01                                  | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      2964 | NS      | $24749.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD ENTERTAINMENT INC                                                                                                    | SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      4795 | NS      | $256580.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                                                                                                           | MERCURY SYSTEMS INC COMMON STOCK USD.01                                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      4277 | NS      | $191352.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORP                                                                                                          | MERCURY GENERAL CORP COMMON STOCK                                           | CUSIP: 589400100<br>LEI: 5493008B54WFZLDKD530 | Long             | EC               | CORP              | US        |      3869 | NS      | $132319.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC                                                                                               | AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1                              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     13783 | NS      | $770883.19    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                                                                                 | ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK USD.01                            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      7559 | NS      | $619611.23    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                                                      | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001                              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      5446 | NS      | $324363.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                                          | WESTERN DIGITAL CORP COMMON STOCK USD.01                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2204 | NS      | $69536.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE INC                                                                                                       | MERIDIAN BIOSCIENCE INC COMMON STOCK                                        | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      4782 | NS      | $158810.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                                                                                     | MERIT MEDICAL SYSTEMS INC COMMON STOCK                                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5761 | NS      | $406841.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN NEW ENGLAND BANCORP INC                                                                                               | WESTERN NEW ENGLAND BANCORP COMMON STOCK USD.01                             | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      3161 | NS      | $29903.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                                                                                                          | WESTERN UNION CO COMMON STOCK USD.01                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     12000 | NS      | $165240.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                                                                                           | MERITAGE HOMES CORP COMMON STOCK USD.01                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3491 | NS      | $321870.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PATHWARD FINANCIAL INC                                                                                                        | PATHWARD FINANCIAL INC COMMON STOCK USD.01                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      3897 | NS      | $167765.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                                                                                                 | WESTLAKE CORP COMMON STOCK USD.01                                           | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      4157 | NS      | $426258.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                                                                                                   | WESTROCK CO COMMON STOCK                                                    | CUSIP: 96145D105<br>LEI: 549300JEB576INN13W07 | Long             | EC               | CORP              | US        |      7830 | NS      | $275302.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                                                                                                       | METHODE ELECTRONICS INC COMMON STOCK USD.5                                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      4122 | NS      | $182893.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP                                                                                                | METROPOLITAN BANK HOLDING CO COMMON STOCK                                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $18833.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTWOOD HOLDINGS GROUP INC                                                                                                   | WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01                             | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1157 | NS      | $12881.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                                                                                       | WEX INC COMMON STOCK USD.01                                                 | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2575 | NS      | $421398.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP/THE                                                                                                             | MIDDLEBY CORP COMMON STOCK USD.01                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      4055 | NS      | $542964.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                                                                                                            | MIDDLESEX WATER CO COMMON STOCK                                             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $167803.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYCO GROUP INC                                                                                                               | WEYCO GROUP INC COMMON STOCK USD1.0                                         | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1043 | NS      | $22069.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT                                                                 | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT               | CUSIP: 962CDS906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24025 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MIDLAND STATES BANCORP INC                                                                                                    | MIDLAND STATES BANCORP INC COMMON STOCK USD.01                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1086 | NS      | $28909.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWESTONE FINANCIAL GROUP INC                                                                                                | MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01                            | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $19462.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS INC                                                                                                         | WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3247 | NS      | $130074.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                                                                                           | WILLIAMS SONOMA INC COMMON STOCK USD.01                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4058 | NS      | $466345.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP INC/THE                                                                                                         | FIRST BANCORP INC/ME COMMON STOCK USD.01                                    | CUSIP: 31866P102<br>LEI: 549300C7R45JOAEF1Y41 | Long             | EC               | CORP              | US        |      1876 | NS      | $56167.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/PUERTO RICO                                                                                                     | FIRST BANCORP PUERTO RICO COMMON STOCK USD.1                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     22823 | NS      | $290308.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT ENERGY SERVICES INC                                                                                                    | SELECT ENERGY SERVICES INC A COMMON STOCK USD.01                            | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      3073 | NS      | $28394.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP                                                                                                  | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001                           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12138 | NS      | $301386.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS LEASE FINANCE CORP                                                                                                     | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01                               | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       900 | NS      | $53109.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP                                                                                            | WILLSCOT MOBILE MINI HOLDING COMMON STOCK USD.0001                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     18811 | NS      | $849692.87    | 0.29%             |  |  |  | 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        |      6118 | NS      | $542115.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMLER SCIENTIFIC INC                                                                                                         | SEMLER SCIENTIFIC INC COMMON STOCK USD.001                                  | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |       300 | NS      | $9900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                                                                                                  | WINGSTOP INC COMMON STOCK USD.01                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1665 | NS      | $229137.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                                                                                  | SEMTECH CORP COMMON STOCK USD.01                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7337 | NS      | $210498.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORP                                                                                                             | SENECA FOODS CORP   CL A COMMON STOCK USD.25                                | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $48760.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP                                                                                                    | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1                               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      4568 | NS      | $333098.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                                                                 | SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7334 | NS      | $507072.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                                                                                               | MILLERKNOLL INC COMMON STOCK USD.2                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      3785 | NS      | $79522.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDUSTRIES INC/TN                                                                                                      | MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01                              | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1261 | NS      | $33618.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                                                                                    | SERVISFIRST BANCSHARES INC COMMON STOCK USD.001                             | CUSIP: 81768T108<br>LEI: 549300XSS1CPK8G7B851 | Long             | EC               | CORP              | US        |      5630 | NS      | $387963.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                                                                                                               | SHAKE SHACK INC   CLASS A COMMON STOCK USD.01                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      2266 | NS      | $94106.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                                                                                     | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3081 | NS      | $187078.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC                                                                                                       | MIRATI THERAPEUTICS INC COMMON STOCK                                        | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      1395 | NS      | $63207.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENANDOAH TELECOMMUNICATIONS CO                                                                                              | SHENANDOAH TELECOMMUNICATION COMMON STOCK                                   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      6413 | NS      | $101838.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE INC                                                                                                           | MISSION PRODUCE INC COMMON STOCK USD.001                                    | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      1256 | NS      | $14594.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS INC                                                                                                             | MITEK SYSTEMS INC COMMON STOCK USD.001                                      | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      1166 | NS      | $11298.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING CO                                                                                                       | MODINE MANUFACTURING CO COMMON STOCK USD.625                                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      6449 | NS      | $128077.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                                                                                                                 | MODIVCARE INC COMMON STOCK USD.001                                          | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1383 | NS      | $124096.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & CO                                                                                                                   | MOELIS + CO   CLASS A COMMON STOCK USD.01                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3960 | NS      | $151945.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                                                                         | MOHAWK INDUSTRIES INC COMMON STOCK USD.01                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3847 | NS      | $393240.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                                                                      | MOLSON COORS BEVERAGE CO   B COMMON STOCK USD.01                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     12855 | NS      | $662289.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT INC                                                                                                   | MONARCH CASINO + RESORT INC COMMON STOCK USD.01                             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1490 | NS      | $114566.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                                                                                   | MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01                             | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |       131 | NS      | $1426.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO INC                                                                                                                     | MONRO INC COMMON STOCK USD.01                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3090 | NS      | $139668.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                                                                      | MOOG INC CLASS A COMMON STOCK USD1.0                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      3044 | NS      | $267141.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                                                                                               | MORNINGSTAR INC COMMON STOCK                                                | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      2847 | NS      | $616631.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                                     | CAESARS ENTERTAINMENT INC COMMON STOCK                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       531 | NS      | $22089.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                                                                                                           | CAL MAINE FOODS INC COMMON STOCK USD.01                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5021 | NS      | $273393.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC                                                                                                 | MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01                            | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      2267 | NS      | $26886.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP INC                                                                                                              | MOVADO GROUP INC COMMON STOCK USD.01                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2220 | NS      | $71595.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                                                                                        | MUELLER INDUSTRIES INC COMMON STOCK USD.01                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      6958 | NS      | $410522.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                                                                    | MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01                            | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     16726 | NS      | $179971.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MR COOPER GROUP INC                                                                                                           | MR COOPER GROUP INC COMMON STOCK USD.01                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4998 | NS      | $200569.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                                                                                               | MURPHY OIL CORP COMMON STOCK USD1.0                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     13521 | NS      | $581538.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/SOUTHERN PINES NC                                                                                               | FIRST BANCORP/NC COMMON STOCK                                               | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |      3381 | NS      | $144842.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCSHARES INC/THE                                                                                                      | FIRST BANCSHARES INC/MS COMMON STOCK USD1.0                                 | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      1367 | NS      | $43757.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                                                                                                | MURPHY USA INC COMMON STOCK                                                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3083 | NS      | $861821.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                                                                                                          | MYERS INDUSTRIES INC COMMON STOCK                                           | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      4361 | NS      | $96945.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORP                                                                                                              | FIRST BUSEY CORP COMMON STOCK USD.001                                       | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      5571 | NS      | $137715.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES INC                                                                                         | FIRST BUSINESS FINANCIAL SER COMMON STOCK USD.01                            | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       551 | NS      | $20139.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                                                                                           | MYRIAD GENETICS INC COMMON STOCK USD.01                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      8130 | NS      | $117966.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                                                                                                               | N B T BANCORP INC COMMON STOCK USD.01                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4206 | NS      | $182624.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE INC                                                                                                                    | N ABLE INC COMMON STOCK USD.001                                             | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8171 | NS      | $83997.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NL INDUSTRIES INC                                                                                                             | NL INDUSTRIES COMMON STOCK USD.125                                          | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4571 | NS      | $31128.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                                                                                                              | NMI HOLDINGS INC CLASS A COMMON STOCK USD.01                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7878 | NS      | $164650.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                                                | NRG ENERGY INC COMMON STOCK USD.01                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     14356 | NS      | $456807.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC                                                                                              | FIRST CITIZENS BCSHS   CL A COMMON STOCK USD1.0                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       388 | NS      | $294243.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORP                                                                                             | FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0                            | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      9286 | NS      | $129725.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAMP CORP                                                                                                                   | CALAMP CORP COMMON STOCK USD.01                                             | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |      2187 | NS      | $9797.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS INC                                                                                                            | CALAVO GROWERS INC COMMON STOCK USD.001                                     | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $64356.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE CORP                                                                                                                      | NVE CORP COMMON STOCK USD.01                                                | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       502 | NS      | $32504.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL INC                                                                                                                | NV5 GLOBAL INC COMMON STOCK USD.01                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1843 | NS      | $243865.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                                                                                                   | CALERES INC COMMON STOCK USD.01                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      3874 | NS      | $86312.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                                                                     | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3564 | NS      | $155069.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                                                                                                       | NOV INC COMMON STOCK USD.01                                                 | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     23731 | NS      | $495740.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO INDUSTRIES INC                                                                                                          | NACCO INDUSTRIES CL A COMMON STOCK USD1.0                                   | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $38000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                                                                                               | NAPCO SECURITY TECHNOLOGIES COMMON STOCK USD.01                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      5355 | NS      | $147155.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATHAN'S FAMOUS INC                                                                                                           | NATHAN S FAMOUS INC COMMON STOCK USD.01                                     | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       794 | NS      | $53364.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                                                                                | CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01                            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      6097 | NS      | $369722.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                                                                                                     | CALIX INC COMMON STOCK                                                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      3366 | NS      | $230335.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                                                                                                   | NATIONAL BANK HOLD CL A COMMON STOCK                                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3376 | NS      | $142028.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                                                                                        | NATIONAL BEVERAGE CORP COMMON STOCK USD.01                                  | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      8395 | NS      | $390619.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMUNITY BANKSHARES INC                                                                                                | FIRST COMMUNITY BANKSHARES COMMON STOCK USD1.0                              | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1982 | NS      | $67189.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP                                                                                                       | FIRST FINANCIAL BANCORP COMMON STOCK                                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      8992 | NS      | $217876.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORP                                                                                                      | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1582 | NS      | $94129.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                                          | NATIONAL FUEL GAS CO COMMON STOCK USD1.0                                    | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4000 | NS      | $253200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                                                                                                | ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      4145 | NS      | $355558.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                                                                                           | CONTRA ADURO BIOTECH I COMMON STOCK                                         | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |       237 | NS      | $481.11       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                                                                                                  | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      5300 | NS      | $104675.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM CO                                                                                                           | CALLON PETROLEUM CO COMMON STOCK USD.01                                     | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      3677 | NS      | $136379.93    | 0.05%             |  |  |  | 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        |     14820 | NS      | $509808.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORP/IN                                                                                                       | FIRST FINANCIAL CORP/INDIANA COMMON STOCK                                   | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $64281.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                                                                                                          | CAMDEN NATIONAL CORP COMMON STOCK                                           | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1756 | NS      | $73207.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS INC                                                                                                           | CANNAE HOLDINGS INC COMMON STOCK USD.0001                                   | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      3828 | NS      | $79048.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENTS CORP                                                                                                     | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01                               | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      7611 | NS      | $280845.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES INC                                                                                                | NATIONAL PRESTO INDS INC COMMON STOCK USD1.0                                | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $48538.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL NORTHWEST INC                                                                                                 | FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01                               | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |      2239 | NS      | $33540.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC                                                                                                          | FIRST FOUNDATION INC COMMON STOCK USD.001                                   | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      4921 | NS      | $70517.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTALOUPE INC                                                                                                                | CANTALOUPE INC COMMON STOCK                                                 | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      3505 | NS      | $15246.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BANK GROUP INC                                                                                                   | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1890 | NS      | $61425.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORP                                                                                                        | NATIONAL RESEARCH CORP COMMON STOCK USD.001                                 | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      2987 | NS      | $111415.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                                                                                                  | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3794 | NS      | $147055.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                                                                                            | FIRST HORIZON CORP COMMON STOCK USD.625                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     34954 | NS      | $856373.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                                                                                            | FIRST HAWAIIAN INC COMMON STOCK USD.01                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      1200 | NS      | $31248.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                                                                                                 | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9589 | NS      | $82944.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARA THERAPEUTICS INC                                                                                                         | CARA THERAPEUTICS INC COMMON STOCK USD.001                                  | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      3972 | NS      | $42659.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNET BANCORP                                                                                                        | FIRST INTERNET BANCORP COMMON STOCK                                         | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      1284 | NS      | $31175.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC                                                                                               | FIRST INTERSTATE BANCSYS A COMMON STOCK                                     | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      5123 | NS      | $198003.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS INC                                                                                                    | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                                     | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      4224 | NS      | $57530.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGURUS INC                                                                                                                  | CARGURUS INC COMMON STOCK USD.001                                           | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1272 | NS      | $17820.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST OF LONG ISLAND CORP/THE                                                                                                 | FIRST OF LONG ISLAND CORP COMMON STOCK USD.1                                | CUSIP: 320734106<br>LEI: WO4YNEKNSZNVVA7Q7C46 | Long             | EC               | CORP              | US        |      2295 | NS      | $41310.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORP                                                                                                          | FIRST MERCHANTS CORP COMMON STOCK                                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      5621 | NS      | $231079.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                                                                                              | CARLISLE COS INC COMMON STOCK USD1.0                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1053 | NS      | $248139.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                                                                                                         | CARRIAGE SERVICES INC COMMON STOCK USD.01                                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2984 | NS      | $82179.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                                                                      | FIRST MID BANCSHARES INC COMMON STOCK USD4.0                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $16040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                                                                                               | FIRST SOLAR INC COMMON STOCK USD.001                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      8994 | NS      | $1347211.26   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORP                                                                                                               | 1ST SOURCE CORP COMMON STOCK                                                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2546 | NS      | $135167.14    | 0.05%             |  |  |  | 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        |      4847 | NS      | $421252.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                                                                                                                | FIVE BELOW COMMON STOCK USD.01                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      5505 | NS      | $973669.35    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXSTEEL INDUSTRIES INC                                                                                                      | FLEXSTEEL INDS COMMON STOCK USD1.0                                          | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1069 | NS      | $16462.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPARTS.COM INC                                                                                                              | CARPARTS.COM INC COMMON STOCK USD.001                                       | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      2801 | NS      | $17534.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                                                                     | CARPENTER TECHNOLOGY COMMON STOCK USD5.0                                    | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      3912 | NS      | $144509.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                                                                                                                  | CARS.COM INC COMMON STOCK USD.01                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      3931 | NS      | $54129.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER BANKSHARES INC                                                                                                         | CARTER BANKSHARES INC COMMON STOCK USD1.0                                   | CUSIP: 146103106<br>LEI: 549300SO0M022D8D8358 | Long             | EC               | CORP              | US        |       711 | NS      | $11795.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                                                                                                    | FLUOR CORP COMMON STOCK USD.01                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      6585 | NS      | $228236.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                                                                                             | FLOWERS FOODS INC COMMON STOCK USD.01                                       | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     10685 | NS      | $307086.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL ALTERNATIVES INTERNATIONAL INC                                                                                        | NATURAL ALTERNATIVES INTL COMMON STOCK USD.01                               | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |      1000 | NS      | $8390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS SERVICES GROUP INC                                                                                                | NATURAL GAS SERVICES GROUP COMMON STOCK USD.01                              | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $24971.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                                                                                                             | AEROVIRONMENT INC COMMON STOCK USD.0001                                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      2697 | NS      | $231025.02    | 0.08%             |  |  |  | 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        |      4043 | NS      | $640532.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                                                                                     | CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01                             | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      6377 | NS      | $505759.87    | 0.17%             |  |  |  | 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        |      2355 | NS      | $528344.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GROCERS BY VITAMIN COTTAGE INC                                                                                        | NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      2710 | NS      | $24769.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURE'S SUNSHINE PRODUCTS INC                                                                                                | NATURES SUNSHINE PRODS INC COMMON STOCK                                     | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $14144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                                                                                                                | FLOWSERVE CORP COMMON STOCK USD1.25                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2564 | NS      | $78663.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORP                                                                                                       | FLUSHING FINANCIAL CORP COMMON STOCK USD.01                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3899 | NS      | $75562.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CASS INFORMATION SYSTEMS INC                                                                                                  | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5                             | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1788 | NS      | $81926.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLE BIOSCIENCES INC                                                                                                        | CASTLE BIOSCIENCES INC COMMON STOCK USD.001                                 | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $30649.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                                                                                  | NAVIENT CORP COMMON STOCK USD.01                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     17562 | NS      | $288894.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                                                                                    | NELNET INC CL A COMMON STOCK USD.01                                         | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3245 | NS      | $294483.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FONAR CORP                                                                                                                    | FONAR CORP COMMON STOCK USD.0001                                            | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1282 | NS      | $21473.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                                                                                               | FOOT LOCKER INC COMMON STOCK USD.01                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      5979 | NS      | $225946.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                                                                                                                   | NEOGEN CORP COMMON STOCK USD.16                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     10822 | NS      | $164819.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                                                                                                               | NEOGENOMICS INC COMMON STOCK USD.001                                        | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |      5114 | NS      | $47253.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC                                                                                                  | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001                           | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      8570 | NS      | $159402.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                                                                                        | CATHAY GENERAL BANCORP COMMON STOCK USD.01                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      7259 | NS      | $296094.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                                                                                                                   | NETGEAR INC COMMON STOCK USD.001                                            | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      3539 | NS      | $64091.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                                                                                                          | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      8182 | NS      | $265996.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                                                                                            | FORESTAR GROUP INC COMMON STOCK USD1.0                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      3530 | NS      | $54397.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                                                                                                | FORMFACTOR INC COMMON STOCK USD.001                                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      9854 | NS      | $219054.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CATO CORP/THE                                                                                                                 | CATO CORP CLASS A COMMON STOCK USD.033                                      | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2638 | NS      | $24612.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                                                                                                          | CAVCO INDUSTRIES INC COMMON STOCK USD.01                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       986 | NS      | $223082.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                                                                    | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      7426 | NS      | $886961.44    | 0.30%             |  |  |  | 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        |      9687 | NS      | $480668.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH INC                                                                                                        | FORRESTER RESEARCH INC COMMON STOCK USD.01                                  | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      2360 | NS      | $84393.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GOLD CORP                                                                                                           | FORTITUDE GOLD CORP COMMON STOCK USD.01                                     | CUSIP: 34962K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4671 | NS      | $25737.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO/THE                                                                                                         | NEW YORK TIMES CO A COMMON STOCK USD.1                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     18114 | NS      | $587980.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                                                                             | NEWELL BRANDS INC COMMON STOCK USD1.0                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     27926 | NS      | $365272.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                                                       | CENTRAL GARDEN + PET CO COMMON STOCK USD.01                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1247 | NS      | $46700.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                                                       | CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01                             | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4555 | NS      | $163069.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                                                                                                                | NEWMARKET CORP COMMON STOCK                                                 | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       504 | NS      | $156799.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                                                                                             | NEWMARK GROUP INC CLASS A COMMON STOCK USD.01                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24049 | NS      | $191670.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                                                                                                              | FORWARD AIR CORP COMMON STOCK USD.01                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3327 | NS      | $348969.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L B FOSTER CO                                                                                                                 | FOSTER (LB) CO A COMMON STOCK USD.01                                        | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      2165 | NS      | $20957.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                                                                                                  | AGILYSYS INC COMMON STOCK USD.3                                             | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      2848 | NS      | $225390.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                                                                                     | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001                              | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      4111 | NS      | $115436.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP                                                                                                | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3116 | NS      | $63192.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL VALLEY COMMUNITY BANCORP                                                                                              | CENTRAL VALLEY COMM BANCORP COMMON STOCK                                    | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1638 | NS      | $34692.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWPARK RESOURCES INC                                                                                                         | NEWPARK RESOURCES INC COMMON STOCK USD.01                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      5904 | NS      | $24501.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                                                                     | NEWS CORP   CLASS A COMMON STOCK USD.01                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     19977 | NS      | $363581.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                                                                                      | FOX FACTORY HOLDING CORP COMMON STOCK USD.001                               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4825 | NS      | $440184.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO                                                                                                             | FRANKLIN COVEY CO COMMON STOCK USD.05                                       | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2254 | NS      | $105419.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                                                                     | NEWS CORP   CLASS B COMMON STOCK                                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      7188 | NS      | $132546.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC                                                                                                | NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01                            | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     17336 | NS      | $160184.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM CO                                                                                                           | CENTURY ALUMINUM COMPANY COMMON STOCK USD.01                                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      8912 | NS      | $72900.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES INC                                                                                                       | CENTURY COMMUNITIES INC COMMON STOCK USD.01                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3674 | NS      | $183736.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO INC                                                                                                      | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1                                 | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      5666 | NS      | $451863.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FRIEDMAN INDUSTRIES INC                                                                                                       | FRIEDMAN INDUSTRIES COMMON STOCK USD1.0                                     | CUSIP: 358435105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $6853.00      | 0.00%             |  |  |  | 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        |      4189 | NS      | $733200.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                                                                                                             | AGILON HEALTH INC COMMON STOCK USD.01                                       | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5282 | NS      | $85251.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                                                                | AIR LEASE CORP COMMON STOCK USD.01                                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      5985 | NS      | $229943.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                                                                                      | CERIDIAN HCM HOLDING INC COMMON STOCK USD.01                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       863 | NS      | $55361.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA INC                                                                                                                   | CERTARA INC COMMON STOCK USD.01                                             | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5718 | NS      | $91888.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC                                                                                              | AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01                            | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      8228 | NS      | $213763.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC                                                                                                               | ALAMO GROUP INC COMMON STOCK USD.1                                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1320 | NS      | $186912.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                                                                                                 | FRONTDOOR INC COMMON STOCK USD.01                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      4679 | NS      | $97323.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HB FULLER CO                                                                                                                  | H.B. FULLER CO. COMMON STOCK USD1.0                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      6101 | NS      | $436953.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA INC                                                                                                                      | CEVA INC COMMON STOCK USD.001                                               | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      3095 | NS      | $79170.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                                                                                                                | CHAMPIONX CORP COMMON STOCK USD.01                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      9876 | NS      | $286305.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS INC                                                                                                        | ALARM.COM HOLDINGS INC COMMON STOCK                                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      4263 | NS      | $210933.24    | 0.07%             |  |  |  | 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        |      9239 | NS      | $396722.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORP                                                                                                         | FULTON FINANCIAL CORP COMMON STOCK USD2.5                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     15678 | NS      | $263860.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                                                                                                     | GATX CORP COMMON STOCK USD.625                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      3909 | NS      | $415683.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                                                                                                     | ALBANY INTL CORP CL A COMMON STOCK USD.001                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      3573 | NS      | $352262.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                                                                                    | ALCOA CORP COMMON STOCK USD.01                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     16066 | NS      | $730521.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                                                                  | CHARLES RIVER LABORATORIES COMMON STOCK USD.01                              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       527 | NS      | $114833.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORP                                                                                                                    | CHASE CORP COMMON STOCK USD.1                                               | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $97387.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                                                                                                       | G III APPAREL GROUP LTD COMMON STOCK USD.01                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      5008 | NS      | $68659.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI TECHNOLOGY INC                                                                                                            | GSI TECHNOLOGY INC COMMON STOCK USD.001                                     | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4641 | NS      | $8028.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS' WAREHOUSE INC/THE                                                                                                      | CHEFS  WAREHOUSE INC/THE COMMON STOCK USD.01                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      4636 | NS      | $154286.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                                                                                                   | CHEMED CORP COMMON STOCK USD1.0                                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1565 | NS      | $798822.95    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEYRA THERAPEUTICS INC                                                                                                      | ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001                               | CUSIP: 01438T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3971 | NS      | $27638.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALERUS FINANCIAL CORP                                                                                                         | ALERUS FINANCIAL CORP COMMON STOCK USD1.0                                   | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |       466 | NS      | $10881.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                                                                                                               | CHEMOURS CO/THE COMMON STOCK USD.01                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      8849 | NS      | $270956.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                                                                                                     | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867                             | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      2106 | NS      | $248887.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                                                                                                       | GMS INC COMMON STOCK USD.01                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2900 | NS      | $144420.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO INC                                                                                                                | GANNETT CO INC COMMON STOCK USD.01                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |         1 | NS      | $2.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALICO INC                                                                                                                     | ALICO INC COMMON STOCK USD1.0                                               | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $17019.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                                                                       | ATI INC COMMON STOCK USD.1                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     14726 | NS      | $439718.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERATION BIO CO                                                                                                             | GENERATION BIO CO COMMON STOCK USD.0001                                     | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $5985.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC                                                                                                                   | GENESCO INC COMMON STOCK USD1.0                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1490 | NS      | $68569.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                                                                           | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       441 | NS      | $29983.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                                                                                                                    | ALLETE INC COMMON STOCK                                                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      6498 | NS      | $419185.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                                                                  | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       856 | NS      | $32236.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED MOTION TECHNOLOGIES INC                                                                                                | ALLIED MOTION TECHNOLOGIES COMMON STOCK                                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1626 | NS      | $56601.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS INC                                                                                                               | CHICO S FAS INC COMMON STOCK USD.01                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      8580 | NS      | $42213.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDREN'S PLACE INC/THE                                                                                                      | CHILDREN S PLACE INC/THE COMMON STOCK USD.1                                 | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      1314 | NS      | $47855.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                                                                                                   | GENTEX CORP COMMON STOCK USD.06                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     15377 | NS      | $419330.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIE ENERGY LTD                                                                                                              | GENIE ENERGY LTD B COMMON STOCK                                             | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      3300 | NS      | $34122.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                                                                             | ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      6647 | NS      | $276515.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS INC                                                                                           | ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01                            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     14834 | NS      | $261671.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINOOK THERAPEUTICS INC                                                                                                      | CHINOOK THERAPEUTICS INC COMMON STOCK USD.0001                              | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      3978 | NS      | $104223.60    | 0.04%             |  |  |  | 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        |      6024 | NS      | $678543.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                                                                                        | GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     14918 | NS      | $78916.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                                                                                                                  | GENTHERM INC COMMON STOCK                                                   | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      4234 | NS      | $276437.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES INC                                                                                             | ALPHA METALLURGICAL RESOURCE COMMON STOCK USD.01                            | CUSIP: 020764106<br>LEI: 549300C9E158C3V6PT51 | Long             | EC               | CORP              | US        |       886 | NS      | $129701.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAIR ENGINEERING INC                                                                                                        | ALTAIR ENGINEERING INC   A COMMON STOCK                                     | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      3033 | NS      | $137910.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP INC                                                                                                   | GERMAN AMERICAN BANCORP COMMON STOCK                                        | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      3217 | NS      | $119994.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                                                                                      | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01                                | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      3042 | NS      | $139566.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                                           | CHURCHILL DOWNS INC COMMON STOCK                                            | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      3811 | NS      | $805759.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS INC                                                                                                           | CHUY S HOLDINGS INC COMMON STOCK USD.01                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $53883.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTO INGREDIENTS INC                                                                                                          | ALTO INGREDIENTS INC COMMON STOCK USD.001                                   | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      5761 | NS      | $16591.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC                                                                                                                | ALTICE USA INC  A COMMON STOCK USD.01                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      2984 | NS      | $13726.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                                                                                                           | GLACIER BANCORP INC COMMON STOCK USD.01                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     11842 | NS      | $585231.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLATFELTER CORP                                                                                                               | GLATFELTER CORP COMMON STOCK USD.01                                         | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      4665 | NS      | $12968.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                                                                                                    | CIENA CORP COMMON STOCK USD.01                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     15659 | NS      | $798295.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                                                                                                         | CINEMARK HOLDINGS INC COMMON STOCK USD.001                                  | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      7484 | NS      | $64811.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP                                                                                                  | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001                           | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      2666 | NS      | $159293.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED FINANCIAL CORP                                                                                                    | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01                              | CUSIP: 022671101<br>LEI: 254900FMBXF85WQYV433 | Long             | EC               | CORP              | US        |       477 | NS      | $10990.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL INC                                                                                                      | CIRCOR INTERNATIONAL INC COMMON STOCK USD.01                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      2600 | NS      | $62296.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                                                                                                              | CIRRUS LOGIC INC COMMON STOCK USD.001                                       | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      5956 | NS      | $443602.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                                                                                                  | GLAUKOS CORP COMMON STOCK USD.001                                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      3346 | NS      | $146153.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                                                                                                          | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                                    | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4722 | NS      | $111108.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS & NORTHERN CORP                                                                                                      | CITIZENS + NORTHERN CORP COMMON STOCK USD1.0                                | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $19476.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI TRENDS INC                                                                                                               | CITI TRENDS INC COMMON STOCK USD.01                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       818 | NS      | $21660.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                                                                                                            | GLOBUS MEDICAL INC   A COMMON STOCK USD.001                                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      5734 | NS      | $425864.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                                                                                                | GLOBE LIFE INC COMMON STOCK USD1.0                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      5598 | NS      | $674838.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP INC                                                                                                     | AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01                               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       900 | NS      | $15696.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                                                                                                                  | AMEDISYS INC COMMON STOCK USD.001                                           | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      3653 | NS      | $305171.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS INC/TX                                                                                                               | CITIZENS INC COMMON STOCK                                                   | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |      6126 | NS      | $13048.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS COMMUNITY BANCORP INC/WI                                                                                             | CITIZENS COMMUNITY BANCORP I COMMON STOCK USD.01                            | CUSIP: 174903104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $4812.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDEMNITY GROUP LLC                                                                                                    | GLOBAL INDEMNITY GROUP LLC A COMMON STOCK NPV                               | CUSIP: 37959R103<br>LEI: 5493007VRG5VQOUNX418 | Long             | EC               | CORP              | US        |      2160 | NS      | $50349.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                                                                                   | GODADDY INC   CLASS A COMMON STOCK USD.001                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      8025 | NS      | $600430.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING CO                                                                                                               | CITY HOLDING CO COMMON STOCK USD2.5                                         | CUSIP: 177835105<br>LEI: 549300KJZ82173UB3I21 | Long             | EC               | CORP              | US        |      1686 | NS      | $156949.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES INC                                                                                                        | CIVISTA BANCSHARES INC COMMON STOCK                                         | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       270 | NS      | $5942.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERANT BANCORP INC                                                                                                           | AMERANT BANCORP INC COMMON STOCK USD.1                                      | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |       661 | NS      | $17741.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                                                                                             | U HAUL HOLDING CO NON VOTING COMMON STOCK                                   | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      9522 | NS      | $523519.56    | 0.18%             |  |  |  | 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        |      4835 | NS      | $49075.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO INC                                                                                                                     | GOPRO INC CLASS A COMMON STOCK USD.0001                                     | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      6985 | NS      | $34785.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                                         | CIVITAS RESOURCES INC COMMON STOCK                                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      2093 | NS      | $121247.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                                                                                             | CLEAN HARBORS INC COMMON STOCK USD.01                                       | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5266 | NS      | $600955.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERESCO INC                                                                                                                  | AMERESCO INC CL A COMMON STOCK USD.0001                                     | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      4050 | NS      | $231417.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                                                                                   | AMERICAN AIRLINES GROUP INC COMMON STOCK                                    | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      6949 | NS      | $88391.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GORMAN-RUPP CO/THE                                                                                                            | GORMAN RUPP CO COMMON STOCK                                                 | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3803 | NS      | $97432.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                                                                                     | GRACO INC COMMON STOCK USD1.0                                               | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      9590 | NS      | $645023.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                                                                                                       | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001                               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     20279 | NS      | $105450.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARFIELD INC                                                                                                                | CLEARFIELD INC COMMON STOCK USD.01                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      2380 | NS      | $224053.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS INC                                                                                    | AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01                            | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3721 | NS      | $29098.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                                                                                                 | AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     19472 | NS      | $271829.12    | 0.09%             |  |  |  | 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        |       462 | NS      | $279145.02    | 0.09%             |  |  |  | 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        |      3776 | NS      | $398972.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                                                                                         | CLEARWATER PAPER CORP COMMON STOCK USD.0001                                 | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1838 | NS      | $69494.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                                                           | CLEARWAY ENERGY INC A COMMON STOCK USD.01                                   | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3716 | NS      | $111182.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO                                                                                    | AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0                            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     10429 | NS      | $475770.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC/OH                                                                                               | AMERICAN FINANCIAL GROUP INC COMMON STOCK                                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3696 | NS      | $507386.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                                                                                      | GRANITE CONSTRUCTION INC COMMON STOCK USD.01                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      4358 | NS      | $152835.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                                                                                  | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01                            | CUSIP: 388689101<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | EC               | CORP              | US        |      8918 | NS      | $198425.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                                                           | CLEARWAY ENERGY INC C COMMON STOCK                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      9495 | NS      | $302605.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COASTAL FINANCIAL CORP/WA                                                                                                     | COASTAL FINANCIAL CORP/WA COMMON STOCK                                      | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       555 | NS      | $26373.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL BANKSHARES INC                                                                                              | AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1.0                            | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      1508 | NS      | $55690.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN OUTDOOR BRANDS INC                                                                                                   | AMERICAN OUTDOOR BRANDS INC COMMON STOCK                                    | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1946 | NS      | $19498.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHITE BIO INC                                                                                                              | GRAPHITE BIO INC COMMON STOCK USD.00001                                     | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3123 | NS      | $10368.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                                                                                                           | GRAY TELEVISION INC COMMON STOCK                                            | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      8433 | NS      | $94365.27     | 0.03%             |  |  |  | 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        |      1082 | NS      | $554373.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                                                                                                              | COEUR MINING INC COMMON STOCK USD.01                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      9190 | NS      | $30878.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORP                                                                                                | GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      7436 | NS      | $44244.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                                                                                                    | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1501 | NS      | $89294.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SOFTWARE INC/GA                                                                                                      | AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1                               | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4461 | NS      | $65487.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                                                                                                      | AMERICAN STATES WATER CO COMMON STOCK                                       | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      4082 | NS      | $377789.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS INC                                                                                            | COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001                           | CUSIP: 19239V302<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | EC               | CORP              | US        |      5536 | NS      | $315994.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                                                                                                   | COGNEX CORP COMMON STOCK USD.002                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      4633 | NS      | $218260.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                                                                                                      | GREEN BRICK PARTNERS INC COMMON STOCK USD.01                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      4024 | NS      | $97501.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                                                                                                                | GREEN DOT CORP CLASS A COMMON STOCK USD.001                                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5205 | NS      | $82343.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS INC                                                                                                            | COHEN + STEERS INC COMMON STOCK USD.01                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      5127 | NS      | $330999.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                                                                                                 | COHERENT CORP COMMON STOCK                                                  | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      4854 | NS      | $170375.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                                                                                              | GREEN PLAINS INC COMMON STOCK USD.001                                       | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      5096 | NS      | $155428.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COS INC/THE                                                                                                        | GREENBRIER COMPANIES INC COMMON STOCK                                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      3984 | NS      | $133583.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                                                                                                        | AMERICAN VANGUARD CORP COMMON STOCK USD.1                                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      3554 | NS      | $77157.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WELL CORP                                                                                                            | AMERICAN WELL CORP CLASS A COMMON STOCK USD.01                              | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12361 | NS      | $34981.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                                                                                                      | COHU INC COMMON STOCK USD1.0                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      5114 | NS      | $163903.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                                                                                                   | ENOVIS CORP COMMON STOCK USD.001                                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      3400 | NS      | $181968.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORP                                                                                                        | AMERICAN WOODMARK CORP COMMON STOCK                                         | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1353 | NS      | $66107.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART INC/TX                                                                                                     | AMERICA S CAR MART INC COMMON STOCK USD.01                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $59397.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                                                                                     | GREIF INC CL A COMMON STOCK                                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2553 | NS      | $171204.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                                                                                     | GREIF INC CL B COMMON STOCK                                                 | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1193 | NS      | $93328.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                                                                                                                 | AMERISAFE INC COMMON STOCK USD.01                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      1961 | NS      | $101913.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISERV FINANCIAL INC                                                                                                       | AMERISERV FINANCIAL INC COMMON STOCK USD.01                                 | CUSIP: 03074A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $17292.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS INC                                                                                                    | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001                            | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4703 | NS      | $52767.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                                                                                                                  | GRIFFON CORP COMMON STOCK USD.25                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5311 | NS      | $190080.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                                                                                                | AMERIS BANCORP COMMON STOCK USD1.0                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      6744 | NS      | $317912.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                                                          | AMKOR TECHNOLOGY INC COMMON STOCK USD.001                                   | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     25678 | NS      | $615758.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                                                                                                   | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001                            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2734 | NS      | $79805.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                                        | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1940 | NS      | $349917.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                                                                                                 | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK USD.0001                          | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      5670 | NS      | $158873.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLIFY ENERGY CORP                                                                                                           | AMPLIFY ENERGY CORP COMMON STOCK                                            | CUSIP: 03212B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1867 | NS      | $16410.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                                                                                                  | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001                           | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2590 | NS      | $60088.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                                                                                                   | COLUMBIA BANKING SYSTEM INC COMMON STOCK                                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7605 | NS      | $229138.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMTECH SYSTEMS INC                                                                                                            | AMTECH SYSTEMS INC COMMON STOCK USD.01                                      | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |      2822 | NS      | $21447.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANAPTYSBIO INC                                                                                                                | ANAPTYSBIO INC COMMON STOCK USD.001                                         | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      2569 | NS      | $79613.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS? INC                                                                                                                    | GUESS? INC COMMON STOCK USD.01                                              | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      5086 | NS      | $105229.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                                                                        | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001                                | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3773 | NS      | $236038.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC/THE                                                                                                             | ANDERSONS INC/THE COMMON STOCK                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      4055 | NS      | $141884.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                                                                                                             | ANGIODYNAMICS INC COMMON STOCK USD.01                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      4953 | NS      | $68202.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                                                                                        | ANIKA THERAPEUTICS INC COMMON STOCK USD.01                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1795 | NS      | $53132.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                                                         | ANTERO RESOURCES CORP COMMON STOCK USD.01                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5180 | NS      | $160528.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                                                                                          | GULFPORT ENERGY CORP COMMON STOCK USD.0001                                  | CUSIP: 402635502<br>LEI: 549300FJX18IDUFPHD40 | Long             | EC               | CORP              | US        |       944 | NS      | $69516.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                                                                              | HF SINCLAIR CORP COMMON STOCK                                               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |      9611 | NS      | $498714.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                                                         | ANTERO MIDSTREAM CORP COMMON STOCK                                          | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30266 | NS      | $326570.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERIX INC                                                                                                                   | ANTERIX INC COMMON STOCK USD.0001                                           | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      1066 | NS      | $34293.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                                                                                    | H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01                              | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      4346 | NS      | $197308.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                                                                                                      | HNI CORP COMMON STOCK USD1.0                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      3568 | NS      | $101438.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL INC                                                                                                        | COLUMBIA FINANCIAL INC COMMON STOCK USD.01                                  | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      2819 | NS      | $60946.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                                                                        | COLUMBIA SPORTSWEAR CO COMMON STOCK                                         | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4507 | NS      | $394723.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HACKETT GROUP INC/THE                                                                                                         | HACKETT GROUP INC/THE COMMON STOCK USD.001                                  | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      4098 | NS      | $83476.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                                                                                                              | HAEMONETICS CORP/MASS COMMON STOCK USD.01                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      5164 | NS      | $406148.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC                                                                                                        | APOGEE ENTERPRISES INC COMMON STOCK USD.333                                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2316 | NS      | $102969.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                                                                                           | APPLIED INDUSTRIAL TECH INC COMMON STOCK                                    | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      4375 | NS      | $551381.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC/THE                                                                                                  | HAIN CELESTIAL GROUP INC COMMON STOCK USD.01                                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      1695 | NS      | $27425.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLADOR ENERGY CO                                                                                                            | HALLADOR ENERGY CO COMMON STOCK USD.01                                      | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      3193 | NS      | $31898.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                                                                                | APTARGROUP INC COMMON STOCK USD.01                                          | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      5666 | NS      | $623146.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                                                                                       | ARAMARK COMMON STOCK USD.01                                                 | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     20945 | NS      | $865866.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                                                                                                                  | ARCBEST CORP COMMON STOCK USD.01                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3093 | NS      | $216633.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES INC                                                                                                            | ARCH RESOURCES INC COMMON STOCK USD.01                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1708 | NS      | $243885.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP/NY                                                                                                     | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2642 | NS      | $85785.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                                                                                       | COMFORT SYSTEMS USA INC COMMON STOCK USD.01                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      4850 | NS      | $558138.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                                                                     | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001                              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     10812 | NS      | $615202.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON BEACH BRANDS HOLDING CO                                                                                              | HAMILTON BEACH BRAND A COMMON STOCK                                         | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $24780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                                                                                  | ARCHROCK INC COMMON STOCK USD.01                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     12231 | NS      | $109834.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                                                                                                    | ARCOSA INC COMMON STOCK USD.01                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1853 | NS      | $100692.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INC                                                                                                             | HAMILTON LANE INC CLASS A COMMON STOCK                                      | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1792 | NS      | $114472.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                                                                                                          | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      6503 | NS      | $314680.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                                                                                                  | ARCONIC CORP COMMON STOCK USD.01                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4728 | NS      | $100044.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                                                                                         | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001                                 | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2904 | NS      | $60054.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORP                                                                                                          | HANMI FINANCIAL CORPORATION COMMON STOCK USD.001                            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3586 | NS      | $88753.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/THE                                                                                               | HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2145 | NS      | $289853.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP INC                                                                                                         | HARBORONE BANCORP INC COMMON STOCK USD.01                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      6045 | NS      | $84025.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                                                                           | HARLEY DAVIDSON INC COMMON STOCK USD.01                                     | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      9600 | NS      | $399360.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTURUS THERAPEUTICS HOLDINGS INC                                                                                            | ARCTURUS THERAPEUTICS HOLDIN COMMON STOCK USD.001                           | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2548 | NS      | $43214.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLO TECHNOLOGIES INC                                                                                                         | ARLO TECHNOLOGIES INC COMMON STOCK USD.001                                  | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     10925 | NS      | $38346.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                                                                                  | COMERICA INC COMMON STOCK USD5.0                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      7707 | NS      | $515212.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                                                                                                    | COMMERCE BANCSHARES INC COMMON STOCK USD5.0                                 | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8574 | NS      | $583632.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                                                                                                                  | HARMONIC INC COMMON STOCK USD.001                                           | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     10330 | NS      | $135323.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS INC                                                                                              | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK USD.00001                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3561 | NS      | $196211.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                                          | COMMERCIAL METALS CO COMMON STOCK USD.01                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     13236 | NS      | $639298.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL VEHICLE GROUP INC                                                                                                  | COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01                            | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |      3758 | NS      | $25591.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                                                                                | ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      4794 | NS      | $328820.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                                                                                         | ARROW ELECTRONICS INC COMMON STOCK USD1.0                                   | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      7096 | NS      | $742028.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD BIOSCIENCE INC                                                                                                        | HARVARD BIOSCIENCE INC COMMON STOCK USD.01                                  | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      5522 | NS      | $15295.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                                                                                    | HASBRO INC COMMON STOCK USD.5                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3528 | NS      | $215243.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COS INC                                                                                                     | HAVERTY FURNITURE COMMON STOCK USD1.0                                       | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1983 | NS      | $59291.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC                                                                                              | HAWAIIAN ELECTRIC INDS COMMON STOCK                                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      7162 | NS      | $299729.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW FINANCIAL CORP                                                                                                          | ARROW FINANCIAL CORP COMMON STOCK USD1.0                                    | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      2213 | NS      | $75020.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RESOURCES CORP                                                                                                       | ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1.0                            | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1177 | NS      | $68948.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC                                                                                         | ARTISAN PARTNERS ASSET MA  A COMMON STOCK USD.01                            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      7515 | NS      | $223195.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                                   | ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2143 | NS      | $384132.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING CO INC                                                                                                      | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     11391 | NS      | $83723.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM INC                                                                                                     | COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      4718 | NS      | $296998.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS INC                                                                                                         | HAWAIIAN HOLDINGS INC COMMON STOCK USD.01                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      6255 | NS      | $64176.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS INC                                                                                                                   | HAWKINS INC COMMON STOCK USD.01                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      2648 | NS      | $102212.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL INC                                                                                                      | HAYNES INTERNATIONAL INC COMMON STOCK USD.001                               | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      1229 | NS      | $56153.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM INC                                                                                                              | HEALTHSTREAM INC COMMON STOCK                                               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      3803 | NS      | $94466.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                                                                                   | ASHLAND INC COMMON STOCK                                                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      4043 | NS      | $434743.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FINANCIAL HOLDINGS INC                                                                                              | ASSETMARK FINANCIAL HOLDINGS COMMON STOCK USD.001                           | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      3140 | NS      | $72220.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                                                                                              | HEALTHEQUITY INC COMMON STOCK USD.0001                                      | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      5161 | NS      | $318124.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                                                                                                         | HEARTLAND EXPRESS INC COMMON STOCK USD.01                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      8017 | NS      | $122980.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                                                                                   | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $101321.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                                                                         | COMMVAULT SYSTEMS INC COMMON STOCK USD.01                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2675 | NS      | $168097.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                                                                          | ASSOCIATED BANC CORP COMMON STOCK USD.01                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     14942 | NS      | $345010.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                                                                                  | ASSURANT INC COMMON STOCK USD.01                                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4350 | NS      | $544011.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA INC                                                                                                   | HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      4558 | NS      | $212493.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                                                                                               | HECLA MINING CO COMMON STOCK USD.25                                         | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     30869 | NS      | $171631.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                                                                                                          | ASTEC INDUSTRIES INC COMMON STOCK USD.2                                     | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1967 | NS      | $79978.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONOVA INC                                                                                                                 | ASTRONOVA INC COMMON STOCK USD.05                                           | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |      1572 | NS      | $20153.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL INC                                                                                        | HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01                               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      1928 | NS      | $53926.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                                                                       | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001                                | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      3760 | NS      | $204694.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS INC                                                                                             | COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001                            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1636 | NS      | $44531.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER TASK GROUP INC                                                                                                       | COMPUTER TASK GROUP INC COMMON STOCK USD.01                                 | CUSIP: 205477102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4027 | NS      | $30444.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORP                                                                                                                | ASTRONICS CORP CL B COMMON STOCK USD.01                                     | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       693 | NS      | $6895.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                                                                                    | ATKORE INC COMMON STOCK USD.01                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      5678 | NS      | $643998.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP INC                                                                                              | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK                                   | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      8345 | NS      | $61586.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                                                                                                         | HELMERICH + PAYNE COMMON STOCK USD.1                                        | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      6380 | NS      | $316256.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                                                                                                | ATLANTIC UNION BANKSHARES CO COMMON STOCK USD1.33                           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6981 | NS      | $245312.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                                                                      | ATLANTICUS HOLDINGS CORP COMMON STOCK                                       | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3144 | NS      | $82372.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                                                                                        | HERITAGE COMMERCE CORP COMMON STOCK                                         | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      6526 | NS      | $84838.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                                                                             | HERC HOLDINGS INC COMMON STOCK USD.01                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4556 | NS      | $599432.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                                                        | COMSTOCK RESOURCES INC COMMON STOCK USD.5                                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     11934 | NS      | $163615.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMUNICATIONS CORP                                                                                               | COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1                               | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      3207 | NS      | $38932.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS INC                                                                                              | ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      3175 | NS      | $320040.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE INC                                                                                                                  | ATRICURE INC COMMON STOCK USD.001                                           | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3107 | NS      | $137888.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRION CORP                                                                                                                   | ATRION CORPORATION COMMON STOCK USD.1                                       | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $112449.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                                                                                   | AUTOLIV INC COMMON STOCK USD1.0                                             | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      6358 | NS      | $486895.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORP/WA                                                                                                    | HERITAGE FINANCIAL CORP COMMON STOCK                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4162 | NS      | $127523.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN INC                                                                                                    | HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2532 | NS      | $82239.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCERT PHARMACEUTICALS INC                                                                                                   | CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001                            | CUSIP: 206022105<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |      2527 | NS      | $14757.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                                                                                               | CONCENTRIX CORP COMMON STOCK                                                | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3341 | NS      | $444887.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                                                                                | AUTONATION INC COMMON STOCK USD.01                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4060 | NS      | $435638.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                                                                                            | AVANOS MEDICAL INC COMMON STOCK USD.01                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      4019 | NS      | $108754.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORP                                                                                                                    | HESKA CORP COMMON STOCK USD.001                                             | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       880 | NS      | $54700.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                                                                                                                   | HEXCEL CORP COMMON STOCK USD.01                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      5671 | NS      | $333738.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INC                                                                                                                  | CONDUENT INC COMMON STOCK USD.01                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      5702 | NS      | $23093.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                                                                                                   | CONMED CORP COMMON STOCK USD.01                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      2255 | NS      | $199883.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                                                                                                           | AVID TECHNOLOGY INC COMMON STOCK USD.01                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      7133 | NS      | $189666.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                                                                                                          | AVID BIOSERVICES INC COMMON STOCK USD.001                                   | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      5072 | NS      | $69841.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT INC                                                                                                                   | HIBBETT INC COMMON STOCK USD.01                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1600 | NS      | $109152.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                                                                                                          | HILLTOP HOLDINGS INC COMMON STOCK USD.01                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      6988 | NS      | $209709.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                                                                                   | AVIENT CORP COMMON STOCK USD.01                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     10014 | NS      | $338072.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDITY BIOSCIENCES INC                                                                                                       | AVIDITY BIOSCIENCES INC COMMON STOCK                                        | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4762 | NS      | $105668.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HINGHAM INSTITUTION FOR SAVINGS THE                                                                                           | HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1.0                            | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       236 | NS      | $65126.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC/AR                                                                                                        | HOME BANCSHARES INC COMMON STOCK USD.01                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13006 | NS      | $296406.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                                                                                                   | AVISTA CORP COMMON STOCK                                                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      6896 | NS      | $305768.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                                                                                     | AVNET INC COMMON STOCK USD1.0                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      8026 | NS      | $333721.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                                                                                                        | CONNECTONE BANCORP INC COMMON STOCK                                         | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      4989 | NS      | $120783.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONN'S INC                                                                                                                    | CONN S INC COMMON STOCK USD.01                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      3722 | NS      | $25607.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCORP INC                                                                                                              | HOME BANCORP INC COMMON STOCK USD.01                                        | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |       994 | NS      | $39789.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                                                                                                                | HOMESTREET INC COMMON STOCK                                                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2447 | NS      | $67488.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                                                                                                      | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001                               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3944 | NS      | $312995.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                                                                           | AXON ENTERPRISE INC COMMON STOCK USD.00001                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      4947 | NS      | $820855.71    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                                                                      | HOMETRUST BANCSHARES INC COMMON STOCK                                       | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2255 | NS      | $54503.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOOKER FURNISHINGS CORP                                                                                                       | HOOKER FURNISHINGS CORP COMMON STOCK                                        | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1742 | NS      | $32575.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                                                                                                            | AXOS FINANCIAL INC COMMON STOCK USD.01                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      7155 | NS      | $273464.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AXONICS INC                                                                                                                   | AXONICS INC COMMON STOCK USD.0001                                           | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      2988 | NS      | $186839.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                                                 | CONSENSUS CLOUD SOLUTION COMMON STOCK USD.01                                | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $77898.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                                                                                                             | CONSOL ENERGY INC COMMON STOCK USD.01                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2376 | NS      | $154440.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                                                                                                              | HOPE BANCORP INC COMMON STOCK USD.001                                       | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     11541 | NS      | $147840.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                                                                                                    | HORACE MANN EDUCATORS COMMON STOCK USD.001                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      4392 | NS      | $164129.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP INC/IN                                                                                                        | HORIZON BANCORP INC/IN COMMON STOCK                                         | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      5096 | NS      | $76847.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                                                                                                            | HOSTESS BRANDS INC COMMON STOCK USD.0001                                    | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4664 | NS      | $104660.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                                                                                 | B+G FOODS INC COMMON STOCK USD.01                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      8145 | NS      | $90816.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP INC                                                                                                               | BCB BANCORP INC COMMON STOCK                                                | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       878 | NS      | $15795.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES INC                                                                                               | CONSUMER PORTFOLIO SERVICES COMMON STOCK                                    | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4988 | NS      | $44143.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTAINER STORE GROUP INC/THE                                                                                                 | CONTAINER STORE GROUP INC/TH COMMON STOCK USD.01                            | CUSIP: 210751103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $9051.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                                                                            | HOULIHAN LOKEY INC COMMON STOCK USD.001                                     | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1002 | NS      | $87334.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                                                                        | HOWARD HUGHES CORP/THE COMMON STOCK                                         | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      1009 | NS      | $77107.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                                                                                                                 | HUB GROUP INC CL A COMMON STOCK USD.01                                      | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4420 | NS      | $351345.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                                                                                   | HUBBELL INC COMMON STOCK USD.01                                             | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2099 | NS      | $492593.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS INC                                                                                                              | BGC PARTNERS INC CL A COMMON STOCK USD.01                                   | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     30567 | NS      | $115237.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS INC                                                                                              | BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      4618 | NS      | $305526.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                                                                                                      | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001                               | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      7842 | NS      | $159271.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE MOLDING TECHNOLOGIES INC                                                                                                 | CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01                            | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      1500 | NS      | $19485.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                                                                                                 | HUNTSMAN CORP COMMON STOCK USD.01                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     12047 | NS      | $331051.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HURCO COS INC                                                                                                                 | HURCO COMPANIES INC COMMON STOCK                                            | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      1000 | NS      | $26130.00     | 0.01%             |  |  |  | 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        |      2355 | NS      | $45475.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                                                                                              | QUIDELORTHO CORP COMMON STOCK USD.001                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       446 | NS      | $38208.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC                                                                                                    | HURON CONSULTING GROUP INC COMMON STOCK USD.01                              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      2643 | NS      | $191881.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                                                                                             | HYATT HOTELS CORP   CL A COMMON STOCK USD.01                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       811 | NS      | $73354.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                                                                                                            | BOK FINANCIAL CORPORATION COMMON STOCK USD.00006                            | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      5182 | NS      | $537839.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BK TECHNOLOGIES CORP                                                                                                          | BK TECHNOLOGIES CORP COMMON STOCK USD.6                                     | CUSIP: 05587G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $6640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORP                                                                                                                      | IDT CORP CLASS B COMMON STOCK USD.01                                        | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2980 | NS      | $83946.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE MATERIALS HANDLING INC                                                                                            | HYSTER YALE MATERIALS COMMON STOCK USD.01                                   | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $4176.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                                                                                                   | CORVEL CORP COMMON STOCK USD.0001                                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2837 | NS      | $412301.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                                                                                      | COTY INC CL A COMMON STOCK USD.01                                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     46457 | NS      | $397671.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                                                                                                       | IAA INC COMMON STOCK USD.01                                                 | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      7400 | NS      | $296000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                                                                                                         | ICF INTERNATIONAL INC COMMON STOCK USD.001                                  | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2012 | NS      | $199288.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                                          | BWX TECHNOLOGIES INC COMMON STOCK USD.01                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      3927 | NS      | $228080.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                                                                                                              | BADGER METER INC COMMON STOCK USD1.0                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      3368 | NS      | $367213.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                                                                                              | IES HOLDINGS INC COMMON STOCK USD.01                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2548 | NS      | $90632.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                                                                                                            | IPG PHOTONICS CORP COMMON STOCK USD.0001                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1782 | NS      | $168701.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                                                                                                                  | BALCHEM CORP COMMON STOCK USD.0667                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      3741 | NS      | $456813.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORP                                                                                                                | BANCFIRST CORP COMMON STOCK USD1.0                                          | CUSIP: 05945F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3303 | NS      | $291258.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC                                                                                                  | COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1911 | NS      | $66063.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                                                                                                             | CRANE HOLDINGS CO COMMON STOCK USD1.0                                       | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3089 | NS      | $310290.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRAWFORD & CO                                                                                                                 | CRAWFORD + CO   CL B COMMON STOCK USD1.0                                    | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      3345 | NS      | $17761.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRAWFORD & CO                                                                                                                 | CRAWFORD + COMPANY  CL A COMMON STOCK USD1.0                                | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      5638 | NS      | $31347.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                                                                                       | ITT INC COMMON STOCK USD1.0                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5131 | NS      | $416124.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                                                                                   | IDACORP INC COMMON STOCK                                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2837 | NS      | $305970.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC/THE                                                                                                               | BANCORP INC/THE COMMON STOCK USD1.0                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6121 | NS      | $173713.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                                                                                                        | BANC OF CALIFORNIA INC COMMON STOCK USD.01                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      5994 | NS      | $95484.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA BIOSCIENCES INC                                                                                                        | IDEAYA BIOSCIENCES INC COMMON STOCK                                         | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      4393 | NS      | $79820.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDENTIV INC                                                                                                                   | IDENTIV INC COMMON STOCK USD.001                                            | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       927 | NS      | $6711.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC                                                                                                 | CRINETICS PHARMACEUTICALS IN COMMON STOCK USD.001                           | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |       551 | NS      | $10083.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE INC                                                                                                  | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001                          | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      5512 | NS      | $146453.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                                                                                                               | IHEARTMEDIA INC   CLASS A COMMON STOCK                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $12578.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORP                                                                                                                     | IMAX CORP COMMON STOCK                                                      | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      4117 | NS      | $60355.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                                                                                            | CROWN HOLDINGS INC COMMON STOCK USD5.0                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      2141 | NS      | $176011.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                                                                                                                  | ARTIVION INC COMMON STOCK USD.01                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      5028 | NS      | $60939.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                                                                                                                | IMMUNOVANT INC COMMON STOCK USD.0001                                        | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5637 | NS      | $100056.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                                                                                                         | INDEPENDENT BANK CORP/MA COMMON STOCK USD.01                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      5005 | NS      | $422572.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CRYOPORT INC                                                                                                                  | CRYOPORT INC COMMON STOCK USD.001                                           | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3270 | NS      | $56734.50     | 0.02%             |  |  |  | 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        |      3828 | NS      | $511803.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP/MI                                                                                                      | INDEPENDENT BANK CORP   MICH COMMON STOCK USD1.0                            | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $14352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC                                                                                                    | INDEPENDENT BANK GROUP INC COMMON STOCK USD.01                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2187 | NS      | $131394.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLINAN ONCOLOGY INC                                                                                                         | CULLINAN ONCOLOGY INC COMMON STOCK USD.0001                                 | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $12016.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMBERLAND PHARMACEUTICALS INC                                                                                                | CUMBERLAND PHARMACEUTICALS COMMON STOCK                                     | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5912 | NS      | $13302.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATION SERVICES GROUP INC                                                                                                | INFORMATION SERVICES GROUP COMMON STOCK USD.0001                            | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      2180 | NS      | $10028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                                                                                                 | INGEVITY CORP COMMON STOCK USD.01                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2357 | NS      | $166027.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                                                                                                           | CURTISS WRIGHT CORP COMMON STOCK USD1.0                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2577 | NS      | $430333.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                                                                                         | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4720 | NS      | $133764.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                                                                                                            | INGLES MARKETS INC CLASS A COMMON STOCK USD.05                              | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1973 | NS      | $190315.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                                                                                                 | INGREDION INC COMMON STOCK USD.01                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3754 | NS      | $367629.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CYMABAY THERAPEUTICS INC                                                                                                      | CYMABAY THERAPEUTICS INC COMMON STOCK USD.0001                              | CUSIP: 23257D103<br>LEI: 549300YT9GNL852E7F84 | Long             | EC               | CORP              | US        |      6353 | NS      | $39833.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI GROUP INC                                                                                                                 | DHI GROUP INC COMMON STOCK USD.01                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      8881 | NS      | $46980.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                                                                       | INSIGHT ENTERPRISES INC COMMON STOCK USD.01                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      3841 | NS      | $385137.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                                                                                                  | INNOSPEC INC COMMON STOCK USD.01                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2704 | NS      | $278133.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE SOLUTIONS AND SUPPORT INC                                                                                          | INNOVATIVE SOLUTIONS + SUPP COMMON STOCK USD.001                            | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3248 | NS      | $26698.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES INC                                                                                                        | INSTEEL INDUSTRIES INC COMMON STOCK                                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      2278 | NS      | $62690.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                                                                                                 | INSPERITY INC COMMON STOCK USD.01                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      4545 | NS      | $516312.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                                                                               | INSTALLED BUILDING PRODUCTS COMMON STOCK USD.01                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3050 | NS      | $261080.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC/TX                                                                                                        | DXP ENTERPRISES INC COMMON STOCK USD.01                                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2323 | NS      | $63998.65     | 0.02%             |  |  |  | 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        |      1881 | NS      | $103944.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                                                                                                  | INNOVIVA INC COMMON STOCK USD.01                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      5963 | NS      | $79009.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRED ENTERTAINMENT INC                                                                                                    | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001                            | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      1305 | NS      | $16534.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                                                             | DXC TECHNOLOGY CO COMMON STOCK USD.01                                       | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     11187 | NS      | $296455.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                                                                      | DANA INC COMMON STOCK USD.01                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      9900 | NS      | $149787.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORP                                                                                            | INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01                            | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      6371 | NS      | $357221.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                                                                         | INTEGER HOLDINGS CORP COMMON STOCK USD.001                                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3152 | NS      | $215785.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                                                                                                           | BANK OF HAWAII CORP COMMON STOCK USD.01                                     | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3456 | NS      | $268047.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                                                                                         | BANK OF MARIN BANCORP/CA COMMON STOCK                                       | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1580 | NS      | $51950.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                                                                                                     | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001                             | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      2590 | NS      | $90365.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS INC                                                                                                             | INTER PARFUMS INC COMMON STOCK USD.001                                      | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3888 | NS      | $375269.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                                                                                                                 | INTERFACE INC COMMON STOCK USD.1                                            | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      5834 | NS      | $57581.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                                                                              | INTERDIGITAL INC COMMON STOCK USD.01                                        | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      3064 | NS      | $151606.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORP                                                                                                 | INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5903 | NS      | $270121.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS INC                                                                                               | INTERNATIONAL MONEY EXPRESS COMMON STOCK                                    | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1977 | NS      | $48179.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                                                       | DARLING INGREDIENTS INC COMMON STOCK USD.01                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     13438 | NS      | $841084.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT INC                                                                                             | DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01                            | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      4530 | NS      | $160543.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                                                                    | DAVITA INC COMMON STOCK USD.001                                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      8508 | NS      | $635292.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC                                                                                                | DAY ONE BIOPHARMACEUTICALS I COMMON STOCK USD.0001                          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $21025.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                                                                                                      | BANK OZK COMMON STOCK                                                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      4569 | NS      | $183034.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                                                                                                                | BANKUNITED INC COMMON STOCK USD.01                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3310 | NS      | $112440.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DECIPHERA PHARMACEUTICALS INC                                                                                                 | DECIPHERA PHARMACEUTICALS IN COMMON STOCK USD.01                            | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      4588 | NS      | $75197.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                                                                                                          | DECKERS OUTDOOR CORP COMMON STOCK USD.01                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2964 | NS      | $1183110.24   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                                                                                                   | BANNER CORPORATION COMMON STOCK USD.01                                      | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3355 | NS      | $212036.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKWELL FINANCIAL GROUP INC                                                                                                  | BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV                               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       326 | NS      | $9594.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR HARBOR BANKSHARES                                                                                                         | BAR HARBOR BANKSHARES COMMON STOCK USD2.0                                   | CUSIP: 066849100<br>LEI: 549300VR3QTN4GZYUR03 | Long             | EC               | CORP              | US        |      2089 | NS      | $66931.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                                                                                                              | BARNES GROUP INC COMMON STOCK USD.01                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      4989 | NS      | $203800.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                                                                                         | DELEK US HOLDINGS INC COMMON STOCK USD.01                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      7082 | NS      | $191214.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA APPAREL INC                                                                                                             | DELTA APPAREL INC COMMON STOCK USD.01                                       | CUSIP: 247368103<br>LEI: 549300YCES15WEDS8Z04 | Long             | EC               | CORP              | US        |      1153 | NS      | $12233.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES INC                                                                                                 | BARRETT BUSINESS SVCS INC COMMON STOCK USD.01                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       935 | NS      | $87216.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BASSETT FURNITURE INDUSTRIES INC                                                                                              | BASSETT FURNITURE INDS COMMON STOCK USD5.0                                  | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $18770.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                                                                                                                   | DENBURY INC COMMON STOCK USD.001                                            | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      2643 | NS      | $229993.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                                                                                   | DELUXE CORP COMMON STOCK USD1.0                                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      4032 | NS      | $68463.36     | 0.02%             |  |  |  | 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        |      4874 | NS      | $205390.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                                                                                                     | BEACON ROOFING SUPPLY INC COMMON STOCK USD.01                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      7687 | NS      | $405796.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DENNY'S CORP                                                                                                                  | DENNY S CORP COMMON STOCK USD.01                                            | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      4694 | NS      | $43231.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                                                                                                           | DENTSPLY SIRONA INC COMMON STOCK USD.01                                     | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      8130 | NS      | $258859.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGN THERAPEUTICS INC                                                                                                       | DESIGN THERAPEUTICS INC COMMON STOCK USD.0001                               | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $10331.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DESTINATION XL GROUP INC                                                                                                      | DESTINATION XL GROUP INC COMMON STOCK USD.01                                | CUSIP: 25065K104<br>LEI: 894500C01N4HB1GDIQ11 | Long             | EC               | CORP              | US        |      3560 | NS      | $24030.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA INC                                                                                                          | BEAZER HOMES USA INC COMMON STOCK USD.001                                   | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1643 | NS      | $20964.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL FUSE INC                                                                                                                  | BEL FUSE INC CL B COMMON STOCK USD.1                                        | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1421 | NS      | $46779.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP INC                                                                                             | DIAMOND HILL INVESTMENT GRP COMMON STOCK                                    | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       289 | NS      | $53470.78     | 0.02%             |  |  |  | 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        |      6038 | NS      | $726311.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                                                                                    | BELDEN INC COMMON STOCK USD.01                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      4896 | NS      | $352022.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                                                                           | BELLRING BRANDS INC COMMON STOCK USD.01                                     | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7482 | NS      | $191838.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC                                                                                                        | DIGI INTERNATIONAL INC COMMON STOCK USD.01                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3397 | NS      | $124160.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                                                                                                 | DIME COMMUNITY BANCSHARES IN COMMON STOCK USD.01                            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4460 | NS      | $141961.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                                                                                                        | DINE BRANDS GLOBAL INC COMMON STOCK USD.01                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1002 | NS      | $64729.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                                                                                                    | DIODES INC COMMON STOCK USD.667                                             | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      5169 | NS      | $393567.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                                                                                                     | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1                                | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4604 | NS      | $122880.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                                                                                                           | BENTLEY SYSTEMS INC CLASS B COMMON STOCK USD.01                             | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       545 | NS      | $20143.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                                                                                             | DISH NETWORK CORP A COMMON STOCK USD.01                                     | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      4087 | NS      | $57381.48     | 0.02%             |  |  |  | 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        |      2281 | NS      | $160901.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC                                                                                                   | BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4455 | NS      | $133204.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                                                                                                        | BERRY GLOBAL GROUP INC COMMON STOCK USD.01                                  | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      9609 | NS      | $580671.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORP                                                                                                                    | BERRY CORP COMMON STOCK USD.001                                             | CUSIP: 08579X101<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | EC               | CORP              | US        |      4166 | NS      | $33328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC                                                                                                          | BIGLARI HOLDINGS INC B COMMON STOCK                                         | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |        74 | NS      | $10271.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA INC                                                                                                            | DOMINO S PIZZA INC COMMON STOCK USD.01                                      | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       197 | NS      | $68240.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                                                                                                              | DONALDSON CO INC COMMON STOCK USD5.0                                        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      8206 | NS      | $483087.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC                                                                                                             | DONEGAL GROUP INC CL A COMMON STOCK USD.01                                  | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3630 | NS      | $51546.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                                                                                             | DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01                            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      4189 | NS      | $161904.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC                                                                                                          | BIGLARI HOLDINGS INC A COMMON STOCK                                         | CUSIP: 08986R408<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |         7 | NS      | $4885.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                                                                                                         | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001                                  | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1278 | NS      | $23259.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS INC                                                                                                           | DORMAN PRODUCTS INC COMMON STOCK USD.01                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3535 | NS      | $285875.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS INC                                                                                                     | DOUBLEVERIFY HOLDINGS INC COMMON STOCK USD.001                              | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6316 | NS      | $138699.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS DYNAMICS INC                                                                                                          | DOUGLAS DYNAMICS INC COMMON STOCK USD.01                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      2507 | NS      | $90653.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                                                                                           | DOUGLAS ELLIMAN INC COMMON STOCK                                            | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7727 | NS      | $31448.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMEA FUSION INC                                                                                                             | BIOMEA FUSION INC COMMON STOCK USD.0001                                     | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1472 | NS      | $12408.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS INC                                                                                                          | BJ S RESTAURANTS INC COMMON STOCK                                           | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      2751 | NS      | $72571.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                                                                                                                 | DRIL QUIP INC COMMON STOCK USD.01                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      2081 | NS      | $56540.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                                                                                                   | DROPBOX INC CLASS A COMMON STOCK USD.00001                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     14286 | NS      | $319720.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                                                                              | BLACK HILLS CORP COMMON STOCK USD1.0                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      6023 | NS      | $423657.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                                                                                                              | BLACK KNIGHT INC COMMON STOCK                                               | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       200 | NS      | $12350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                                                                                                                 | BLACKBAUD INC COMMON STOCK USD.001                                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      5719 | NS      | $336620.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                                                                                                                 | H+R BLOCK INC COMMON STOCK                                                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     11646 | NS      | $425195.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVEN BRANDS HOLDINGS INC                                                                                                    | DRIVEN BRANDS HOLDINGS INC COMMON STOCK USD.01                              | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $43859.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCK CREEK TECHNOLOGIES INC                                                                                                   | DUCK CREEK TECHNOLOGIES INC COMMON STOCK USD.01                             | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7101 | NS      | $85567.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS INC                                                                                                           | BLOOMIN  BRANDS INC COMMON STOCK USD.01                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      8154 | NS      | $164058.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUCORA INC                                                                                                                   | BLUCORA INC COMMON STOCK USD.0001                                           | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      7622 | NS      | $194589.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCOMMUN INC                                                                                                                  | DUCOMMUN INC COMMON STOCK USD.01                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1489 | NS      | $74390.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCKHORN PORTFOLIO INC/THE                                                                                                    | DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01                              | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7536 | NS      | $124871.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEBIRD BIO INC                                                                                                              | BLUEBIRD BIO INC COMMON STOCK USD.01                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5659 | NS      | $39160.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                                                                                                      | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001                               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      1537 | NS      | $67335.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                                                                          | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333                               | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      4084 | NS      | $382262.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                                                                                                 | DYNATRACE INC COMMON STOCK USD.001                                          | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7581 | NS      | $290352.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                                                                                                              | BOISE CASCADE CO COMMON STOCK USD.01                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4352 | NS      | $298851.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                                                                                        | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3866 | NS      | $241702.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                                                                                                         | DYNE THERAPEUTICS INC COMMON STOCK                                          | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1485 | NS      | $17211.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS INC                                                                                                                       | DZS INC COMMON STOCK USD.001                                                | CUSIP: 268211109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2548 | NS      | $32308.64     | 0.01%             |  |  |  | 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        |       789 | NS      | $82466.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                                                                                                | BORGWARNER INC COMMON STOCK USD.01                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     15123 | NS      | $608700.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                                                                                                                | ELF BEAUTY INC COMMON STOCK USD.01                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      4063 | NS      | $224683.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                                                                                                    | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      4284 | NS      | $42668.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER CO INC/THE                                                                                                        | BOSTON BEER COMPANY INC A COMMON STOCK USD.01                               | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        69 | NS      | $22736.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON OMAHA CORP                                                                                                             | BOSTON OMAHA CORP CL A COMMON STOCK                                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      1358 | NS      | $35987.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                                                                                                       | BOX INC   CLASS A COMMON STOCK USD.0001                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      6867 | NS      | $213769.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                                                                              | BOYD GAMING CORP COMMON STOCK USD.01                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2637 | NS      | $143795.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP INC                                                                                                             | EAGLE BANCORP INC COMMON STOCK USD.01                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3436 | NS      | $151424.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO PAYMENTS INC                                                                                                              | EVO PAYMENTS INC CLASS A COMMON STOCK USD.0001                              | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      1928 | NS      | $65243.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORP                                                                                                                    | BRADY CORPORATION   CL A COMMON STOCK USD.01                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      5019 | NS      | $236394.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                                                                    | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001                             | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       700 | NS      | $12418.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC                                                                                                           | EAGLE MATERIALS INC COMMON STOCK USD.01                                     | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1439 | NS      | $191171.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS INC/DE                                                                                                  | EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001                              | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       488 | NS      | $14264.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC                                                                                          | BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001                           | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      1895 | NS      | $119574.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTCOVE INC                                                                                                                | BRIGHTCOVE COMMON STOCK USD.001                                             | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      3324 | NS      | $17384.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                                                                     | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      5115 | NS      | $262246.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC                                                                                             | BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001                           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      2826 | NS      | $58159.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY INC                                                                                                         | EARTHSTONE ENERGY INC   A COMMON STOCK USD.001                              | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      8401 | NS      | $119546.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                                                                         | EAST WEST BANCORP INC COMMON STOCK USD.001                                  | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9740 | NS      | $641866.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                                                                                     | BRINKER INTERNATIONAL INC COMMON STOCK USD.1                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      5679 | NS      | $181216.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                                                                                                                | BRINK S CO/THE COMMON STOCK USD1.0                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4837 | NS      | $259795.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN CO/THE                                                                                                                | EASTERN CO/THE COMMON STOCK                                                 | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1272 | NS      | $24524.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                           | EASTMAN CHEMICAL CO COMMON STOCK USD.01                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       729 | NS      | $59369.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC                                                                                                             | BRISTOW GROUP INC COMMON STOCK USD.01                                       | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |      1579 | NS      | $42838.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                                                                                                   | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      7211 | NS      | $19686.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                                                                                                     | BROOKFIELD RENEWABLE COR A COMMON STOCK USD.01                              | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2097 | NS      | $57751.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP INC                                                                                                         | BROOKLINE BANCORP INC COMMON STOCK USD.01                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7431 | NS      | $105148.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                                                                 | ECHOSTAR CORP A COMMON STOCK USD.001                                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1286 | NS      | $21450.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC                                                                                                                   | ECOVYST INC COMMON STOCK                                                    | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5086 | NS      | $45061.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                                                                                                                    | AZENTA INC COMMON STOCK USD.01                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       937 | NS      | $54552.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                                                                                                   | BRUKER CORP COMMON STOCK USD.01                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     10230 | NS      | $699220.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP/DE                                                                                                             | BRUNSWICK CORP COMMON STOCK USD.75                                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      4070 | NS      | $293365.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC/THE                                                                                                                | BUCKLE INC/THE COMMON STOCK USD.01                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      5018 | NS      | $227566.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                                                                     | BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01                               | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1640 | NS      | $39097.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                                      | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     16974 | NS      | $1101273.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                                                                     | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3865 | NS      | $148957.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC                                                                                                     | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001                             | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $10388.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC                                                                                                                    | BUMBLE INC A COMMON STOCK USD.01                                            | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $45720.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                                                                                         | BURLINGTON STORES INC COMMON STOCK USD.0001                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       420 | NS      | $85159.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDITAS MEDICINE INC                                                                                                           | EDITAS MEDICINE INC COMMON STOCK USD.0001                                   | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      4524 | NS      | $40127.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EGAIN CORP                                                                                                                    | EGAIN CORP COMMON STOCK USD.001                                             | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4304 | NS      | $38865.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS FIRST BANCSHARES INC                                                                                                 | BUSINESS FIRST BANCSHARES COMMON STOCK USD1.0                               | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       553 | NS      | $12243.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                                                                                            | BYLINE BANCORP INC COMMON STOCK USD.01                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      1299 | NS      | $29838.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTROMED INC                                                                                                                | ELECTROMED INC COMMON STOCK USD.01                                          | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2175 | NS      | $22815.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                                                         | ELEMENT SOLUTIONS INC COMMON STOCK USD.01                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     21963 | NS      | $399506.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F FINANCIAL CORP                                                                                                            | C + F FINANCIAL CORP COMMON STOCK USD1.0                                    | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       466 | NS      | $27153.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ INC                                                                                                                      | CBIZ INC COMMON STOCK USD.01                                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      6173 | NS      | $289205.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                                                                       | CBOE GLOBAL MARKETS INC COMMON STOCK                                        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       197 | NS      | $24717.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                                                                                       | CECO ENVIRONMENTAL CORP COMMON STOCK USD.01                                 | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      4211 | NS      | $49184.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                                                                                                  | EMBECTA CORP COMMON STOCK USD.01                                            | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4112 | NS      | $103992.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                                                                                               | EMCOR GROUP INC COMMON STOCK USD.01                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5995 | NS      | $887919.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                                                                     | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001                              | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      5055 | NS      | $59699.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                                                                                                          | ASPEN TECHNOLOGY INC COMMON STOCK                                           | CUSIP: 29109X106<br>LEI: 529900B0MZWTVFG7CB96 | Long             | EC               | CORP              | US        |      1995 | NS      | $409773.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                                                                                                        | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2665 | NS      | $114941.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                                                                                    | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2226 | NS      | $103553.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORP                                                                                                              | ENCORE WIRE CORP COMMON STOCK USD.01                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2341 | NS      | $322027.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                                                                                   | ENDEAVOR GROUP HOLD CLASS A COMMON STOCK USD.00001                          | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3669 | NS      | $82699.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                                         | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      6968 | NS      | $416756.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                                                                        | ENERGIZER HOLDINGS INC COMMON STOCK                                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      5016 | NS      | $168286.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                                                                                                       | ENERSYS COMMON STOCK USD.01                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      4742 | NS      | $350149.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                                                                                       | ENERPAC TOOL GROUP CORP COMMON STOCK USD.2                                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      6499 | NS      | $165399.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT INC                                                                                                                   | ENHABIT INC COMMON STOCK USD.01                                             | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3708 | NS      | $48797.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                                                                          | ENLINK MIDSTREAM LLC COMMON STOCK USD.01                                    | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |     27038 | NS      | $332567.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS INC                                                                                                                     | ENNIS INC COMMON STOCK USD2.5                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $68917.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                                                                                                          | ENPRO INDUSTRIES INC COMMON STOCK USD.01                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      2344 | NS      | $254769.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                                                                       | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4283 | NS      | $164338.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                                                                                                          | ENSIGN GROUP INC/THE COMMON STOCK USD.001                                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      6774 | NS      | $640888.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE BANCORP INC/MA                                                                                                     | ENTERPRISE BANCORP INC COMMON STOCK USD.01                                  | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $11684.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                                                                                            | ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01                            | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2901 | NS      | $142032.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** SA FUNDS INVESTMENT TRUST

**Signature:** Marcy Tsagarakis

**Name of Signer:** Marcy Tsagarakis

**Title:** SA Funds - Investment Trust, Secretary