# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009628
**Filing Date:** 2023-2
**Character Count:** 1152479
**Document Hash:** f18cc382e02723fec95779a13cc1c7d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009628.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009628

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664360

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Total Stock Market Index Trust (Series ID: S000008325)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022759 | NAV          |  |
| C000022760 | Series I     | JETSX           |
| C000022761 | Series II    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Total Stock Market Index Trust

- **b. EDGAR series identifier (if any):** S000008325

- **c. LEI of Series:** 549300B3U486VL3U2L36

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $676576791.45

**Total Liabilities:** $244787.28

**Net Assets:** $676332004.17

**Cash Not Reported:** $1849743.89

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022759 | 8.13%                | 4.93%                | -6.00%               |
| Class ID C000022760 | 8.07%                | 4.97%                | -6.05%               |
| Class ID C000022761 | 8.10%                | 4.90%                | -6.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $514247.21               | $50287633.21                               |
| Month 2  | $433505.13               | $32208618.92                               |
| Month 3  | $8509611.51              | $-52219991.35                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aadi Bioscience Inc.                                     | AADI BIOSCIENCE INC COMMON STOCK USD.0001              | CUSIP: 00032Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $5055.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                                | AAON INC COMMON STOCK USD.004                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $68691.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                | AAR CORP COMMON STOCK USD1.0                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       646 | NS      | $29005.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                                  | ACCO BRANDS CORP COMMON STOCK USD.01                   | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      1727 | NS      | $9653.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                                 | ADT INC COMMON STOCK USD.01                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13826 | NS      | $125401.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                        | ABSCI CORP COMMON STOCK USD.0001                       | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1544 | NS      | $3242.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc.                                        | ACV AUCTIONS INC COMMON STOCK USD.001                  | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1990 | NS      | $16337.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                              | ABM INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1114 | NS      | $49483.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                       | AFLAC INC COMMON STOCK USD.1                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     10455 | NS      | $752132.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                         | AGCO CORP COMMON STOCK USD.01                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1208 | NS      | $167537.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc.                                        | ACM RESEARCH INC COMMON STOCK USD.0001                 | CUSIP: 00108J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $7733.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Mortgage Investment Trust Inc.                        | AG MORTGAGE INVESTMENT TRUST I REIT USD.01             | CUSIP: 001228501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $424.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                                    | AGNC INVESTMENT CORP REIT USD.01                       | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      7978 | NS      | $82572.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                           | CME GROUP INC COMMON STOCK USD.01                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5903 | NS      | $992648.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                   | CMS ENERGY CORP COMMON STOCK USD.01                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4773 | NS      | $302274.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                                | CNA FINANCIAL CORP COMMON STOCK USD2.5                 | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      4636 | NS      | $196010.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                                | CNB FINANCIAL CORP/PA COMMON STOCK                     | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $10134.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                   | CRA INTERNATIONAL INC COMMON STOCK                     | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $15671.04     | 0.00%             |  |  |  | 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        |      2084 | NS      | $47619.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc.                                            | CS DISCO INC COMMON STOCK USD.005                      | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $5669.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                           | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       542 | NS      | $31002.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group Inc.                                      | CPI CARD GROUP INC COMMON STOCK USD.001                | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |       153 | NS      | $5520.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                     | CSW INDUSTRIALS INC COMMON STOCK USD.01                | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       278 | NS      | $32228.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                          | CSX CORP COMMON STOCK USD1.0                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     35098 | NS      | $1087336.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EnLink Midstream LLC                                     | ENLINK MIDSTREAM LLC COMMON STOCK USD.01               | CUSIP: 29336T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7987 | NS      | $98240.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                               | ENNIS INC COMMON STOCK USD2.5                          | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $9905.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                      | ENPHASE ENERGY INC COMMON STOCK USD.00001              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2221 | NS      | $588476.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                                    | ENPRO INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $39454.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                 | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       563 | NS      | $21602.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                    | ENSIGN GROUP INC COMMON STOCK USD.001                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       921 | NS      | $87135.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                       | ENOVIX CORP COMMON STOCK USD.0001                      | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2531 | NS      | $31485.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                            | ENTEGRIS INC COMMON STOCK USD.01                       | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2452 | NS      | $160826.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                      | ENTERGY CORP COMMON STOCK USD.01                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3343 | NS      | $376087.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc.                                  | ENTERPRISE BANCORP INC/MA COMMON STOCK USD.01          | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $10342.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L.P.                        | ENTERPRISE PRODUCTS PARTNERS L MLP                     | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     35855 | NS      | $864822.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                                 | HYATT HOTELS CORP COMMON STOCK USD.01                  | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       837 | NS      | $75706.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc.                            | HYDROFARM HOLDINGS GROUP INC COMMON STOCK USD.0001     | CUSIP: 44888K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       633 | NS      | $981.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                  | IAC/INTERACTIVECORP COMMON STOCK USD.0001              | CUSIP: 44891N208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $61893.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                          | IDT CORP COMMON STOCK USD.01                           | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       461 | NS      | $12986.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                   | HYLIION HOLDINGS CORP COMMON STOCK USD.0001            | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439 | NS      | $5707.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc.                      | HYSTER-YALE MATERIALS HANDLING COMMON STOCK USD.01     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272 | NS      | $6884.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc.                                                 | IAA INC COMMON STOCK USD.01                            | CUSIP: 449253103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2211 | NS      | $88440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                   | ICF INTERNATIONAL INC COMMON STOCK USD.001             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       314 | NS      | $31101.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                         | ICU MEDICAL INC COMMON STOCK USD.1                     | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $60157.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iCAD Inc.                                                | ICAD INC COMMON STOCK USD.01                           | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $241.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                        | IES HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       429 | NS      | $15259.53     | 0.00%             |  |  |  | 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        |      1155 | NS      | $24543.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corporation                              | OCWEN FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       165 | NS      | $5045.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc.                                  | OCULAR THERAPEUTIX INC COMMON STOCK USD.0001           | CUSIP: 67576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1256 | NS      | $3529.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc.                                              | OCUGEN INC COMMON STOCK USD.001                        | CUSIP: 67577C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3716 | NS      | $4830.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocuphire Pharma Inc.                                     | OCUPHIRE PHARMA INC COMMON STOCK USD.0001              | CUSIP: 67577R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $850.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Odyssey Marine Exploration Inc.                          | ODYSSEY MARINE EXPLORATION INC COMMON STOCK USD.01     | CUSIP: 676118201<br>LEI: 549300KNVIY6EZIJ2221 | Long             | EC               | CORP              | US        |       197 | NS      | $764.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                           | OFFICE PROPERTIES INCOME TRUST REIT USD.01             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1104 | NS      | $14738.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                           | OIL-DRI CORP OF AMERICA COMMON STOCK USD.1             | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       119 | NS      | $3991.26      | 0.00%             |  |  |  | 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        |      1266 | NS      | $9444.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                                | OKTA INC COMMON STOCK                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2498 | NS      | $170688.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc.                                    | OLAPLEX HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10758 | NS      | $56049.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                           | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1       | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $521020.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                     | OLD NATIONAL BANCORP/IN COMMON STOCK                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      4312 | NS      | $77529.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                   | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0     | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5164 | NS      | $124710.60    | 0.02%             |  |  |  | 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        |       816 | NS      | $13088.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc.                               | OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $1648.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                         | OLIN CORP COMMON STOCK USD1.0                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      2402 | NS      | $127161.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.                     | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001    | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $48619.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                                 | OLO INC COMMON STOCK USD.001                           | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1803 | NS      | $11268.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                       | OLYMPIC STEEL INC COMMON STOCK                         | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       262 | NS      | $8797.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                       | OMNICOM GROUP INC COMMON STOCK USD.15                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3354 | NS      | $273585.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                          | OMEGA HEALTHCARE INVESTORS INC REIT USD.1              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3924 | NS      | $109675.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc.                                       | SPROUT SOCIAL INC COMMON STOCK USD.0001                | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $44264.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                               | SQUARE INC COMMON STOCK USD.000001                     | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8691 | NS      | $546142.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc.                                         | SQUARESPACE INC COMMON STOCK USD.0001                  | CUSIP: 85225A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1525 | NS      | $33809.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                                   | STAAR SURGICAL CO COMMON STOCK USD.01                  | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $38929.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stabilis Solutions Inc.                                  | STABILIS SOLUTIONS INC COMMON STOCK USD.001            | CUSIP: 85236P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $549.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                                     | STAG INDUSTRIAL INC REIT USD.01                        | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2912 | NS      | $94086.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                            | STAGWELL INC COMMON STOCK USD.00001                    | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $11761.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                             | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0        | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       404 | NS      | $14059.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                        | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       223 | NS      | $22837.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                            | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2446 | NS      | $183743.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Group L.P.                                          | STAR GROUP LP MLP                                      | CUSIP: 85512C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       919 | NS      | $11073.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                         | TORO CO/THE COMMON STOCK USD1.0                        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1675 | NS      | $189610.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc.                                     | TORRID HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $4922.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                               | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667         | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $41788.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WeWork Inc.                                              | WEWORK INC CL A COMMON STOCK                           | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11121 | NS      | $15903.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                         | WEYCO GROUP INC COMMON STOCK USD1.0                    | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       249 | NS      | $5268.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                     | WEYERHAEUSER CO REIT USD1.25                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     12269 | NS      | $380339.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc.                                | WHEELS UP EXPERIENCE INC COMMON STOCK USD.0001         | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3473 | NS      | $3577.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                    | WHIRLPOOL CORP COMMON STOCK USD1.0                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       879 | NS      | $124343.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WhiteHorse Finance Inc.                                  | WHITEHORSE FINANCE INC COMMON STOCK USD.001            | CUSIP: 96524V106<br>LEI: 5493006LP9COIV2ZIB05 | Long             | EC               | CORP              | US        |       557 | NS      | $7268.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                          | WHITESTONE REIT REIT USD.001                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       991 | NS      | $9553.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc.                                        | WIDEOPENWEST INC COMMON STOCK USD.01                   | CUSIP: 96758W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $13255.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley and Sons Inc.                                 | JOHN WILEY and SONS INC COMMON STOCK USD1.0            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       793 | NS      | $31767.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                                       | WILLDAN GROUP INC COMMON STOCK USD.01                  | CUSIP: 96924N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $4712.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                              | WILLIAMS COS INC/THE COMMON STOCK USD1.0               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     20010 | NS      | $658329.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                     | WILLIAMS-SONOMA INC COMMON STOCK USD.01                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1091 | NS      | $125377.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                         | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01          | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |        25 | NS      | $1475.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Mobile Mini Holdings Corp                       | WILLSCOT CORP COM COMMON STOCK                         | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3540 | NS      | $159901.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                            | WINGSTOP INC COMMON STOCK USD.01                       | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       496 | NS      | $68259.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                      | WINMARK CORP COMMON STOCK                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $14149.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       534 | NS      | $28141.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                           | WINTRUST FINANCIAL CORP COMMON STOCK                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1028 | NS      | $86886.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                          | WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01         | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2831 | NS      | $15428.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                           | CREE INC COMMON STOCK USD.00125                        | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      2039 | NS      | $140772.56    | 0.02%             |  |  |  | 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        |      1104 | NS      | $12066.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                            | WOODWARD INC COMMON STOCK USD.00292                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1023 | NS      | $98832.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                      | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01     | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $258066.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc.                            | BROADMARK REALTY CAPITAL INC REIT                      | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2185 | NS      | $7778.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc.                                | BROADSTONE NET LEASE INC REIT USD.00025                | CUSIP: 11135E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2365 | NS      | $38336.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                            | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6632 | NS      | $3708150.16   | 0.55%             |  |  |  | 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        |      3457 | NS      | $9437.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corporation                         | BROOKFIELD RENEWABLE CORP COMMON STOCK USD.01          | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $3084.48      | 0.00%             |  |  |  | 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        |      1506 | NS      | $21309.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                              | BROOKS AUTOMATION INC COMMON STOCK USD.01              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1253 | NS      | $72949.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown and Brown Inc.                                     | BROWN and BROWN INC COMMON STOCK USD.1                 | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4675 | NS      | $266334.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                                 | BROWN-FORMAN CORP COMMON STOCK USD.15                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      5110 | NS      | $335624.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                       | BRUKER CORP COMMON STOCK USD.01                        | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2443 | NS      | $166979.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                    | BRUNSWICK CORP/DE COMMON STOCK USD.75                  | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1244 | NS      | $89667.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle Inc.                                          | BUCKLE INC/THE COMMON STOCK USD.01                     | CUSIP: 118440106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $36461.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                               | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01          | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $4672.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                                | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      2581 | NS      | $167455.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                              | BUMBLE INC COMMON STOCK USD.01                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2062 | NS      | $43405.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                                   | BURLINGTON STORES INC COMMON STOCK USD.0001            | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $218778.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                           | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0      | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $6487.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc.                                   | BUTTERFLY NETWORK INC COMMON STOCK USD.0001            | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2633 | NS      | $6477.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BuzzFeed Inc.                                            | BUZZFEED INC COMMON STOCK USD.0001                     | CUSIP: 12430A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1643 | NS      | $1133.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc.                                      | BYLINE BANCORP INC COMMON STOCK USD.01                 | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $18077.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.Ai Inc.                                               | C3.AI INC COMMON STOCK USD.001                         | CUSIP: 12468P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1819 | NS      | $20354.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                    | CHATHAM LODGING TRUST REIT USD.01                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1043 | NS      | $12797.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKPOINT THERAPEUTICS INC COMMON STOCK                 | CHECKPOINT THERAPEUTICS INC COMMON STOCK               | CUSIP: 162828206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       243 | NS      | $1241.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                      | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01         | CUSIP: 163072101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892 | NS      | $28285.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse Inc.                                | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01           | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       665 | NS      | $22131.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc.                                               | CHEGG INC COMMON STOCK USD.001                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      2095 | NS      | $52940.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                       | CHEMED CORP COMMON STOCK USD1.0                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       230 | NS      | $117398.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                     | CHEMOURS CO/THE COMMON STOCK                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2600 | NS      | $79612.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                            | CHEMUNG FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $1651.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc.                                     | CHENIERE ENERGY INC COMMON STOCK USD.003               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4104 | NS      | $615435.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                            | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1996 | NS      | $188362.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                         | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867        | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $36635.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                          | DMC GLOBAL INC COMMON STOCK USD.05                     | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       314 | NS      | $6104.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream LP                                         | DCP MIDSTREAM LP MLP                                   | CUSIP: 23311P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3462 | NS      | $134290.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                         | DR HORTON INC COMMON STOCK USD.01                      | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5712 | NS      | $509167.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc.                                           | DHI GROUP INC COMMON STOCK USD.01                      | CUSIP: 23331S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $1967.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                       | DTE ENERGY CO COMMON STOCK                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3181 | NS      | $373862.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DLH Holdings Corp.                                       | DLH HOLDINGS CORP COMMON STOCK USD.001                 | CUSIP: 23335Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $94.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                     | DXP ENTERPRISES INC/TX COMMON STOCK USD.01             | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $10441.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc.                                   | DICE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $23868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                        | DTE MIDSTREAM LLC COMMON STOCK                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1641 | NS      | $90681.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                   | DXC TECHNOLOGY CO COMMON STOCK USD.01                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3794 | NS      | $100541.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                          | DAKTRONICS INC COMMON STOCK                            | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1227 | NS      | $3460.14      | 0.00%             |  |  |  | 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        |       263 | NS      | $12300.51     | 0.00%             |  |  |  | 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        |       787 | NS      | $62763.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                                  | FRANKLIN RESOURCES INC COMMON STOCK USD.1              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8252 | NS      | $217687.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Street Properties Corp.                         | FRANKLIN STREET PROPERTIES COR REIT USD.0001           | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      2261 | NS      | $6172.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                    | FREEPORT-MCMORAN INC COMMON STOCK USD.1                | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23456 | NS      | $891328.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc.                                            | FRESHPET INC COMMON STOCK USD.001                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       763 | NS      | $40263.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Therapeutics Inc.                              | FREQUENCY THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       965 | NS      | $3715.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                          | FRESHWORKS INC COMMON STOCK USD.00001                  | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2458 | NS      | $36157.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC COMMON STOCK                           | ESC FRESH MKT INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       153 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontdoor Inc.                                           | FRONTDOOR INC COMMON STOCK USD.01                      | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1431 | NS      | $29764.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                       | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3784 | NS      | $96416.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc.                             | FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001       | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3341 | NS      | $34312.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc.                                     | FUELCELL ENERGY INC COMMON STOCK USD.0001              | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |      6492 | NS      | $18047.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc.                                 | FTAI INFRASTRUCTURE INC COMMON STOCK                   | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1753 | NS      | $5171.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc.                                | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $7148.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                                    | FULGENT GENETICS INC COMMON STOCK USD.0001             | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $13996.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc.                                  | FULL HOUSE RESORTS INC COMMON STOCK USD.0001           | CUSIP: 359678109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $2526.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                      | HB FULLER CO COMMON STOCK USD1.0                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       912 | NS      | $65317.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                             | FULTON FINANCIAL CORP COMMON STOCK USD2.5              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      2254 | NS      | $37934.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                               | FUNKO INC COMMON STOCK USD.0001                        | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $7724.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                         | FUTUREFUEL CORP COMMON STOCK USD.0001                  | CUSIP: 36116M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       986 | NS      | $8016.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc.                                         | FVCBANKCORP INC COMMON STOCK USD.01                    | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $8142.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      6476 | NS      | $217140.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                     | MGP INGREDIENTS INC COMMON STOCK                       | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       345 | NS      | $36701.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                           | M/I HOMES INC COMMON STOCK USD.01                      | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $20781.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                                     | MKS INSTRUMENTS INC COMMON STOCK                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1042 | NS      | $88288.66     | 0.01%             |  |  |  | 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        |      2977 | NS      | $72281.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                  | MPLX LP MLP                                            | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     16697 | NS      | $548329.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc.                                          | MRC GLOBAL INC COMMON STOCK USD.01                     | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1509 | NS      | $17474.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                                  | MSA SAFETY INC COMMON STOCK                            | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $93290.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                           | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       705 | NS      | $57598.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                | MSCI INC COMMON STOCK USD.01                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1319 | NS      | $613559.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                      | MVB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 553810102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $6275.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                          | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2377 | NS      | $81768.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                           | MYR GROUP INC COMMON STOCK USD.01                      | CUSIP: 55405W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $28541.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.                 | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1158 | NS      | $72930.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corporation                                | MACATAWA BANK CORP COMMON STOCK                        | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $10213.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                     | MACERICH CO/THE REIT USD.01                            | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3280 | NS      | $36932.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                              | FIRST FINANCIAL CORP/IN COMMON STOCK                   | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $13040.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest Inc.                           | FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD.01      | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |       274 | NS      | $4104.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                   | MACK-CALI REALTY CORP REIT USD.01                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1641 | NS      | $26141.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc.                                         | MACROGENICS INC COMMON STOCK USD.01                    | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      1201 | NS      | $8058.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      8848 | NS      | $216776.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                      | FIRST HAWAIIAN INC COMMON STOCK USD.01                 | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2278 | NS      | $59319.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                              | MACY'S INC COMMON STOCK USD.01                         | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4454 | NS      | $91975.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                       | STEVEN MADDEN LTD COMMON STOCK USD.0001                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1359 | NS      | $43433.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.                       | FIRST INDUSTRIAL REALTY TRUST REIT USD.01              | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2253 | NS      | $108729.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc.                                         | 1STDIBS.COM INC COMMON STOCK USD.0001                  | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $2245.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                       | MADISON SQUARE GARDEN CO/THE COMMON STOCK USD.01       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $58665.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01     | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $21495.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                   | FIRST INTERNET BANCORP COMMON STOCK                    | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $5341.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                         | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK            | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1855 | NS      | $71695.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The First of Long Island Corporation                     | FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1       | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $10260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                         | OGE ENERGY CORP COMMON STOCK USD.01                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      3350 | NS      | $132492.50    | 0.02%             |  |  |  | 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        |      2612 | NS      | $43280.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                                 | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1037 | NS      | $875259.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc.                            | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001     | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $82721.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Midstream Partners L.P.                         | MAGELLAN MIDSTREAM PARTNERS LP MLP                     | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |      3113 | NS      | $156303.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                              | PFD OFG BANCORP COMMON STOCK USD1.0                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       931 | NS      | $25658.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                         | OSI SYSTEMS INC COMMON STOCK                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       287 | NS      | $22822.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magenta Therapeutics Inc.                                | MAGENTA THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 55910K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $955.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                             | RUBICON PROJECT INC/THE COMMON STOCK USD.00001         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      2159 | NS      | $22863.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc.                                   | OAK STREET HEALTH INC COMMON STOCK USD.001             | CUSIP: 67181A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $86040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree Specialty Lending Corporation                    | OAKTREE SPECIALTY LENDING CORP COMMON STOCK USD.01     | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |      2519 | NS      | $17305.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil and Gas Corporation                         | MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001        | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3178 | NS      | $74524.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Main Street Capital Corporation                          | MAIN STREET CAPITAL CORP COMMON STOCK USD.01           | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Long             | EC               | CORP              | US        |      1267 | NS      | $46815.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                 | OASIS PETROLEUM INC. CALL EXP 31DEC25                  | CUSIP: 674215116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1953.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                 | OASIS PETROLEUM INC COMMON STOCK                       | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $85232.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc.                                        | MALIBU BOATS INC COMMON STOCK USD.01                   | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $19561.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services Inc.                             | MAMMOTH ENERGY SERVICES INC COMMON STOCK USD.01        | CUSIP: 56155L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $6305.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                         | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     15284 | NS      | $962739.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                           | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1715 | NS      | $29995.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                                | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01           | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $125770.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company Inc.                               | MANITOWOC CO INC/THE COMMON STOCK USD.01               | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       748 | NS      | $6851.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc.                            | RUTH'S HOSPITALITY GROUP INC COMMON STOCK USD.01       | CUSIP: 783332109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $10170.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                             | RXSIGHT INC COMMON STOCK USD.0001                      | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $3471.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societal CDMO Inc.                                       | SOCIETAL CDMO INC COMMON STOCK USD.01                  | CUSIP: 75629F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $874.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc.                           | RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001   | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $22135.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                             | RYAN SPECIALTY GROUP HOLDINGS COMMON STOCK USD.001     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1884 | NS      | $78204.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                        | RYDER SYSTEM INC COMMON STOCK USD.5                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       826 | NS      | $69028.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc.                                | RED RIVER BANCSHARES INC COMMON STOCK                  | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $7914.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc.                           | RED ROBIN GOURMET BURGERS INC COMMON STOCK USD.001     | CUSIP: 75689M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $1718.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                              | RYERSON HOLDING CORP COMMON STOCK USD.01               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       659 | NS      | $19941.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                        | RYMAN HOSPITALITY PROPERTIES I REIT USD.01             | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $76055.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc.                                    | RED ROCK RESORTS INC COMMON STOCK USD.01               | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1014 | NS      | $40570.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc.                                          | RED VIOLET INC COMMON STOCK USD.001                    | CUSIP: 75704L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $4120.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                       | REDFIN CORP COMMON STOCK                               | CUSIP: 75737F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1922 | NS      | $8149.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corporation                                      | REDWIRE CORP COMMON STOCK USD.0001                     | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $1995.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                                       | SandT BANCORP INC COMMON STOCK USD2.5                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $26250.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corporation                                       | SES AI CORP COMMON STOCK USD.0001                      | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4593 | NS      | $14467.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc.                                       | REDWOOD TRUST INC REIT USD.01                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2127 | NS      | $14378.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                                | REGAL BELOIT CORP COMMON STOCK USD.01                  | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1104 | NS      | $132457.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                              | REGENCY CENTERS CORP REIT USD.01                       | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2885 | NS      | $180312.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                           | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1757 | NS      | $1267657.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                        | SandP GLOBAL INC COMMON STOCK USD1.0                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5424 | NS      | $1816714.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                           | SBA COMMUNICATIONS CORP REIT USD.01                    | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1775 | NS      | $497550.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Corporation                                        | REGIS CORP COMMON STOCK USD.05                         | CUSIP: 758932107<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |       223 | NS      | $272.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                           | REGENXBIO INC COMMON STOCK USD.0001                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       771 | NS      | $17486.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1            | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       205 | NS      | $5756.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regulus Therapeutics Inc.                                | REGULUS THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 75915K309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $1648.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                                  | SEI INVESTMENTS CO COMMON STOCK USD.01                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      2276 | NS      | $132690.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc.                                     | SUN COMMUNITIES INC REIT USD.01                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1906 | NS      | $272558.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                            | REGIONS FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     15429 | NS      | $332649.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated                | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1147 | NS      | $162977.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                       | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.001     | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $11958.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                      | SUNCOKE ENERGY INC COMMON STOCK USD.01                 | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1558 | NS      | $13445.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                                  | RELAY THERAPEUTICS INC COMMON STOCK                    | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1927 | NS      | $28789.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel and Aluminum Co.                          | RELIANCE STEEL and ALUMINUM CO COMMON STOCK            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       910 | NS      | $184220.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings Inc.                         | SUNLIGHT FINANCIAL HOLDINGS IN COMMON STOCK USD.0001   | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $1885.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunnova Energy International Inc.                        | SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001    | CUSIP: 86745K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1925 | NS      | $34669.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                              | SABRA HEALTHCARE REIT REIT USD.01                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4102 | NS      | $50987.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                        | SABRE CORP COMMON STOCK USD.01                         | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5497 | NS      | $33971.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                                     | SUNPOWER CORP COMMON STOCK USD.001                     | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      2885 | NS      | $52016.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                | SUNOCO LP MLP                                          | CUSIP: 86765K109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1303 | NS      | $56159.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                            | SAFEHOLD INC REIT USD.01                               | CUSIP: 78645L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $30508.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                              | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01         | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $27215.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                              | SUNRUN INC COMMON STOCK USD.0001                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      3514 | NS      | $84406.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                            | SUNSTONE HOTEL INVESTORS INC REIT USD.01               | CUSIP: 867892101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3688 | NS      | $35626.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saga Communications Inc.                                 | SAGA COMMUNICATIONS INC COMMON STOCK USD.01            | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $4130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                                   | SAGE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      1024 | NS      | $39055.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunworks Inc.                                            | SUNWORKS INC COMMON STOCK USD.001                      | CUSIP: 86803X204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       718 | NS      | $1134.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Industries International Inc.                   | SUPERIOR INDUSTRIES INTERNATIO COMMON STOCK            | CUSIP: 868168105<br>LEI: 54930065O5ZIQD1F8U04 | Long             | EC               | CORP              | US        |       282 | NS      | $1190.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                                | SAIA INC COMMON STOCK USD.001                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       439 | NS      | $92049.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                      | ST JOE CO/THE COMMON STOCK                             | CUSIP: 790148100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $40234.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                            | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5367 | NS      | $202335.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc.                                   | UNITED FIRE GROUP INC COMMON STOCK USD.001             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $14938.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                          | SALESFORCE.COM INC COMMON STOCK USD.001                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     16385 | NS      | $2172487.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                               | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 79546E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1774 | NS      | $22210.48     | 0.00%             |  |  |  | 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        |       984 | NS      | $38090.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                               | UNITED PARCEL SERVICE INC COMMON STOCK USD.01          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     11990 | NS      | $2084341.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                      | UNITED RENTALS INC COMMON STOCK USD.01                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1148 | NS      | $408022.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                       | UNITED STATES CELLULAR CORP COMMON STOCK USD1.0        | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $20036.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc.                                             | SAMSARA INC COMMON STOCK USD.0001                      | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1922 | NS      | $23890.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime and Minerals Inc.                     | UNITED STATES LIME and MINERALS COMMON STOCK USD.1     | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       114 | NS      | $16046.64     | 0.00%             |  |  |  | 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        |      3726 | NS      | $126758.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                          | UNITED STATES STEEL CORP COMMON STOCK USD1.0           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      3939 | NS      | $98671.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                          | UNITED THERAPEUTICS CORP COMMON STOCK USD.01           | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       746 | NS      | $207455.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                          | UNITEDHEALTH GROUP INC COMMON STOCK USD.01             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15318 | NS      | $8121297.24   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                    | EXTREME NETWORKS INC COMMON STOCK USD.001              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2202 | NS      | $40318.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                              | EZCORP INC COMMON STOCK USD.01                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      1126 | NS      | $9176.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                  | EXXON MOBIL CORP COMMON STOCK                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     68293 | NS      | $7532717.90   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc.                            | EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01       | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $1967.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eyenovia Inc.                                            | EYENOVIA INC COMMON STOCK USD.0001                     | CUSIP: 30234E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $2006.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                          | FMC CORP COMMON STOCK USD.1                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2092 | NS      | $261081.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                      | FLYWIRE CORP COMMON STOCK USD.0001                     | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1698 | NS      | $41550.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                             | CORTEVA INC COMMON STOCK USD.01                        | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11797 | NS      | $693427.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                       | CORVEL CORP COMMON STOCK USD.0001                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $42872.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                             | COSTCO WHOLESALE CORP COMMON STOCK USD.005             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      7257 | NS      | $3312820.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                       | FNB CORP/PA COMMON STOCK USD.01                        | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      5943 | NS      | $77556.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                 | FB FINANCIAL CORP COMMON STOCK USD1.0                  | CUSIP: 30257X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $32815.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                        | COSTAR GROUP INC COMMON STOCK USD.01                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6498 | NS      | $502165.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                                | COTY INC COMMON STOCK USD.01                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     13695 | NS      | $117229.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAT Brands Inc.                                          | FAT BRANDS INC COMMON STOCK USD.0001                   | CUSIP: 30258N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $564.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                                | FIGS INC COMMON STOCK USD.0001                         | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2697 | NS      | $18150.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                                         | FOOT LOCKER INC COMMON STOCK USD.01                    | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1544 | NS      | $58347.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                       | FORD MOTOR CO COMMON STOCK USD.01                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     64752 | NS      | $753065.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc.                                           | COUCHBASE INC COMMON STOCK USD.00001                   | CUSIP: 22207T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $8937.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                              | COUPA SOFTWARE INC COMMON STOCK USD.0001               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      1256 | NS      | $99437.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                      | FORESTAR GROUP INC COMMON STOCK USD1.0                 | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       999 | NS      | $15394.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings Inc.                               | FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 34629L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2536 | NS      | $4387.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc.                                            | COURSERA INC COMMON STOCK USD.00001                    | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2210 | NS      | $26144.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                          | COUSINS PROPERTIES INC REIT USD1.0                     | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2664 | NS      | $67372.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forian Inc.                                              | FORIAN INC COMMON STOCK USD.001                        | CUSIP: 34630N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $1198.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc.                                           | FORGEROCK INC COMMON STOCK USD.001                     | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       808 | NS      | $18398.16     | 0.00%             |  |  |  | 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        |       203 | NS      | $7017.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                               | COWEN INC COMMON STOCK USD.01                          | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       420 | NS      | $16220.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                          | FORMFACTOR INC COMMON STOCK USD.001                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1299 | NS      | $28876.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                                  | FORRESTER RESEARCH INC COMMON STOCK USD.01             | CUSIP: 346563109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $12516.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                    | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       380 | NS      | $36001.20     | 0.01%             |  |  |  | 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        |       950 | NS      | $95427.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                            | FORTINET INC COMMON STOCK USD.001                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     12935 | NS      | $632392.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                      | FORTIVE CORP COMMON STOCK USD.01                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5839 | NS      | $375155.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford and Company                                     | CRAWFORD and CO COMMON STOCK USD1.0                    | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      1283 | NS      | $6812.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                            | CREDIT ACCEPTANCE CORP COMMON STOCK USD.01             | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $101996.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                          | FORTUNE BRANDS HOME and SECURITY COMMON STOCK USD.01   | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2154 | NS      | $123014.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc.                           | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |        38 | NS      | $1121.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crestwood Equity Partners LP                             | CRESTWOOD EQUITY PARTNERS LP MLP                       | CUSIP: 226344208<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EC               | CORP              | US        |      1779 | NS      | $46592.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                              | CRICUT INC COMMON STOCK                                | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $8009.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                                  | FORWARD AIR CORP COMMON STOCK USD.01                   | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $48039.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc.                                        | FOSSIL GROUP INC COMMON STOCK USD.01                   | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      1102 | NS      | $4749.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                           | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       797 | NS      | $14585.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                               | CROCS INC COMMON STOCK USD.001                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1018 | NS      | $110381.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                            | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001     | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       655 | NS      | $17403.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossAmerica Partners LP                                 | CROSSAMERICA PARTNERS LP MLP                           | CUSIP: 22758A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $13742.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L.B. Foster Company                                      | LB FOSTER CO COMMON STOCK USD.01                       | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       298 | NS      | $2884.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                         | FOUR CORNERS PROPERTY TRUST IN REIT USD.0001           | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1453 | NS      | $37676.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                                | CROWDSTRIKE HOLDINGS INC   A COMMON STOCK              | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3529 | NS      | $371568.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                       | EXELON CORP COMMON STOCK                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     16307 | NS      | $704951.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc.                           | 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001    | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $11882.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                          | FOX CORP COMMON STOCK USD.01                           | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2199 | NS      | $66783.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                            | EXELIXIS INC COMMON STOCK USD.001                      | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5369 | NS      | $86118.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                            | FandG ANNUITIES and LIFE INC COMMON STOCK              | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1837 | NS      | $36758.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                          | FOX CORP COMMON STOCK USD.01                           | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6867 | NS      | $195366.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                | FOX FACTORY HOLDING CORP COMMON STOCK USD.001          | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $65411.91     | 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        |       546 | NS      | $92508.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                       | EXPEDIA GROUP INC COMMON STOCK USD.001                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2498 | NS      | $218824.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exp World Holdings Inc.                                  | EXP WORLD HOLDINGS INC COMMON STOCK USD.00001          | CUSIP: 30212W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2650 | NS      | $29362.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.              | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01     | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2694 | NS      | $279960.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc.                                     | FRANCHISE GROUP INC COMMON STOCK USD.01                | CUSIP: 35180X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $14744.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc.                           | FRANKLIN BSP REALTY TRUST INC REIT USD.01              | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $11493.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteris Inc.                                              | ITERIS INC COMMON STOCK USD.1                          | CUSIP: 46564T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1032 | NS      | $3209.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                     | JBG SMITH PROPERTIES REIT USD.01                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2054 | NS      | $38984.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J and J Snack Foods Corp.                                | JandJ SNACK FOODS CORP COMMON STOCK                    | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $48655.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J JILL INC COMMON STOCK USD.01                           | J JILL INC COMMON STOCK USD.01                         | CUSIP: 46620W201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $1537.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                            | EXPONENT INC COMMON STOCK USD.001                      | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $84325.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc.                                             | EXPRESS INC COMMON STOCK                               | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $212.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase and Co.                                   | JPMORGAN CHASE and CO COMMON STOCK USD1.0              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     48034 | NS      | $6441359.40   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                               | JABIL INC COMMON STOCK USD.001                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2265 | NS      | $154473.00    | 0.02%             |  |  |  | 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        |       352 | NS      | $24016.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp.                                        | DAKOTA GOLD CORP COMMON STOCK USD.001                  | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1069 | NS      | $3260.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc.                                           | EXPENSIFY INC COMMON STOCK USD.0001                    | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $8653.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                 | EXTRA SPACE STORAGE INC REIT USD.01                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $325120.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                                   | JACKSON FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $45505.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                    | JACOBS SOLUTIONS INC COMMON STOCK                      | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2106 | NS      | $252867.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                    | GENTHERM INC COMMON STOCK                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       576 | NS      | $37607.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                             | GERMAN AMERICAN BANCORP INC COMMON STOCK               | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |       635 | NS      | $23685.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                        | GERON CORP COMMON STOCK USD.001                        | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5962 | NS      | $14428.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc.                               | GETTY IMAGES HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6302 | NS      | $34976.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JAKKS Pacific Inc.                                       | JAKKS PACIFIC INC COMMON STOCK USD.001                 | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |        88 | NS      | $1539.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                                       | JAMF HOLDING CORP COMMON STOCK                         | CUSIP: 47074L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $39106.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                       | GETTY REALTY CORP REIT USD.01                          | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $29821.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                                | GEVO INC COMMON STOCK                                  | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      3981 | NS      | $7563.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc.                                  | JANUX THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       645 | NS      | $8494.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                           | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001    | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $18859.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                           | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0      | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      3867 | NS      | $132560.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                                    | JELD-WEN HOLDING INC COMMON STOCK USD.01               | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1496 | NS      | $14436.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                                | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $26289.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                     | GILEAD SCIENCES INC COMMON STOCK USD.001               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     20538 | NS      | $1763187.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                              | JETBLUE AIRWAYS CORP COMMON STOCK USD.01               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5595 | NS      | $36255.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc.                                               | JOANN INC COMMON STOCK USD.01                          | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $1199.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc.                            | SOARING EAGLE ACQUISITION CO COMMON STOCK USD.0001     | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22649 | NS      | $38276.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GitLab Inc.                                              | GITLAB INC COMMON STOCK USD.0000025                    | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1439 | NS      | $65388.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation                       | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       542 | NS      | $49500.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                      | JOHNSON + JOHNSON COMMON STOCK USD1.0                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     43062 | NS      | $7606902.30   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                                     | GLACIER BANCORP INC COMMON STOCK USD.01                | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $94145.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                               | OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001        | CUSIP: 683712103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10757 | NS      | $12478.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                                    | JOHNSON OUTDOORS INC COMMON STOCK USD.05               | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       178 | NS      | $11769.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp.                                          | JOINT CORP/THE COMMON STOCK USD.001                    | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $3732.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                                 | OPEN LENDING CORP COMMON STOCK                         | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053 | NS      | $13857.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opiant Pharmaceuticals Inc.                              | OPIANT PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 683750103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87 | NS      | $1764.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                            | LEMONADE INC COMMON STOCK USD.00001                    | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $15732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                         | LENDINGTREE INC COMMON STOCK USD.01                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       258 | NS      | $5503.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc.                                         | OPKO HEALTH INC COMMON STOCK USD.01                    | CUSIP: 68375N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12549 | NS      | $15686.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                            | OPORTUN FINANCIAL CORP COMMON STOCK USD.0001           | CUSIP: 68376D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $2556.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                       | LENNAR CORP COMMON STOCK USD.1                         | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4580 | NS      | $414490.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                                | LENNOX INTERNATIONAL INC COMMON STOCK USD.01           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       586 | NS      | $140188.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                                | OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $7153.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                       | ORACLE CORP COMMON STOCK USD.01                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     44140 | NS      | $3608003.60   | 0.53%             |  |  |  | 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        |      3057 | NS      | $37325.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss and Co.                                     | LEVI STRAUSS and CO COMMON STOCK USD.001               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      1731 | NS      | $26865.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramed Pharmaceuticals Inc.                              | ORAMED PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 68403P203<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       601 | NS      | $7230.03      | 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        |      3024 | NS      | $90992.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Optinose Inc.                                            | OPTINOSE INC COMMON STOCK USD.001                      | CUSIP: 68404V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $3851.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                                | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001       | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $6492.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc.                             | LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2952 | NS      | $5638.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                     | LEXINGTON REALTY TRUST REIT USD.0001                   | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      4958 | NS      | $49679.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                            | LIBERTY BROADBAND CORP COMMON STOCK USD.01             | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2376 | NS      | $180219.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                      | LIBERTY OILFIELD SERVICES INC COMMON STOCK             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2877 | NS      | $46060.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORCHID ISLAND CAPITAL INC REIT USD.01                    | ORCHID ISLAND CAPITAL INC REIT USD.01                  | CUSIP: 68571X301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $3433.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orgenesis Inc.                                           | ORGENESIS INC COMMON STOCK USD.001                     | CUSIP: 68619K204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $945.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                      | LIBERTY MEDIA CORP-LIBERTY SIR TRACKING STK USD.01     | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $104918.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                      | LIBERTY MEDIA CORP LIBERTY SIR TRACKING STK USD.01     | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2528 | NS      | $98920.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                              | ORGANOGENESIS HOLDINGS INC COMMON STOCK                | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $5842.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                      | ORIGIN BANCORP INC COMMON STOCK                        | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $18937.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                        | LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK            | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $27083.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                                | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK USD.01     | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3503 | NS      | $209409.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc.                                    | ORIGIN MATERIALS INC COMMON STOCK USD.0001             | CUSIP: 68622D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $8777.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc.                                                | BARK INC COMMON STOCK USD.0001                         | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2469 | NS      | $3678.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                                | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK USD.01     | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $12021.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                            | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3017 | NS      | $36083.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc.                                | ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 68622P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       743 | NS      | $4376.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon and Co.                                          | ORGANON and CO COMMON STOCK USD.01                     | CUSIP: 68622V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3979 | NS      | $111133.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc.                                       | LIFEWAY FOODS INC COMMON STOCK                         | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $260.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                      | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       308 | NS      | $20574.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Energy Systems Inc.                                | ORION ENERGY SYSTEMS INC COMMON STOCK                  | CUSIP: 686275108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $1665.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc.                                | ORION GROUP HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |       985 | NS      | $2344.30      | 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        |        75 | NS      | $569.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                        | LIFE STORAGE INC REIT USD.01                           | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1345 | NS      | $132482.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC REIT USD.01                        | ORION OFFICE REIT INC REIT USD.01                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $8394.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                   | PATRICK INDUSTRIES INC COMMON STOCK                    | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $25088.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                                 | PATTERSON COS INC COMMON STOCK USD.01                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      1615 | NS      | $45268.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                                | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01           | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3673 | NS      | $61853.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc.                            | PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $8629.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc.                                          | PROTO LABS INC COMMON STOCK USD.001                    | CUSIP: 743713109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $12790.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Holdings Inc.                        | SSandC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01   | CUSIP: 78467J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4202 | NS      | $218756.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SRAX Inc.                                                | SRAX INC COMMON STOCK                                  | CUSIP: 78472M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $191.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifestance Health Group Inc.                             | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6301 | NS      | $31126.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                    | ELI LILLY and CO COMMON STOCK                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     16110 | NS      | $5893682.40   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                    | SYNNEX CORP COMMON STOCK USD.001                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1563 | NS      | $148031.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synergy Pharmaceuticals LLC                              | SYNERGY PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 871639308<br>LEI: 549300ITFHW1YXFTGH91 | Long             | EC               | CORP              | US        |      6230 | NS      | $18.07        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                              | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       887 | NS      | $22574.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                      | SYNCHRONY FINANCIAL COMMON STOCK USD.001               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7930 | NS      | $260579.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc.                                               | LIMELIGHT NETWORKS INC COMMON STOCK USD.001            | CUSIP: 53261M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3318 | NS      | $3749.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                                    | LIMBACH HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $1217.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc.                                       | SYNEOS HEALTH INC COMMON STOCK USD.01                  | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      1709 | NS      | $62686.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                        | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      8302 | NS      | $634687.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                        | LIMONEIRA CO COMMON STOCK USD.01                       | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |       387 | NS      | $4725.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corporation                 | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK            | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $526.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals Inc.                               | SYROS PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 87184Q206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $1023.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| System1 Inc.                                             | SYSTEM1 INC COMMON STOCK USD.0001                      | CUSIP: 87200P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $6467.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                           | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK             | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       847 | NS      | $122383.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                             | LINCOLN NATIONAL CORP COMMON STOCK                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2877 | NS      | $88381.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Secured Lending Inc.                             | TCG BDC INC COMMON STOCK                               | CUSIP: 872280102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $14352.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tela Bio Inc.                                            | TELA BIO INC COMMON STOCK USD.001                      | CUSIP: 872381108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $2495.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                                | TFS FINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $56732.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                             | KINIKSA PHARMACEUTICALS LTD COMMON STOCK               | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $9527.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                               | LAZARD LTD COMMON STOCK USD.01                         | CUSIP: G54050102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $64867.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maiden Holdings Ltd.                                     | MAIDEN HOLDING LTD COMMON STOCK USD.01                 | CUSIP: G5753U112<br>LEI: 5493000GQUKNWGNXRZ91 | Long             | EC               | CORP              | BM        |      1154 | NS      | $2434.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                      | LINDSAY CORP COMMON STOCK USD1.0                       | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       190 | NS      | $30941.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                         | PACKAGING CORP OF AMERICA COMMON STOCK USD.01          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1491 | NS      | $190713.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                    | MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001           | CUSIP: G59665102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $4550.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited                    | ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK          | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |       487 | NS      | $13913.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                           | PAGERDUTY INC COMMON STOCK USD.000005                  | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1505 | NS      | $39972.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palatin Technologies Inc.                                | PALATIN TECHNOLOGIES INC COMMON STOCK USD.01           | CUSIP: 696077502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $273.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                               | PALANTIR TECHNOLOGIES INC COMMON STOCK USD.001         | CUSIP: 69608A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32261 | NS      | $207115.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PALISADE BIO IN COMMON STOCK                      | CONTRA PALISADE BIO IN COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9919 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nabors Industries Ltd.                                   | NABORS INDUSTRIES LTD COMMON STOCK USD.001             | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       160 | NS      | $24779.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                   | NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD  CW26      | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |        77 | NS      | $2533.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                                  | PALO ALTO NETWORKS INC COMMON STOCK USD.0001           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4908 | NS      | $684862.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc.                                    | PALOMAR HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 69753M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $21044.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                  | NATIONAL ENERGY SERVICES REUNI COMMON STOCK            | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $10486.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                                       | JOBY AVIATION INC COMMON STOCK USD.0001                | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10208 | NS      | $34196.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                | PAN AMERICAN SILVER CORP RTS EXP 22FEB29               | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      7232 | NS      | $4129.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                           | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01      | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       597 | NS      | $49139.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                      | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001    | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6764 | NS      | $82791.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                       | NVENT ELECTRIC PLC COMMON STOCK USD.01                 | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2769 | NS      | $106523.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                               | PAR TECHNOLOGY CORP COMMON STOCK USD.02                | CUSIP: 698884103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $10532.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc.                                          | PARAGON 28 INC COMMON STOCK USD.01                     | CUSIP: 69913P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $21116.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                           | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      4103 | NS      | $344323.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                                 | PROASSURANCE CORP COMMON STOCK USD.01                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      1099 | NS      | $19199.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                           | PROCTER and GAMBLE CO/THE COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     39142 | NS      | $5932361.52   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc.                        | PRIORITY TECHNOLOGY HOLDINGS I COMMON STOCK USD.001    | CUSIP: 74275G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $6070.04      | 0.00%             |  |  |  | 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        |      2210 | NS      | $104267.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFF Pharmaceuticals Inc.                                 | TFF PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 87241J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $750.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                   | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     19031 | NS      | $1514867.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                         | T-MOBILE USA INC COMMON STOCK USD.0001                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20553 | NS      | $2877420.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc.                                                 | TPG INC COMMON STOCK                                   | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1243 | NS      | $34592.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                         | EMCOR GROUP INC COMMON STOCK USD.01                    | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $121894.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                               | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       921 | NS      | $10877.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                     | EMERSON ELECTRIC CO COMMON STOCK USD.5                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9695 | NS      | $931301.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc.                                     | EMERALD HOLDING INC COMMON STOCK USD.01                | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1284 | NS      | $4545.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc.                                    | ASPEN TECHNOLOGY INC COMMON STOCK                      | CUSIP: 29109X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $218751.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                           | EMPIRE STATE REALTY TRUST INC REIT USD.01              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      2981 | NS      | $20091.94     | 0.00%             |  |  |  | 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        |       594 | NS      | $25619.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc.                                      | ENACT HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2321 | NS      | $55982.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc.                              | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 29251M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $17212.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                                | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01           | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       412 | NS      | $19751.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                                  | ENCORE WIRE CORP COMMON STOCK USD.01                   | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $44431.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc.                             | ENDEAVOR GROUP HOLDINGS INC COMMON STOCK USD.00001     | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4725 | NS      | $106501.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                             | ENCOMPASS HEALTH CORP COMMON STOCK USD.01              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1651 | NS      | $98746.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                                     | ENERGY RECOVERY INC COMMON STOCK USD.001               | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      1056 | NS      | $21637.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                                  | ENERGIZER HOLDINGS INC COMMON STOCK                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1190 | NS      | $39924.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                       | ENERGY TRANSFER LP MLP                                 | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     50703 | NS      | $601844.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                  | ENERSYS COMMON STOCK USD.01                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       704 | NS      | $51983.36     | 0.01%             |  |  |  | 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        |      1011 | NS      | $25729.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                                | ENERGY VAULT HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 29280W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2063 | NS      | $6436.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc.                                            | ENFUSION INC COMMON STOCK USD.001                      | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $9186.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc.                                         | ENGAGESMART INC COMMON STOCK USD.001                   | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $45760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                             | ENHABIT INC COMMON STOCK USD.01                        | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $11844.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated                     | HEALTHCARE REALTY TRUST INC REIT USD.01                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      6370 | NS      | $122749.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                                   | HEARTLAND EXPRESS INC COMMON STOCK USD.01              | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1446 | NS      | $22181.64     | 0.00%             |  |  |  | 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        |       771 | NS      | $35944.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NightHawk Biosciences Inc.                               | NIGHTHAWK BIOSCIENCES INC COMMON STOCK USD.0002        | CUSIP: 42237K409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $98.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                               | HEALTHPEAK PROPERTIES INC REIT USD1.0                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      9008 | NS      | $225830.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                     | HECLA MINING CO COMMON STOCK USD.25                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      9827 | NS      | $54638.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                        | HEICO CORP COMMON STOCK USD.01                         | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $84502.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                        | HEICO CORP COMMON STOCK USD.01                         | CUSIP: 422806208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1729 | NS      | $207220.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick and Struggles International Inc.                | HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01   | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       391 | NS      | $10936.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                                 | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $30976.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                        | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK            | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2742 | NS      | $20235.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                                 | NU SKIN ENTERPRISES INC COMMON STOCK USD.001           | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       854 | NS      | $36004.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                        | NUCOR CORP COMMON STOCK USD.4                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4301 | NS      | $566914.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NuStar Energy L.P.                                       | NUSTAR ENERGY LP MLP                                   | CUSIP: 67058H102<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EC               | CORP              | US        |      1925 | NS      | $30800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc.                                             | NUTANIX INC COMMON STOCK USD.000025                    | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3704 | NS      | $96489.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                       | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     40792 | NS      | $5961342.88   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                            | NUVALENT INC COMMON STOCK USD.0001                     | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $24747.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                            | NUVASIVE INC COMMON STOCK USD.001                      | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |       866 | NS      | $35713.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corporation                                | NUSCALE POWER CORP COMMON STOCK USD.0001               | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $8464.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc.                                        | NUTEX HEALTH INC COMMON STOCK                          | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10583 | NS      | $20107.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nurix Therapeutics Inc.                                  | NURIX THERAPEUTICS INC COMMON STOCK                    | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $8366.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc.                                        | NUVATION BIO INC COMMON STOCK USD.0001                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3157 | NS      | $6061.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc.                                | RELMADA THERAPEUTICS INC COMMON STOCK                  | CUSIP: 75955J402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       448 | NS      | $1563.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc.                                      | REMITLY GLOBAL INC COMMON STOCK USD.0001               | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2668 | NS      | $30548.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                     | RENASANT CORP COMMON STOCK USD5.0                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1005 | NS      | $37777.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reneo Pharmaceuticals Inc.                               | RENEO PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 75974E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $1516.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                     | REPLIGEN CORP COMMON STOCK USD.01                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       915 | NS      | $154918.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biodesix Inc.                                            | BIODESIX INC COMMON STOCK USD.001                      | CUSIP: 09075X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1285 | NS      | $2955.50      | 0.00%             |  |  |  | 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        |       543 | NS      | $4577.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAtla Inc.                                             | BIOATLA INC COMMON STOCK USD.0001                      | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $7194.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                    | CAMPBELL SOUP CO COMMON STOCK USD.0375                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      4940 | NS      | $280345.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc.                              | CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       715 | NS      | $15958.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Candel Therapeutics Inc.                                 | CANDEL THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       599 | NS      | $1072.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc.                                     | CANNAE HOLDINGS INC COMMON STOCK                       | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1126 | NS      | $23251.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc.                                               | CANOO INC COMMON STOCK USD.0001                        | CUSIP: 13803R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5484 | NS      | $6745.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                             | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01        | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $13000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                        | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      6305 | NS      | $586112.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc.                                | SONIDA SENIOR LIVING INC COMMON STOCK USD.01           | CUSIP: 140475203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $375.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Southwest Corporation                            | CAPITAL SOUTHWEST CORP COMMON STOCK USD.25             | CUSIP: 140501107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $7609.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc.                           | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01      | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1954 | NS      | $16902.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Green Energy Corporation                        | CAPSTONE GREEN ENERGY CORP COMMON STOCK USD.001        | CUSIP: 14067D508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $729.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc.                               | CAPRICOR THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 14070B309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $2891.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapStar Financial Holdings Inc.                          | CAPSTAR FINANCIAL HOLDINGS INC COMMON STOCK USD1.0     | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $6604.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc.                                   | CARA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       906 | NS      | $9730.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc.                                    | CARDIFF ONCOLOGY INC COMMON STOCK USD.0001             | CUSIP: 14147L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $1842.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc.                                     | CARDINAL HEALTH INC COMMON STOCK                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4465 | NS      | $343224.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc.                              | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                | CUSIP: 141619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748 | NS      | $10187.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc.                                          | CARDLYTICS INC COMMON STOCK                            | CUSIP: 14161W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $3231.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                              | CAREDX INC COMMON STOCK USD.001                        | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $10154.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareCloud Inc.                                           | CARECLOUD INC COMMON STOCK USD.001                     | CUSIP: 14167R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $300.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc.                                             | CAREMAX INC COMMON STOCK USD.0001                      | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $4891.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                      | CARETRUST REIT INC REIT USD.01                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      1737 | NS      | $32273.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CION Investment Corporation                              | CION INVESTMENT CORP COMMON STOCK USD.001              | CUSIP: 17259U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $3003.00      | 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        |       400 | NS      | $9584.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                        | CIRRUS LOGIC INC COMMON STOCK USD.001                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       781 | NS      | $58168.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                       | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67825 | NS      | $3231183.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                       | CINTAS CORP COMMON STOCK                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1661 | NS      | $750140.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens and Northern Corporation                        | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0         | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $7406.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                           | CITIGROUP INC COMMON STOCK USD.01                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     31798 | NS      | $1438223.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                         | CITI TRENDS INC COMMON STOCK USD.01                    | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $2091.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                            | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01       | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8158 | NS      | $321180.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc.                                            | CITIZENS INC/TX COMMON STOCK                           | CUSIP: 174740100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $2918.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                                     | CITY HOLDING CO COMMON STOCK USD2.5                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $26065.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corporation                                        | CIVEO CORP COMMON STOCK USD.01                         | CUSIP: 17878Y207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $4696.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                                  | CIVISTA BANCSHARES INC COMMON STOCK                    | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       342 | NS      | $7527.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                   | BONANZA CREEK ENERGY INC COMMON STOCK                  | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1313 | NS      | $76062.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                               | CLAROS MORTGAGE TRUST INC COMMON STOCK USD.01          | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $29214.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     13727 | NS      | $1081550.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                            | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       620 | NS      | $14384.00     | 0.00%             |  |  |  | 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        |      1419 | NS      | $42754.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc.                                  | COLUMBIA FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 197641103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1909 | NS      | $41272.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                              | COLUMBIA SPORTSWEAR CO COMMON STOCK                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       928 | NS      | $81274.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                            | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       532 | NS      | $17274.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                 | COMFORT SYSTEMS USA INC COMMON STOCK USD.01            | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       610 | NS      | $70198.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                      | COMCAST CORP COMMON STOCK USD.01                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     72194 | NS      | $2524624.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                    | COMERICA INC COMMON STOCK USD5.0                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2162 | NS      | $144529.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comera Life Sciences Holdings Inc.                       | COMERA LIFE SCIENCES HOLDINGS COMMON STOCK USD.001     | CUSIP: 20037C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $339.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                                 | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1812 | NS      | $123342.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                           | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       876 | NS      | $33761.04     | 0.00%             |  |  |  | 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        |       923 | NS      | $8251.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                     | EDISON INTERNATIONAL COMMON STOCK                      | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6285 | NS      | $399851.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc.                                     | EDITAS MEDICINE INC COMMON STOCK USD.0001              | CUSIP: 28106W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1143 | NS      | $10138.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                             | HOST HOTELS and RESORTS INC REIT USD.01                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     11886 | NS      | $190770.30    | 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        |      2320 | NS      | $52060.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                      | HOULIHAN LOKEY INC COMMON STOCK USD.001                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       835 | NS      | $72778.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc.                               | HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01          | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $4755.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Howard Hughes Corporation                            | HOWARD HUGHES CORP COMMON STOCK                        | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       851 | NS      | $65033.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                    | HOWMET AEROSPACE INC COMMON STOCK                      | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6864 | NS      | $270510.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc.                                           | HUB GROUP INC COMMON STOCK USD.01                      | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $43401.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                     | HUBBELL INC COMMON STOCK USD.01                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       883 | NS      | $207222.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc.                                             | HUBSPOT INC COMMON STOCK USD.001                       | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $228412.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc.                           | HUDSON PACIFIC PROPERTIES INC REIT USD.01              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2615 | NS      | $25443.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc.                                 | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $5424.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                      | KNOWLES CORP COMMON STOCK USD.01                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1589 | NS      | $26091.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc.                                             | KNOWBE4 INC COMMON STOCK USD.00001                     | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1431 | NS      | $35460.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                                     | KODIAK SCIENCES INC COMMON STOCK USD.0001              | CUSIP: 50015M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $6436.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                       | KOHL'S CORP COMMON STOCK USD.01                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1932 | NS      | $48783.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                                      | KONTOOR BRANDS INC COMMON STOCK                        | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       939 | NS      | $37550.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corporation                                        | KOPIN CORP COMMON STOCK USD.01                         | CUSIP: 500600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $1408.64      | 0.00%             |  |  |  | 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        |       390 | NS      | $10998.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                               | KORN FERRY COMMON STOCK USD.01                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       900 | NS      | $45558.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings Inc.                                 | KORE GROUP HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $1218.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                       | KOSMOS ENERGY LTD COMMON STOCK USD.01                  | CUSIP: 500688106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7208 | NS      | $45842.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                                  | KRAFT HEINZ CO/THE COMMON STOCK USD.01                 | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20103 | NS      | $818393.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.               | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      2288 | NS      | $23612.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc.                                        | KRISPY KREME INC COMMON STOCK USD.01                   | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2475 | NS      | $25542.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                           | KROGER CO/THE COMMON STOCK USD1.0                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     11736 | NS      | $523190.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                                    | KRONOS WORLDWIDE INC COMMON STOCK USD.01               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      2074 | NS      | $19495.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc.                                          | KRONOS BIO INC COMMON STOCK                            | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1099 | NS      | $1780.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                                     | KRYSTAL BIOTECH INC COMMON STOCK USD.00001             | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $31291.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries Inc.                        | KULICKE and SOFFA INDUSTRIES INC COMMON STOCK          | CUSIP: 501242101<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |       961 | NS      | $42533.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc.                               | KULR TECHNOLOGY GROUP INC COMMON STOCK USD.0001        | CUSIP: 50125G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $1790.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc.                                      | KURA SUSHI USA INC COMMON STOCK USD.001                | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $5960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                                       | KURA ONCOLOGY INC COMMON STOCK USD.0001                | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      1043 | NS      | $12943.63     | 0.00%             |  |  |  | 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        |      3641 | NS      | $40487.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                                 | KYMERA THERAPEUTICS INC COMMON STOCK                   | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       885 | NS      | $22089.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc.                                           | LHC GROUP INC COMMON STOCK USD.01                      | CUSIP: 50187A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $82946.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc.                                             | AEMETIS INC COMMON STOCK USD.001                       | CUSIP: 00770K202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $2526.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                            | ADVANSIX INC COMMON STOCK USD.01                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       524 | NS      | $19922.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                           | LGI HOMES INC COMMON STOCK USD.01                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       335 | NS      | $31021.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                          | LKQ CORP COMMON STOCK USD.01                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4536 | NS      | $242267.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                         | AEROJET ROCKETDYNE HOLDINGS IN COMMON STOCK USD.1      | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      1361 | NS      | $76120.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc.                                 | CONYERS PARK II ACQUISITION COMMON STOCK USD.0001      | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4745 | NS      | $9869.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                           | LCI INDUSTRIES COMMON STOCK USD.01                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       430 | NS      | $39753.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                              | LPL FINANCIAL HOLDINGS INC COMMON STOCK                | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1313 | NS      | $283831.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                                      | LSB INDUSTRIES INC COMMON STOCK USD.1                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      1275 | NS      | $16957.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                                      | LSI INDUSTRIES INC COMMON STOCK                        | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $3953.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                      | CONTRA ADURO BIOTECH I COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       312 | NS      | $630.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aerovate Therapeutics Inc.                               | AEROVATE THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $11456.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc.                                      | LTC PROPERTIES INC REIT USD.01                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       749 | NS      | $26611.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                               | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3145 | NS      | $654820.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                                       | AEROVIRONMENT INC COMMON STOCK USD.0001                | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $37861.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc.                                  | AKERO THERAPEUTICS INC COMMON STOCK                    | CUSIP: 00973Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $41319.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                                    | LA-Z-BOY INC COMMON STOCK USD1.0                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       740 | NS      | $16886.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings               | LABORATORY CORP OF AMERICA HOL COMMON STOCK USD.1      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1483 | NS      | $349216.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akili Inc.                                               | AKILI INC COMMON STOCK USD.0001                        | CUSIP: 00974B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $1050.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKOUOS INC + COMMON STOCK                         | CONTRA AKOUOS INC + COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       504 | NS      | $398.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alamo Group Inc.                                         | ALAMO GROUP INC COMMON STOCK USD.1                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       213 | NS      | $30160.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                  | ALARM.COM HOLDINGS INC COMMON STOCK                    | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       836 | NS      | $41365.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                      | LADDER CAPITAL CORP REIT USD.001                       | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439 | NS      | $24487.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc.                                    | LAKELAND BANCORP INC COMMON STOCK                      | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      1308 | NS      | $23033.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                                    | ALASKA AIR GROUP INC COMMON STOCK USD.01               | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $90259.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                               | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       537 | NS      | $52942.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                    | ALBEMARLE CORP COMMON STOCK USD.01                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1926 | NS      | $417672.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                                | ALBERTSONS COS INC COMMON STOCK USD.01                 | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8427 | NS      | $174775.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                           | LAKELAND FINANCIAL CORP COMMON STOCK                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $33274.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc.                              | SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 78413P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $3041.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc.                                      | ALBIREO PHARMA INC COMMON STOCK USD.01                 | CUSIP: 01345P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $6504.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                        | ALCOA CORP COMMON STOCK USD.01                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2975 | NS      | $135273.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                | SJW GROUP COMMON STOCK USD.001                         | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $42787.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                    | SL GREEN REALTY CORP REIT USD.01                       | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $25930.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc.                                | ARIS WATER SOLUTION INC COMMON STOCK USD.01            | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $4625.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                               | ARKO CORP COMMON STOCK USD.0001                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1443 | NS      | $12496.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                          | SLM CORP COMMON STOCK USD.2                            | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4213 | NS      | $69935.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                        | SM ENERGY CO COMMON STOCK USD.01                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2008 | NS      | $69938.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc.                                   | ARLO TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1497 | NS      | $5254.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                           | ARMADA HOFFLER PROPERTIES INC REIT USD.01              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1229 | NS      | $14133.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc.                                        | SPS COMMERCE INC COMMON STOCK USD.001                  | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $76287.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                                      | SP PLUS CORP COMMON STOCK USD.001                      | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |       371 | NS      | $12881.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                             | ARMOUR RESIDENTIAL REIT INC REIT USD.0001              | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      1413 | NS      | $7955.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc.                          | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD.01     | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       794 | NS      | $54460.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc.                      | SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01     | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       611 | NS      | $5749.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc.                            | SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001     | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       998 | NS      | $25957.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc.                                  | ARRAY TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2420 | NS      | $46778.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                                   | ARROW ELECTRONICS INC COMMON STOCK USD1.0              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       946 | NS      | $98923.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                              | ARROW FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $13492.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                           | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1775 | NS      | $71994.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc.                                             | ARTERIS INC COMMON STOCK USD.001                       | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $1100.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corporation                           | ARTESIAN RESOURCES CORP COMMON STOCK USD1.0            | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       193 | NS      | $11305.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                   | ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01     | CUSIP: 04316A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $34511.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                             | ARVINAS INC COMMON STOCK USD.001                       | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $29660.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                               | ASANA INC COMMON STOCK USD.00001                       | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2165 | NS      | $29812.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                             | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01        | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       361 | NS      | $64709.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc.                           | ASHFORD HOSPITALITY TRUST INC REIT                     | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $1984.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                             | ASHLAND GLOBAL HOLDINGS INC COMMON STOCK               | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $94841.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc.                                      | ASPEN AEROGELS INC COMMON STOCK USD.00001              | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $7215.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc.                                | ASSEMBLY BIOSCIENCES INC COMMON STOCK USD.001          | CUSIP: 045396108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $465.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc.                                   | ASSERTIO HOLDINGS INC COMMON STOCK                     | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $2180.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                            | CARTER'S INC COMMON STOCK USD.01                       | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $44243.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                              | CARVANA CO COMMON STOCK USD.001                        | CUSIP: 146869102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1910 | NS      | $9053.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Casa Systems Inc.                                        | CASA SYSTEMS INC COMMON STOCK                          | CUSIP: 14713L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1938 | NS      | $5290.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc.                               | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01          | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       868 | NS      | $68841.08     | 0.01%             |  |  |  | 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        |       592 | NS      | $132815.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASI Pharmaceuticals Inc.                                | CASI PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 14757U208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $301.00       | 0.00%             |  |  |  | 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        |       256 | NS      | $11729.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc.                                    | CASSAVA SCIENCES INC COMMON STOCK USD.001              | CUSIP: 14817C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $20028.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Castle Biosciences Inc.                                  | CASTLE BIOSCIENCES INC COMMON STOCK                    | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $9510.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc.                                            | CATALENT INC COMMON STOCK USD.01                       | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2974 | NS      | $133859.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                            | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 14888U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1738 | NS      | $32326.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                         | CATERPILLAR INC COMMON STOCK USD1.0                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8651 | NS      | $2072433.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                   | CATHAY GENERAL BANCORP COMMON STOCK USD.01             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       768 | NS      | $31326.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cato Corporation                                     | CATO CORP/THE COMMON STOCK USD.033                     | CUSIP: 149205106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       469 | NS      | $4375.77      | 0.00%             |  |  |  | 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        |       155 | NS      | $35068.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                       | WW GRAINGER INC COMMON STOCK USD.5                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       825 | NS      | $458906.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                              | GRAND CANYON EDUCATION INC COMMON STOCK USD.01         | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       534 | NS      | $56422.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                        | GRANITE CONSTRUCTION INC COMMON STOCK USD.01           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       774 | NS      | $27144.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc.                        | GRANITE POINT MORTGAGE TRUST I REIT USD.01             | CUSIP: 38741L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $5922.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                        | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5165 | NS      | $114921.25    | 0.02%             |  |  |  | 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        |       889 | NS      | $2951.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc.                                     | GRAY TELEVISION INC COMMON STOCK                       | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1517 | NS      | $16975.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp.                                         | GREAT AJAX CORP REIT USD.01                            | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       553 | NS      | $4009.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation                  | GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001 | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      1412 | NS      | $8401.40      | 0.00%             |  |  |  | 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        |       260 | NS      | $15467.40     | 0.00%             |  |  |  | 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        |       849 | NS      | $20571.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                 | AMERICAN EXPRESS CO COMMON STOCK USD.2                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     12295 | NS      | $1816586.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                            | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1397 | NS      | $191780.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Necessity Retail REIT Inc.                           | AMERICAN FINANCE TRUST INC REIT                        | CUSIP: 02607T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2393 | NS      | $14190.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                    | AMERICAN HOMES 4 RENT REIT USD.01                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5853 | NS      | $176409.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                        | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     12565 | NS      | $794610.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc.                        | AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0     | CUSIP: 027745108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $8050.74      | 0.00%             |  |  |  | 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        |       307 | NS      | $3076.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                           | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01      | CUSIP: 02913V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $4571.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc.                                   | AMERICAN SOFTWARE INC/GA COMMON STOCK USD.1            | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $9072.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                            | AMERICAN STATES WATER CO COMMON STOCK                  | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $58213.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation                      | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01       | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |       626 | NS      | $2303.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                               | AMERICAN TOWER CORP REIT USD.01                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      7641 | NS      | $1618822.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                            | AMERICAN VANGUARD CORP COMMON STOCK USD.1              | CUSIP: 030371108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       632 | NS      | $13720.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                        | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2988 | NS      | $455430.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                                | AMERICAN WELL CORP COMMON STOCK USD.01                 | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4289 | NS      | $12137.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                            | AMERICAN WOODMARK CORP COMMON STOCK                    | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $14462.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                                  | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01          | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $8454.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc.                              | AMERICOLD REALTY TRUST REIT USD.01                     | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4289 | NS      | $121421.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                           | AMERISAFE INC COMMON STOCK USD.01                      | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $21411.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                            | AMERISOURCEBERGEN CORP COMMON STOCK USD.01             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3398 | NS      | $563082.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                                | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1780 | NS      | $554238.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                           | AMERIS BANCORP COMMON STOCK USD1.0                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1207 | NS      | $56897.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                             | EQUIFAX INC COMMON STOCK USD1.25                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2009 | NS      | $390469.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                             | EQUINIX INC REIT USD.001                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1499 | NS      | $981889.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equillium Inc.                                           | EQUILLIUM INC COMMON STOCK USD.0001                    | CUSIP: 29446K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $918.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                                  | EQUITABLE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6289 | NS      | $180494.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                          | EQUITRANS MIDSTREAM CORP COMMON STOCK                  | CUSIP: 294600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7277 | NS      | $48755.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                                   | EQUITY BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       331 | NS      | $10813.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                      | EQUITY COMMONWEALTH REIT USD.01                        | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |       885 | NS      | $22098.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                         | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01             | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2967 | NS      | $191668.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                       | EQUITY RESIDENTIAL REIT USD.01                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      6236 | NS      | $367924.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                              | ERASCA INC COMMON STOCK USD.0001                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1961 | NS      | $8451.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                   | ERIE INDEMNITY CO COMMON STOCK                         | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $190022.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                       | UNITIL CORP COMMON STOCK                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $16229.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                         | UNITI GROUP INC REIT USD.0001                          | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      4136 | NS      | $22872.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                                       | UNITY BANCORP INC COMMON STOCK                         | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $7269.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Company                          | DIAMONDROCK HOSPITALITY CO REIT USD.01                 | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3725 | NS      | $30507.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                  | DIAMONDBACK ENERGY INC COMMON STOCK USD.01             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2934 | NS      | $401312.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                               | DICK'S SPORTING GOODS INC COMMON STOCK USD.01          | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $110065.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                             | DIEBOLD NIXDORF INC COMMON STOCK USD1.25               | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       790 | NS      | $1121.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                  | DIGI INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $22405.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corporation                                     | DIGIMARC CORP COMMON STOCK USD.001                     | CUSIP: 25381B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $5436.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                | DIGITAL REALTY TRUST INC REIT USD.01                   | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $475680.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc.                                     | DIGITAL TURBINE INC COMMON STOCK USD.0001              | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1591 | NS      | $24246.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                                 | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2569 | NS      | $28104.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc.                               | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025      | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1622 | NS      | $41312.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                           | DILLARD'S INC COMMON STOCK                             | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $70134.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc.                                        | NMI HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1463 | NS      | $30576.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc.                              | NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 62921N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1448 | NS      | $7268.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc.                                                  | NN INC COMMON STOCK USD.01                             | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |       766 | NS      | $1149.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                          | NRG ENERGY INC COMMON STOCK USD.01                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3773 | NS      | $120056.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                          | NVE CORP COMMON STOCK USD.01                           | CUSIP: 629445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $5568.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                                 | NVR INC COMMON STOCK USD.01                            | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $239854.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                  | NOV INC COMMON STOCK USD.01                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      6541 | NS      | $136641.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc.                                    | NACCO INDUSTRIES INC COMMON STOCK USD1.0               | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $5016.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc.                             | NANOSTRING TECHNOLOGIES INC COMMON STOCK USD.0001      | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       769 | NS      | $6128.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc.                         | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01     | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $17862.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                              | NASDAQ INC COMMON STOCK USD.01                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      8080 | NS      | $495708.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                              | NATERA INC COMMON STOCK USD.0001                       | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $71181.24     | 0.01%             |  |  |  | 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        |        78 | NS      | $5242.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation                       | NATIONAL BANK HOLDINGS CORP COMMON STOCK               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $29322.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                        | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1          | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       716 | NS      | $52210.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENTI BIOSCIENCES INC COMMON STOCK USD.0001              | SENTI BIOSCIENCES INC COMMON STOCK                     | CUSIP: 81726A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $750.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc.                                 | SENSEONICS HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      7349 | NS      | $7569.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensei Biotherapeutics Inc.                              | SENSEI BIOTHERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 81728A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $742.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensus Healthcare Inc.                                   | SENSUS HEALTHCARE INC COMMON STOCK USD.01              | CUSIP: 81728J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $986.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc.                                         | SENTINELONE INC COMMON STOCK USD.0001                  | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3431 | NS      | $50058.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc.                                  | SERES THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |      2022 | NS      | $11323.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                               | SERITAGE GROWTH PROPERTIES REIT USD.01                 | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |       866 | NS      | $10244.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                        | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2591 | NS      | $179141.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                 | SERVICE PROPERTIES TRUST REIT USD.01                   | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $22088.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                          | SERVICENOW INC COMMON STOCK USD.001                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3311 | NS      | $1285561.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc.                              | SERVISFIRST BANCSHARES INC COMMON STOCK USD.001        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $58435.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                         | SHAKE SHACK INC COMMON STOCK USD.01                    | CUSIP: 819047101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       668 | NS      | $27742.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc.                                           | SHARECARE INC COMMON STOCK USD.0001                    | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5224 | NS      | $8358.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shattuck Labs Inc.                                       | SHATTUCK LABS INC COMMON STOCK                         | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $1685.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                    | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       901 | NS      | $14307.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                             | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      4252 | NS      | $1009127.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                                     | SHIFT4 PAYMENTS INC COMMON STOCK                       | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $47652.36     | 0.01%             |  |  |  | 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        |       500 | NS      | $11955.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ShockWave Medical Inc.                                   | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001             | CUSIP: 82489T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $121721.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc.                           | SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1878 | NS      | $46330.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc.                                    | SHORE BANCSHARES INC COMMON STOCK USD.01               | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $8505.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCA biopharma Inc.                                      | ARCA BIOPHARMA INC COMMON STOCK USD.001                | CUSIP: 00211Y506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       174 | NS      | $410.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc.                                         | ATYR PHARMA INC COMMON STOCK USD.001                   | CUSIP: 002120202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $519.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                        | A10 NETWORKS INC COMMON STOCK USD.00001                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1300 | NS      | $21619.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                                   | ATN INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       291 | NS      | $13185.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc.                                                 | AXT INC COMMON STOCK USD.001                           | CUSIP: 00246W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $1257.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                                 | AZZ INC COMMON STOCK USD1.0                            | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $19095.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc.                                 | AARON'S CO INC/THE COMMON STOCK USD.5                  | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $7588.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                      | ABBOTT LABORATORIES COMMON STOCK                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     28691 | NS      | $3149984.89   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                              | ABBVIE INC COMMON STOCK USD.01                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     28973 | NS      | $4682326.53   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie and Fitch Co.                                | ABERCROMBIE and FITCH CO COMMON STOCK USD.01           | CUSIP: 002896207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $18923.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc.                                 | ABEONA THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 00289Y206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $862.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                              | ACACIA RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1092 | NS      | $4597.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC COMMON STOCK                          | CONTRA ABIOMED INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       788 | NS      | $803.76       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Academy Sports and Outdoors Inc.                         | ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01    | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1317 | NS      | $69195.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                           | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      1502 | NS      | $123644.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc.                              | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2745 | NS      | $43700.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                      | ACADIA REALTY TRUST REIT USD.001                       | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1812 | NS      | $26002.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc.                                 | ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001          | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1215 | NS      | $9355.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc.                                            | ACCOLADE INC COMMON STOCK                              | CUSIP: 00437E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $8826.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Incorporated                                     | ACCURAY INC COMMON STOCK USD.001                       | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      2141 | NS      | $4474.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acer Therapeutics Inc.                                   | ACER THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 00444P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $406.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Achieve Life Sciences Inc.                               | ACHIEVE LIFE SCIENCES INC COMMON STOCK USD.001         | CUSIP: 004468500<br>LEI: 549300V82ZKZDTAU0A46 | Long             | EC               | CORP              | US        |       170 | NS      | $419.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                                       | ACI WORLDWIDE INC COMMON STOCK USD.005                 | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1918 | NS      | $44114.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc.                                | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001        | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      1042 | NS      | $16411.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Holdings Inc.                                     | ADTRAN HOLDINGS INC COMMON STOCK                       | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1059 | NS      | $19898.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARMACE COMMON STOCK                          | ACHILLION PHARMACE COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3410 | NS      | $5127.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aceto Chem Private Limited                               | ESC ACETO CHEM INC COM COMMON STOCK                    | CUSIP: 004ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Activision Blizzard Inc.                                 | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     12815 | NS      | $980988.25    | 0.15%             |  |  |  | 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        |       541 | NS      | $89595.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                  | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1199 | NS      | $50909.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acumen Pharmaceuticals Inc.                              | ACUMEN PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $3196.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acurx Pharmaceuticals Inc.                               | ACURX PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 00510M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       299 | NS      | $1190.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apexigen Inc.                                            | APEXIGEN INC COMMON STOCK USD.0001                     | CUSIP: 03759B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $348.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Corporation                  | APOLLO INVESTMENT CORP COMMON STOCK USD.001            | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |      1232 | NS      | $14044.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc.                                             | ADAGIO THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1879 | NS      | $2818.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc.                              | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $39388.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                      | ANALOG DEVICES INC COMMON STOCK USD.167                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8424 | NS      | $1381788.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                          | ANAPTYSBIO INC COMMON STOCK USD.001                    | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $16424.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.               | APOLLO COMMERCIAL REAL ESTATE REIT USD.01              | CUSIP: 03762U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2544 | NS      | $27373.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc.                             | APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001       | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $28347.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Endosurgery Inc.                                  | APOLLO ENDOSURGERY INC COMMON STOCK                    | CUSIP: 03767D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639 | NS      | $6370.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                            | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001     | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9299 | NS      | $593183.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                       | APPIAN CORP COMMON STOCK USD.0001                      | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       703 | NS      | $22889.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                               | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    263248 | NS      | $34203812.64  | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                            | APPFOLIO INC COMMON STOCK USD.0001                     | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $36039.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                              | APPLE HOSPITALITY REIT INC REIT NPV                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3995 | NS      | $63041.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corporation                              | APPLIED DIGITAL CORP COMMON STOCK USD.001              | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1358 | NS      | $2498.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Energetics Inc.                                  | APPLIED ENERGETICS INC COMMON STOCK USD.001            | CUSIP: 03819M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $1709.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                     | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       635 | NS      | $80029.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                   | APPLIED MATERIALS INC COMMON STOCK USD.01              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     14095 | NS      | $1372571.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc.                             | APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001       | CUSIP: 03823U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       524 | NS      | $990.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                     | APPLOVIN CORP COMMON STOCK USD.00003                   | CUSIP: 03831W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4899 | NS      | $51586.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Specialty Finance Inc.                      | BAIN CAPITAL SPECIALTY FINANCE COMMON STOCK USD.001    | CUSIP: 05684B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $14161.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                     | BAKER HUGHES A GE CO COMMON STOCK USD.0001             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16646 | NS      | $491556.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                      | BALCHEM CORP COMMON STOCK USD.0667                     | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $55804.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                         | BALL CORP COMMON STOCK                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5183 | NS      | $265058.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corporation                                      | BALLY'S CORP COMMON STOCK USD.01                       | CUSIP: 05875B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $14379.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                                    | BANCFIRST CORP COMMON STOCK USD1.0                     | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       496 | NS      | $43737.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp Inc.                                         | BANCORP INC/THE COMMON STOCK USD1.0                    | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $28635.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                           | BANDWIDTH INC COMMON STOCK USD.001                     | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $9891.45      | 0.00%             |  |  |  | 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        |      1160 | NS      | $18478.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                              | BANK OF AMERICA CORP COMMON STOCK USD.01               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    131651 | NS      | $4360281.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                               | BANK OF HAWAII CORP COMMON STOCK USD.01                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       678 | NS      | $52585.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                    | BANK OF MARIN BANCORP COMMON STOCK                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $10784.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc.                                       | ANDERSONS INC/THE COMMON STOCK                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       652 | NS      | $22813.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc.                                  | ANGEL OAK MORTGAGE INC REIT USD.01                     | CUSIP: 03464Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $756.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                  | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     13276 | NS      | $604323.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                 | BANK OZK COMMON STOCK                                  | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1946 | NS      | $77956.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                       | ANGIODYNAMICS INC COMMON STOCK USD.01                  | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       735 | NS      | $10120.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                  | ANIKA THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $8524.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Princeton                                    | BANK OF PRINCETON/THE COMMON STOCK USD5.0              | CUSIP: 064520109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $7168.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                                | BANKFINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $5064.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                          | BANKUNITED INC COMMON STOCK USD.01                     | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1357 | NS      | $46097.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                       | BANNER CORP COMMON STOCK USD.01                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       610 | NS      | $38552.00     | 0.01%             |  |  |  | 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        |       211 | NS      | $6209.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                    | BAR HARBOR BANKSHARES COMMON STOCK USD2.0              | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $13104.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anixa Biosciences Inc.                                   | ANIXA BIOSCIENCES INC COMMON STOCK USD.01              | CUSIP: 03528H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $1640.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                           | ANNALY CAPITAL MANAGEMENT INC REIT USD.01              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      6736 | NS      | $141994.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings BDC Inc.                                         | BARINGS BDC INC COMMON STOCK USD.001                   | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | CORP              | US        |      1926 | NS      | $15696.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes and Noble Education Inc.                          | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01     | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      1158 | NS      | $2026.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                        | BARNES GROUP INC COMMON STOCK USD.01                   | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       889 | NS      | $36315.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                           | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01      | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $12872.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Incorporated                | BASSETT FURNITURE INDUSTRIES I COMMON STOCK USD5.0     | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $3458.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                                 | BATH and BODY WORKS INC COMMON STOCK USD.5             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3750 | NS      | $158025.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corporation                                | BATTALION OIL CORP COMMON STOCK USD.0001               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |        62 | NS      | $602.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      8263 | NS      | $421165.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                              | BAYCOM CORP COMMON STOCK                               | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $6377.28      | 0.00%             |  |  |  | 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        |      1112 | NS      | $58702.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                                   | BEAM THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $44820.06     | 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        |       198 | NS      | $2526.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                             | BECTON DICKINSON AND CO COMMON STOCK USD1.0            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4668 | NS      | $1187072.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc.                                                | EQRX INC COMMON STOCK                                  | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7952 | NS      | $19561.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                                       | EAGLE BANCORP INC COMMON STOCK USD.01                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       547 | NS      | $24106.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc.                                            | ESS TECH INC COMMON STOCK USD.0001                     | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2241 | NS      | $5445.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO Payments Inc.                                        | EVO PAYMENTS INC COMMON STOCK USD.0001                 | CUSIP: 26927E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $27444.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc.                                      | EVI INDUSTRIES INC COMMON STOCK USD.025                | CUSIP: 26929N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $5704.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                     | EAGLE MATERIALS INC COMMON STOCK USD.01                | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $84492.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc.                               | EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD.001      | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       259 | NS      | $7570.57      | 0.00%             |  |  |  | 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        |      2254 | NS      | $148538.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc.                      | EASTERLY GOVERNMENT PROPERTIES REIT USD.01             | CUSIP: 27616P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1561 | NS      | $22275.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc.                                  | EASTERN BANKSHARES INC COMMON STOCK USD.01             | CUSIP: 27627N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1922 | NS      | $33154.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Eastern Company                                      | EASTERN CO/THE COMMON STOCK                            | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       202 | NS      | $3894.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc.                                 | EUROPEAN WAX CENTER INC COMMON STOCK USD.00001         | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $10607.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evelo Biosciences Inc.                                   | EVELO BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 299734103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2584 | NS      | $4160.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc.                                          | EVENTBRITE INC COMMON STOCK USD.00001                  | CUSIP: 29975E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $8561.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                            | EVERCORE INC COMMON STOCK USD.01                       | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $71338.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                        | EVERCOMMERCE INC COMMON STOCK USD.00001                | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3253 | NS      | $24202.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc.                                          | EVERBRIDGE INC COMMON STOCK USD.001                    | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |       671 | NS      | $19848.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc.                                             | ANNEXON INC COMMON STOCK                               | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $4632.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annovis Bio Inc.                                         | ANNOVIS BIO INC COMMON STOCK USD.0001                  | CUSIP: 03615A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $2363.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                      | EVERI HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 30034T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1572 | NS      | $22558.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                              | EVERGY INC COMMON STOCK                                | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3792 | NS      | $238630.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                        | EVERSOURCE ENERGY COMMON STOCK USD5.0                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5697 | NS      | $477636.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                           | EVERQUOTE INC COMMON STOCK USD.001                     | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $7089.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc.                                               | ANSYS INC COMMON STOCK USD.01                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1430 | NS      | $345473.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                             | ANTERO RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5049 | NS      | $156468.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everspin Technologies Inc.                               | EVERSPIN TECHNOLOGIES INC COMMON STOCK USD.0001        | CUSIP: 30041T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $433.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                          | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001          | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |       128 | NS      | $966.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc.                         | EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001   | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2210 | NS      | $5723.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                                      | EVOLENT HEALTH INC COMMON STOCK USD.01                 | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1650 | NS      | $46332.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                              | EVOLUS INC COMMON STOCK USD.00001                      | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1113 | NS      | $8358.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                                | EVGO INC COMMON STOCK USD.0001                         | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1443 | NS      | $6450.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evoqua Water Technologies Corp.                          | EVOQUA WATER TECHNOLOGIES CORP COMMON STOCK USD.01     | CUSIP: 30057T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2044 | NS      | $80942.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                               | EXACT SCIENCES CORP COMMON STOCK USD.01                | CUSIP: 30063P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2925 | NS      | $144816.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc.                                              | EXAGEN INC COMMON STOCK USD.001                        | CUSIP: 30068X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $604.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc.                                   | EXCELERATE ENERGY INC COMMON STOCK USD.001             | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $7615.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                         | SUPERIOR GROUP OF COS INC COMMON STOCK                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       407 | NS      | $4094.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                            | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $33244.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                                    | SURGERY PARTNERS INC COMMON STOCK USD.01               | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      1891 | NS      | $52683.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc.                                           | SURMODICS INC COMMON STOCK USD.05                      | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       278 | NS      | $9485.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc.                                     | SUTRO BIOPHARMA INC COMMON STOCK USD.001               | CUSIP: 869367102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $7013.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc.                                          | SWEETGREEN INC COMMON STOCK USD.001                    | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $12597.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                      | SYLVAMO CORP COMMON STOCK USD1.0                       | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $32895.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbotic Inc                                             | SYMBOTIC INC COMMON STOCK USD.0001                     | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $10411.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                   | SYNAPTICS INC COMMON STOCK USD.001                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       659 | NS      | $62710.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                            | SYNOPSYS INC COMMON STOCK USD.01                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2504 | NS      | $799502.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                  | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2472 | NS      | $92823.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                                | TRAVERE THERAPEUTICS INC COMMON STOCK                  | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1004 | NS      | $21114.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc.                             | TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001       | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $18897.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc.                               | TREAN INSURANCE GROUP INC COMMON STOCK                 | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $4608.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                     | ANTHEM INC COMMON STOCK USD.01                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3931 | NS      | $2016485.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                             | ANTERO MIDSTREAM CORP COMMON STOCK                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7998 | NS      | $86298.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                                     | TREDEGAR CORP COMMON STOCK                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       821 | NS      | $8390.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                                     | TREEHOUSE FOODS INC COMMON STOCK USD.01                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       936 | NS      | $46219.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                             | ANTERIX INC COMMON STOCK USD.0001                      | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       210 | NS      | $6755.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc.                                    | AN2 THERAPEUTICS INC COMMON STOCK USD.00001            | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $2897.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                          | APA CORP COMMON STOCK USD.625                          | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5374 | NS      | $250858.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Company              | APARTMENT INVESTMENT AND MANAG REIT USD.01             | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2711 | NS      | $19302.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                        | TREX CO INC COMMON STOCK USD.01                        | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1837 | NS      | $77760.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevena Inc.                                             | TREVENA INC COMMON STOCK USD.001                       | CUSIP: 89532E208<br>LEI: 549300YXUV4MU2J7QS07 | Long             | EC               | CORP              | US        |       207 | NS      | $296.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                              | APARTMENT INCOME REIT CORP REIT USD.01                 | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2626 | NS      | $90098.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                             | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1786 | NS      | $92354.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                         | TRICO BANCSHARES COMMON STOCK                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $31715.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                       | TRIMAS CORP COMMON STOCK USD.01                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       806 | NS      | $22358.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                  | APOGEE ENTERPRISES INC COMMON STOCK USD.333            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       449 | NS      | $19962.54     | 0.00%             |  |  |  | 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        |       396 | NS      | $9646.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                             | TRIMBLE INC COMMON STOCK                               | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      4096 | NS      | $207093.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                        | TRINET GROUP INC COMMON STOCK USD.000025               | CUSIP: 896288107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $69834.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                              | FIRST ADVANTAGE CORP COMMON STOCK USD.001              | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2298 | NS      | $29874.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                     | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1819 | NS      | $95206.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp Inc.                                   | FIRST BANCORP INC/ME COMMON STOCK USD.01               | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $9041.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                           | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1           | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |      3172 | NS      | $40347.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                            | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $29302.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                                  | FIRST BUSEY CORP COMMON STOCK USD.001                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1120 | NS      | $27686.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                           | FIRST CITIZENS BANCSHARES INC/ COMMON STOCK USD1.0     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       221 | NS      | $167597.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation                 | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0     | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $25732.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                          | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0     | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $8373.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                 | FIRST FINANCIAL BANCORP COMMON STOCK                   | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1737 | NS      | $42087.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                        | MERCHANTS BANCORP COMMON STOCK                         | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $20161.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                       | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     41509 | NS      | $4605423.55   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc.                                     | MERCURY SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       964 | NS      | $43129.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                              | MERCURY GENERAL CORP COMMON STOCK                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1013 | NS      | $34644.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc.                                 | MERIDIAN BIOSCIENCE INC COMMON STOCK                   | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       739 | NS      | $24542.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc.                                        | MERIDIANLINK INC COMMON STOCK USD.001                  | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1186 | NS      | $16283.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                               | MERIT MEDICAL SYSTEMS INC COMMON STOCK                 | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       944 | NS      | $66665.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                               | MERITAGE HOMES CORP COMMON STOCK USD.01                | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       524 | NS      | $48312.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrimack Pharmaceuticals Inc.                           | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $2337.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc.                                | MERSANA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 59045L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1566 | NS      | $9176.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Air Group Inc.                                      | MESA AIR GROUP INC COMMON STOCK                        | CUSIP: 590479135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $1123.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc.                                       | RENT-A-CENTER INC/TX COMMON STOCK USD.01               | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1004 | NS      | $22640.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc.                                     | RENT THE RUNWAY INC COMMON STOCK USD.001               | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $2873.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                                    | REPUBLIC BANCORP INC/KY COMMON STOCK                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $14322.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                       | ROYALTY PHARMA PLC COMMON STOCK                        | CUSIP: 76028H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7169 | NS      | $283318.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                                     | REPLIMUNE GROUP INC COMMON STOCK USD.001               | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $21161.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                      | REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01         | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1584 | NS      | $3405.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                   | REPUBLIC SERVICES INC COMMON STOCK USD.01              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5163 | NS      | $665975.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Limited Partnership      | RESTAURANT BRANDS INTERNATIONA LTD PART                | CUSIP: 76090H103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        82 | NS      | $5290.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                     | TEXAS ROADHOUSE INC COMMON STOCK USD.001               | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $101318.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                             | TEXTRON INC COMMON STOCK USD.125                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      3515 | NS      | $248862.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc.                                     | TG THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 88322Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2388 | NS      | $28250.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                                | BEAUTY HEALTH CO/THE COMMON STOCK USD.0001             | CUSIP: 88331L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2356 | NS      | $21439.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                      | ODP CORP/THE COMMON STOCK USD.01                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       815 | NS      | $37115.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TherapeuticsMD Inc.                                      | THERAPEUTICSMD INC COMMON STOCK USD.001                | CUSIP: 88338N206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $922.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc.                                      | TRADE DESK INC/THE COMMON STOCK                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      7286 | NS      | $326631.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The RealReal Inc.                                        | REALREAL INC/THE COMMON STOCK USD.00001                | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $2501.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                            | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6417 | NS      | $3533777.73   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc.                              | THERMON GROUP HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 88362T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       624 | NS      | $12529.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc.                             | THESEUS PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       652 | NS      | $3246.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Incorporated                                   | TWIN DISC INC COMMON STOCK                             | CUSIP: 901476101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $612.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                             | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001           | CUSIP: 90184D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $21595.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                             | TWO HARBORS INVESTMENT CORP REIT CNY1.0                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1453 | NS      | $22913.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc.                                                  | 2U INC COMMON STOCK USD.001                            | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      1345 | NS      | $8433.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                  | TYLER TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $220528.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc.                                    | TYRA BIOSCIENCES INC COMMON STOCK USD.0001             | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $5023.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                         | TYSON FOODS INC COMMON STOCK USD.1                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4752 | NS      | $295812.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                                 | UDR INC REIT USD.01                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      5225 | NS      | $202364.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                    | UFP TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $10138.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                          | UGI CORP COMMON STOCK                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3409 | NS      | $126371.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                               | UDEMY INC COMMON STOCK USD.00001                       | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2213 | NS      | $23347.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation          | WABTEC CORP COMMON STOCK USD.01                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      3010 | NS      | $300428.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wag! Group Co.                                           | WAG! GROUP CO COMMON STOCK USD.0001                    | CUSIP: 93042P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $1570.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                             | WALMART INC COMMON STOCK USD.1                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     44449 | NS      | $6302423.71   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                            | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     14176 | NS      | $529615.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker and Dunlop Inc.                                   | WALKER and DUNLOP INC COMMON STOCK                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $44419.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc.                                        | WARBY PARKER INC COMMON STOCK USD.0001                 | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1619 | NS      | $21840.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                              | WARNER BROS DISCOVERY INC COMMON STOCK                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     39630 | NS      | $375692.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                                 | WARNER MUSIC GROUP CORP COMMON STOCK                   | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2272 | NS      | $79565.44     | 0.01%             |  |  |  | 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        |       879 | NS      | $30448.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                          | APTARGROUP INC COMMON STOCK USD.01                     | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       916 | NS      | $100741.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptevo Therapeutics Inc.                                 | APTEVO THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 03835L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $928.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc.                                  | WASHINGTON FEDERAL INC COMMON STOCK USD1.0             | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1028 | NS      | $34489.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                         | WASHINGTON REAL ESTATE INVESTM REIT USD.01             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      1645 | NS      | $29281.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corporation                                 | APYX MEDICAL CORP COMMON STOCK USD.001                 | CUSIP: 03837C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $1731.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                  | ARAMARK COMMON STOCK USD.01                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      4256 | NS      | $175943.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                            | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       335 | NS      | $15805.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                    | WASTE MANAGEMENT INC COMMON STOCK USD.01               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      6776 | NS      | $1063018.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc.                                  | ARBOR REALTY TRUST INC REIT USD.01                     | CUSIP: 038923108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2539 | NS      | $33489.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                      | ARCBEST CORP COMMON STOCK USD.01                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       422 | NS      | $29556.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                       | WATERS CORP COMMON STOCK USD.01                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       981 | NS      | $336070.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                              | WATSCO INC COMMON STOCK USD.5                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       554 | NS      | $138167.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                             | ARCELLX INC COMMON STOCK USD.001                       | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       707 | NS      | $21902.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                       | ARCH RESOURCES INC COMMON STOCK USD.01                 | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       283 | NS      | $40409.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                              | COPART INC COMMON STOCK                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      7791 | NS      | $474393.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                        | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1839 | NS      | $37350.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                            | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1        | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       470 | NS      | $68728.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc.                                             | WAYFAIR INC COMMON STOCK USD.001                       | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1337 | NS      | $43973.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc.                           | CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |        20 | NS      | $259.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc.                                           | CORECIVIC INC REIT USD.01                              | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2098 | NS      | $24252.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                                | WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001        | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $4438.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc.                                               | WEBER INC COMMON STOCK USD.001                         | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892 | NS      | $7180.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc                                        | CORE and MAIN INC COMMON STOCK USD.01                  | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $55999.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                     | CORNING INC COMMON STOCK USD.5                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     13899 | NS      | $443934.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                            | WEBSTER FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2933 | NS      | $138848.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc.                                        | WEIS MARKETS INC COMMON STOCK                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $38182.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                                  | QUIDELORTHO CORP COMMON STOCK USD.001                  | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $94665.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                        | CORPORATE OFFICE PROPERTIES TR REIT USD.01             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2009 | NS      | $52113.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                  | WELLS FARGO and CO COMMON STOCK USD1.666               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     62113 | NS      | $2564645.77   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                           | WELLTOWER INC REIT USD1.0                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      7629 | NS      | $500080.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                      | WENDY'S CO/THE COMMON STOCK USD.1                      | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3521 | NS      | $79680.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                                  | WERNER ENTERPRISES INC COMMON STOCK USD.01             | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       858 | NS      | $34543.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                      | CORSAIR GAMING INC COMMON STOCK                        | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1483 | NS      | $20124.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                          | IMMUNOVANT INC COMMON STOCK USD.0001                   | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $37399.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impel Pharmaceuticals Inc.                               | IMPEL NEUROPHARMA INC COMMON STOCK USD.001             | CUSIP: 45258K109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $1946.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunic Inc.                                             | IMMUNIC INC COMMON STOCK USD.0001                      | CUSIP: 4525EP101<br>LEI: 549300R5T12FW5MEQB20 | Long             | EC               | CORP              | US        |       884 | NS      | $1237.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werewolf Therapeutics Inc.                               | WEREWOLF THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $850.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                            | WESBANCO INC COMMON STOCK USD2.0833                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $41343.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                              | IMPINJ INC COMMON STOCK USD.001                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       423 | NS      | $46183.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc.                                       | INARI MEDICAL INC COMMON STOCK USD.001                 | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $54026.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                                 | WESCO INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $105543.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                                 | WEST BANCORPORATION INC COMMON STOCK                   | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |       410 | NS      | $10475.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                       | INCYTE CORP COMMON STOCK USD.001                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3667 | NS      | $294533.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                           | INDEPENDENCE REALTY TRUST INC REIT USD.01              | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3277 | NS      | $55250.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                   | INDEPENDENT BANK CORP COMMON STOCK USD.01              | CUSIP: 453836108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $60029.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                             | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0           | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $11744.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                        | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1216 | NS      | $286185.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                          | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1809 | NS      | $107744.04    | 0.02%             |  |  |  | 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        |       753 | NS      | $45240.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc.                                  | GRIFFIN INDUSTRIAL REALTY INC COMMON STOCK USD.01      | CUSIP: 45580R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $11809.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Mortgage Investment Trust                       | PENNYMAC MORTGAGE INVESTMENT T REIT USD.01             | CUSIP: 70931T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1708 | NS      | $21162.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc.                         | PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001   | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $46687.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                              | WESTERN DIGITAL CORP COMMON STOCK USD.01               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5196 | NS      | $163933.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                            | WESTERN MIDSTREAM PARTNERS LP MLP                      | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6462 | NS      | $173504.70    | 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        |      1174 | NS      | $134927.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                            | PENUMBRA INC COMMON STOCK USD.001                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       624 | NS      | $138815.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc.                         | WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01     | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |       652 | NS      | $6167.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                                | WESTERN UNION CO/THE COMMON STOCK USD.01               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      6396 | NS      | $88072.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                     | PEOPLES BANCORP INC/OH COMMON STOCK                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $20085.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc.                               | PONCE FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $6542.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                         | POOL CORP COMMON STOCK USD.001                         | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       654 | NS      | $197723.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                             | POPULAR INC COMMON STOCK USD.01                        | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       829 | NS      | $54979.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                         | PORCH GROUP INC COMMON STOCK USD.0001                  | CUSIP: 733245104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $3019.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc.                                          | PORTILLO'S INC COMMON STOCK USD.01                     | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $9726.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                        | PORTLAND GENERAL ELECTRIC CO COMMON STOCK              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1498 | NS      | $73402.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portman Ridge Finance Corporation                        | PORTMAN RIDGE FIN CORP COMMON STOCK                    | CUSIP: 73688F201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $6026.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics Inc.                                | POSEIDA THERAPEUTICS INC COMMON STOCK                  | CUSIP: 73730P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $8405.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc.                                            | POSHMARK INC COMMON STOCK USD.0001                     | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       929 | NS      | $16610.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                       | POST HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       974 | NS      | $87913.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Potbelly Corporation                                     | POTBELLY CORP COMMON STOCK USD.01                      | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |       141 | NS      | $785.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                               | POTLATCHDELTIC CORP REIT USD1.0                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1431 | NS      | $62949.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                                   | POWELL INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       245 | NS      | $8619.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                  | POWER INTEGRATIONS INC COMMON STOCK USD.001            | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $68134.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                          | POWERFLEET INC COMMON STOCK USD.01                     | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $817.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerwave Technologies Inc.                              | POWERWAVE TECHNOLOGIES INC COMMON STOCK USD.0001       | CUSIP: 739363307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pyxis Oncology Inc.                                      | PYXIS ONCOLOGY INC COMMON STOCK USD.001                | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $909.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                               | QORVO INC COMMON STOCK USD.0001                        | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $153634.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                         | Q2 HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       981 | NS      | $26359.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                    | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     18392 | NS      | $2022016.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                              | QUALYS INC COMMON STOCK USD.001                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       634 | NS      | $71153.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc.                             | QUALTRICS INTERNATIONAL INC COMMON STOCK USD.0001      | CUSIP: 747601201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2826 | NS      | $29333.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation                     | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01      | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       554 | NS      | $13118.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                     | QUANTA SERVICES INC COMMON STOCK USD.00001             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2357 | NS      | $335872.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Incorporated                                  | QUANTUM SI INC COMMON STOCK USD.0001                   | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1805 | NS      | $3303.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                                    | QUANTERIX CORP COMMON STOCK USD.001                    | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $7797.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corporation                                 | QUANTUMSCAPE CORP COMMON STOCK USD.0001                | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5966 | NS      | $33827.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corporation                                        | TEREX CORP COMMON STOCK USD.01                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1141 | NS      | $48743.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc.                               | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $5955.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp.                                     | TERRAN ORBITAL CORP COMMON STOCK                       | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1845 | NS      | $2915.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc.                                 | TERRITORIAL BANCORP INC COMMON STOCK USD.01            | CUSIP: 88145X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $5714.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                               | TERRENO REALTY CORP REIT USD.01                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1329 | NS      | $75580.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                               | TESLA INC COMMON STOCK USD.001                         | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51335 | NS      | $6323445.30   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                                  | TETRA TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1684 | NS      | $5826.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                          | TETRA TECH INC COMMON STOCK USD.01                     | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       889 | NS      | $129073.91    | 0.02%             |  |  |  | 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        |       863 | NS      | $52047.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                           | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     14947 | NS      | $2469543.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                           | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01            | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       127 | NS      | $297717.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                     | WESTLAKE CORP COMMON STOCK USD.01                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      2089 | NS      | $214206.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Chemical Partners LP                            | WESTLAKE CHEMICAL PARTNERS LP MLP                      | CUSIP: 960417103<br>LEI: 5493001UJXZP4TJUQM76 | Long             | EC               | CORP              | US        |       799 | NS      | $18776.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                         | WESTROCK CO COMMON STOCK                               | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4256 | NS      | $149640.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                                 | WEX INC COMMON STOCK USD.01                            | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       726 | NS      | $118809.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                       | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       742 | NS      | $36328.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation                   | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      1260 | NS      | $6048.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc.                                | ENTRADA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $6611.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envela Corporation                                       | ENVELA CORP COMMON STOCK USD.01                        | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $762.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc.                                           | ENVESTNET INC COMMON STOCK                             | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       921 | NS      | $56825.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                        | EPAM SYSTEMS INC COMMON STOCK USD.001                  | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       942 | NS      | $308731.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Envirotech Vehicles Inc.                                 | ENVIROTECH VEHICLES INC COMMON STOCK USD.00001         | CUSIP: 29414V209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $662.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc.                                              | ENVIVA PARTNERS LP MLP                                 | CUSIP: 29415B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $54347.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                             | ENVISTA HOLDINGS CORP COMMON STOCK                     | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2693 | NS      | $90673.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| enVVeno Medical Corporation                              | ENVVENO MEDICAL CORP COMMON STOCK                      | CUSIP: 29415J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $2203.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                               | EPLUS INC COMMON STOCK USD.01                          | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $15143.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc.                                 | NATIONAL BANKSHARES INC COMMON STOCK USD1.25           | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $6770.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                  | NATIONAL BEVERAGE CORP COMMON STOCK USD.01             | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      1557 | NS      | $72447.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                          | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $16541.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                                | NATIONAL FUEL GAS CO COMMON STOCK USD1.0               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1545 | NS      | $97798.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc.                           | NATIONAL HEALTH INVESTORS INC REIT USD.01              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       787 | NS      | $41097.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation                         | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      2209 | NS      | $81512.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                          | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $10885.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                            | NATIONAL RESEARCH CORP COMMON STOCK USD.001            | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       430 | NS      | $16039.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc.                          | NATIONAL RETAIL PROPERTIES INC REIT USD.01             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      3009 | NS      | $137691.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                        | NATIONAL STORAGE AFFILIATES TR REIT USD.01             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $46125.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc.                            | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 63845R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $51124.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc.                                          | OMEGA FLEX INC COMMON STOCK USD.01                     | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $18570.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                            | OMNICELL INC COMMON STOCK USD.001                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       743 | NS      | $37462.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corporation                                       | OMEROS CORP COMMON STOCK USD.01                        | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      1206 | NS      | $2725.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                       | VEEVA SYSTEMS INC COMMON STOCK USD.00001               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2303 | NS      | $371658.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc.                                              | VELO3D INC COMMON STOCK USD.0001                       | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2999 | NS      | $5368.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                                  | VELOCITY FINANCIAL INC COMMON STOCK                    | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $1515.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                              | VENTAS INC REIT USD.25                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      6624 | NS      | $298411.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc.                                  | VENTYX BIOSCIENCES INC COMMON STOCK USD.0001           | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $29871.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                                        | VERA BRADLEY INC COMMON STOCK                          | CUSIP: 92335C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $3048.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                            | VERACYTE INC COMMON STOCK USD.001                      | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $27526.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc.                                   | VERA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $8881.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                            | VERISIGN INC COMMON STOCK USD.001                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1754 | NS      | $360341.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                              | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     68776 | NS      | $2709774.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                      | VERINT SYSTEMS INC COMMON STOCK USD.001                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      1108 | NS      | $40198.24     | 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        |      1027 | NS      | $28838.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                      | VERITIV CORP COMMON STOCK USD.01                       | CUSIP: 923454102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $29332.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                    | VERISK ANALYTICS INC COMMON STOCK USD.001              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2582 | NS      | $455516.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                      | VERICEL CORP COMMON STOCK                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       832 | NS      | $21914.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc.                                            | VERITONE INC COMMON STOCK USD.001                      | CUSIP: 92347M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $2671.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                               | VERRA MOBILITY CORP COMMON STOCK USD.0001              | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2598 | NS      | $35930.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                                  | CONNECTONE BANCORP INC COMMON STOCK                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       882 | NS      | $21353.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc.                                              | CONN'S INC COMMON STOCK USD.01                         | CUSIP: 208242107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $3508.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                           | CONOCOPHILLIPS COMMON STOCK USD.01                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20889 | NS      | $2464902.00   | 0.36%             |  |  |  | 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        |       297 | NS      | $15966.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                                       | CONSOL ENERGY INC COMMON STOCK USD.01                  | CUSIP: 20854L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       583 | NS      | $37895.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc.                | CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01     | CUSIP: 209034107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $5914.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                                 | CONSOLIDATED EDISON INC COMMON STOCK USD.1             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5822 | NS      | $554894.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                                | CONSTELLATION BRANDS INC COMMON STOCK USD.01           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3021 | NS      | $700116.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                         | CONSTELLATION ENERGY CORP COMMON STOCK                 | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5375 | NS      | $463378.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                               | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001         | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $20177.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc.                         | CONSUMER PORTFOLIO SERVICES IN COMMON STOCK            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $1991.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                            | EMBECTA CORP COMMON STOCK USD.01                       | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $24784.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc.                                        | HYZON MOTORS INC COMMON STOCK                          | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3912 | NS      | $6063.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy Company                                  | CRESCENT ENERGY INC COMMON STOCK USD.0001              | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $8524.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc.                                     | IGM BIOSCIENCES INC COMMON STOCK USD.01                | CUSIP: 449585108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $9457.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                                | IPG PHOTONICS CORP COMMON STOCK USD.0001               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       828 | NS      | $78386.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                                | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       501 | NS      | $46928.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc.                           | LINEAGE CELL THERAPEUTICS INC COMMON STOCK             | CUSIP: 53566P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2770 | NS      | $3240.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                           | LIONS GATE ENTERTAINMENT CORP COMMON STOCK             | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      4105 | NS      | $22290.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                                  | LIQUIDITY SERVICES INC COMMON STOCK USD.001            | CUSIP: 53635B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $8928.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                                     | LIQUIDIA CORP COMMON STOCK USD.001                     | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       944 | NS      | $6013.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                       | LITHIA MOTORS INC COMMON STOCK                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       454 | NS      | $92951.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                          | LITTELFUSE INC COMMON STOCK USD.01                     | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       406 | NS      | $89401.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                           | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      3776 | NS      | $263338.24    | 0.04%             |  |  |  | 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        |       804 | NS      | $24280.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc.                                          | LIVEPERSON INC COMMON STOCK USD.001                    | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      1279 | NS      | $12969.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                                       | LIVENT CORP COMMON STOCK USD.001                       | CUSIP: 53814L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2960 | NS      | $58815.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                                   | LIVERAMP HOLDINGS INC COMMON STOCK USD.1               | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $26815.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc.                                    | LIVEVOX HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 53838L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $3543.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corporation                                 | LOCAL BOUNTI CORP COMMON STOCK USD.0001                | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1583 | NS      | $2200.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                              | LOCKHEED MARTIN CORP COMMON STOCK USD1.0               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4347 | NS      | $2114772.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                        | LOEWS CORP COMMON STOCK USD.01                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      4094 | NS      | $238803.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Longboard Pharmaceuticals Inc.                           | LONGBOARD PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 54300N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $521.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp.                                   | LORDSTOWN MOTORS CORP COMMON STOCK USD.0001            | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3248 | NS      | $3702.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                            | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1205 | NS      | $71336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                      | LOVESAC CO COMMON STOCK USD.00001                      | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $6162.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies Inc.                                    | LOWE'S COS INC COMMON STOCK USD.5                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     10167 | NS      | $2025673.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc.                                    | LOYALTY VENTURES INC COMMON STOCK USD.01               | CUSIP: 54911Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $715.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc.                                         | LUCID GROUP INC COMMON STOCK USD.0001                  | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27542 | NS      | $188111.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LL Flooring Holdings Inc.                                | LUMBER LIQUIDATORS HOLDINGS IN COMMON STOCK USD.001    | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $3546.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                                  | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     17158 | NS      | $89564.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                   | LUMENTUM HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1134 | NS      | $59160.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumos Pharma Inc.                                        | LUMOS PHARMA INC COMMON STOCK                          | CUSIP: 55028X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $444.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna Innovations Incorporated                            | LUNA INNOVATIONS INC COMMON STOCK USD.001              | CUSIP: 550351100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $2927.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc.                                | LUMINAR TECHNOLOGIES INC COMMON STOCK USD.0001         | CUSIP: 550424105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4169 | NS      | $20636.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corporation                               | LUTHER BURBANK CORP COMMON STOCK                       | CUSIP: 550550107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $12587.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc.                                  | LYELL IMMUNOPHARMA INC COMMON STOCK USD.0001           | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3975 | NS      | $13793.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc.                                                | LYFT INC COMMON STOCK USD.00001                        | CUSIP: 55087P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5711 | NS      | $62935.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyra Therapeutics Inc.                                   | LYRA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 55234L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $1739.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                                   | MandT BANK CORP COMMON STOCK USD.5                     | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2844 | NS      | $412550.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                                | MBIA INC COMMON STOCK USD1.0                           | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      1050 | NS      | $13492.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                                     | MDC HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 552676108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $33116.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc.                                 | MDU RESOURCES GROUP INC COMMON STOCK USD1.0            | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3410 | NS      | $103459.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                       | MFA FINANCIAL INC REIT USD.01                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      1816 | NS      | $17887.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                                          | MGE ENERGY INC COMMON STOCK USD1.0                     | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $45830.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                              | MGIC INVESTMENT CORP COMMON STOCK USD1.0               | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5336 | NS      | $69368.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                   | MESA LABORATORIES INC COMMON STOCK                     | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $15956.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                                  | META FINANCIAL GROUP INC COMMON STOCK USD.01           | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $22429.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Materials Inc.                                      | META MATERIALS INC COMMON STOCK USD.001                | CUSIP: 59134N104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5869 | NS      | $6984.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Methode Electronics Inc.                                 | METHODE ELECTRONICS INC COMMON STOCK USD.5             | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $28796.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                             | METLIFE INC COMMON STOCK USD.01                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13182 | NS      | $953981.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                          | METROPOLITAN BANK HOLDING CORP COMMON STOCK            | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $10795.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PFD META MATLS PREFERRED STOCK                    | CONTRA PFD META MATLS PREFERRED STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2456 | NS      | $7110.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc.                        | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       369 | NS      | $533371.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                    | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    122154 | NS      | $29294972.28  | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                         | MICROVISION INC COMMON STOCK USD.001                   | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2624 | NS      | $6166.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Incorporated                               | MICROSTRATEGY INC COMMON STOCK USD.001                 | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       157 | NS      | $22226.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Netstreit Corp.                                          | NETSTREIT CORP COMMON STOCK USD.01                     | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $9073.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                              | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1582 | NS      | $188954.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc.                                           | NEUROPACE INC COMMON STOCK USD.001                     | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $149.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc.                                         | NEURONETICS INC COMMON STOCK USD.01                    | CUSIP: 64131A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $3778.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp.                                              | NEVRO CORP COMMON STOCK USD.001                        | CUSIP: 64157F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       598 | NS      | $23680.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc.                                 | NEW FORTRESS ENERGY LLC COMMON STOCK                   | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3437 | NS      | $145797.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                    | STARBUCKS CORP COMMON STOCK USD.001                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     18806 | NS      | $1865555.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Startek Inc.                                             | STARTEK INC COMMON STOCK USD.01                        | CUSIP: 85569C107<br>LEI: 549300ONES3WQ9KY7P17 | Long             | EC               | CORP              | US        |       653 | NS      | $2448.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                             | STARWOOD PROPERTY TRUST INC REIT USD.01                | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      5131 | NS      | $94051.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                 | STATE STREET CORP COMMON STOCK USD1.0                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6048 | NS      | $469143.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                      | STEEL DYNAMICS INC COMMON STOCK USD.005                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3015 | NS      | $294565.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Partners Holdings L.P.                             | STEEL PARTNERS HOLDINGS LP PREFERRED STOCK 02/26 6     | CUSIP: 85814R206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       510 | NS      | $11714.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellus Capital Investment Corporation                   | STELLUS CAPITAL INVESTMENT COR COMMON STOCK USD.001    | CUSIP: 858568108<br>LEI: 5493001DZV6QC1KUSC43 | Long             | EC               | CORP              | US        |       468 | NS      | $6205.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                           | STEPAN CO COMMON STOCK USD1.0                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       227 | NS      | $24166.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc.                                                | STEM INC COMMON STOCK USD.0001                         | CUSIP: 85859N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2447 | NS      | $21876.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc.                                          | STERICYCLE INC COMMON STOCK USD.01                     | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      1551 | NS      | $77379.39     | 0.01%             |  |  |  | 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        |       998 | NS      | $29401.08     | 0.00%             |  |  |  | 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        |        74 | NS      | $7439.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                         | VF CORP COMMON STOCK                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      6437 | NS      | $177725.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corporation                                 | UWM HOLDINGS CORP COMMON STOCK USD.0001                | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $1638.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                          | VSE CORP COMMON STOCK USD.05                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       270 | NS      | $12657.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corporation                           | VOXX INTERNATIONAL CORP COMMON STOCK USD.01            | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |       506 | NS      | $4240.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                       | VAALCO ENERGY INC COMMON STOCK USD.1                   | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      1457 | NS      | $6643.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc.                                              | VACASA INC COMMON STOCK USD.00001                      | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3522 | NS      | $4437.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                        | VAIL RESORTS INC COMMON STOCK USD.01                   | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $147538.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc.                                               | VALHI INC COMMON STOCK USD.01                          | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $11396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                | VALERO ENERGY CORP COMMON STOCK USD.01                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      6463 | NS      | $819896.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                  | VALLEY NATIONAL BANCORP COMMON STOCK                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      7874 | NS      | $89054.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                                  | VALMONT INDUSTRIES INC COMMON STOCK USD1.0             | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       334 | NS      | $110443.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                           | VALVOLINE INC COMMON STOCK USD.01                      | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2971 | NS      | $97003.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                               | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1167 | NS      | $8624.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vapotherm Inc.                                           | VAPOTHERM INC COMMON STOCK USD.001                     | CUSIP: 922107107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $1144.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                | VAREX IMAGING CORP COMMON STOCK USD.01                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       707 | NS      | $14352.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                                     | VARONIS SYSTEMS INC COMMON STOCK USD.001               | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      1852 | NS      | $44336.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                        | VECTOR GROUP LTD COMMON STOCK USD.1                    | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      2598 | NS      | $30812.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                   | VEECO INSTRUMENTS INC COMMON STOCK USD.01              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       900 | NS      | $16722.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                                 | VECTRUS INC COMMON STOCK USD.01                        | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $16309.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc.                                              | VAXART INC COMMON STOCK USD.1                          | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2037 | NS      | $1957.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                             | VAXCYTE INC COMMON STOCK USD.001                       | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $61328.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxxinity Inc.                                           | VAXXINITY INC COMMON STOCK USD.0001                    | CUSIP: 92244V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $3442.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                    | CONDUENT INC COMMON STOCK USD.01                       | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      3930 | NS      | $15916.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conformis Inc.                                           | CONFORMIS INC COMMON STOCK USD.00001                   | CUSIP: 20717E200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $408.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc.                                           | CONFLUENT INC COMMON STOCK USD.00001                   | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2348 | NS      | $52219.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                       | CONMED CORP COMMON STOCK USD.01                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       512 | NS      | $45383.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                       | DYNEX CAPITAL INC REIT USD.01                          | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |       611 | NS      | $7771.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                   | DYNE THERAPEUTICS INC COMMON STOCK                     | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $10801.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc.                                                 | DZS INC COMMON STOCK USD.001                           | CUSIP: 268211109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $7176.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                       | ELF BEAUTY INC COMMON STOCK USD.01                     | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       873 | NS      | $48276.90     | 0.01%             |  |  |  | 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        |       773 | NS      | $7699.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                       | EOG RESOURCES INC COMMON STOCK USD.01                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9629 | NS      | $1247148.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                          | EQT CORP COMMON STOCK                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      6097 | NS      | $206261.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                           | EPR PROPERTIES REIT USD.01                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1307 | NS      | $49300.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                     | ECHOSTAR CORP COMMON STOCK USD.001                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       675 | NS      | $11259.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                              | ECOLAB INC COMMON STOCK USD1.0                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4686 | NS      | $682094.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                             | ECOVYST INC COMMON STOCK                               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2475 | NS      | $21928.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FiscalNote Holdings Inc.                                 | FISCALNOTE HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 337655104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1892 | NS      | $11976.36     | 0.00%             |  |  |  | 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        |       788 | NS      | $68485.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                             | MODERNA INC COMMON STOCK USD.0001                      | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6413 | NS      | $1151903.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                             | MODINE MANUFACTURING CO COMMON STOCK USD.625           | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       919 | NS      | $18251.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc.                                           | MODIVCARE INC COMMON STOCK USD.001                     | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       241 | NS      | $21624.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                                       | MOELIS and CO COMMON STOCK USD.01                      | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1086 | NS      | $41669.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                                   | MOHAWK INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1026 | NS      | $104877.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moleculin Biotech Inc.                                   | MOLECULIN BIOTECH INC COMMON STOCK USD.001             | CUSIP: 60855D200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $1704.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                                   | MOLINA HEALTHCARE INC COMMON STOCK USD.001             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       953 | NS      | $314699.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                            | MOLSON COORS BREWING CO COMMON STOCK USD.01            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      3315 | NS      | $170788.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc.                                    | MOMENTIVE GLOBAL INC COMMON STOCK USD.00001            | CUSIP: 60878Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2552 | NS      | $17864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino and Resort Inc.                           | MONARCH CASINO and RESORT INC COMMON STOCK USD.01      | CUSIP: 609027107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $26988.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                              | MONDELEZ INTERNATIONAL INC COMMON STOCK                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     22473 | NS      | $1497825.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc.                             | MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 60935Y208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1519 | NS      | $16541.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                             | MONGODB INC COMMON STOCK USD.001                       | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1119 | NS      | $220263.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc.                           | DECIPHERA PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 24344T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $17045.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                              | DECKERS OUTDOOR CORP COMMON STOCK USD.01               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       437 | NS      | $174432.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                            | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001      | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $271572.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc.                                               | MONRO INC COMMON STOCK USD.01                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $25673.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                        | DEERE and CO COMMON STOCK USD1.0                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4947 | NS      | $2121075.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                              | DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001        | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1802 | NS      | $19803.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc.                                     | DELCATH SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |       160 | NS      | $576.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners LP                              | DELEK LOGISTICS PARTNERS LP MLP USD.01                 | CUSIP: 24664T103<br>LEI: 549300UVYITDIU51P724 | Long             | EC               | CORP              | US        |       628 | NS      | $28417.00     | 0.00%             |  |  |  | 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        |      1194 | NS      | $32238.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                   | DELL TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4261 | NS      | $171377.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                     | DELTA AIR LINES INC COMMON STOCK USD.0001              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     10517 | NS      | $345588.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                              | DENBURY INC COMMON STOCK                               | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       828 | NS      | $72052.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                              | DENBURY INC NEW CALL EXP 16SEP23                       | CUSIP: 24790A127<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |        23 | NS      | $1224.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc.                                                 | 8X8 INC COMMON STOCK USD.001                           | CUSIP: 282914100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2080 | NS      | $8985.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monroe Capital Corporation                               | MONROE CAPITAL CORP COMMON STOCK USD.001               | CUSIP: 610335101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $4790.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                             | MONSTER BEVERAGE CORP COMMON STOCK                     | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8646 | NS      | $877828.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                        | ELANCO ANIMAL HEALTH INC COMMON STOCK                  | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7895 | NS      | $96476.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                     | ELECTRONIC ARTS INC COMMON STOCK USD.01                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      4555 | NS      | $556529.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc.                              | ELEDON PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |       782 | NS      | $1814.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                    | ELEMENT SOLUTIONS INC COMMON STOCK USD.01              | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      3435 | NS      | $62482.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevate Credit Inc.                                      | ELEVATE CREDIT INC COMMON STOCK                        | CUSIP: 28621V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $2170.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                                 | ELLINGTON FINANCIAL INC COMMON STOCK                   | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |       880 | NS      | $10885.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Residential Mortgage REIT                      | ELLINGTON RESIDENTIAL MORTGAGE REIT USD.01             | CUSIP: 288578107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       471 | NS      | $3231.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eloxx Pharmaceuticals Inc.                               | ELOXX PHARMACEUTICALS INC COMMON STOCK USD.01          | CUSIP: 29014R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $78.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc.                                  | MONTAUK RENEWABLES INC COMMON STOCK USD.01             | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $24486.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc.                             | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       877 | NS      | $6673.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embark Technology Inc.                                   | EMBARK TECHNOLOGY INC COMMON STOCK USD.0001            | CUSIP: 29079J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $1595.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                       | HERC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       499 | NS      | $65653.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Inc.                                    | HERCULES CAPITAL INC COMMON STOCK USD.001              | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |      2213 | NS      | $29255.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                           | HERITAGE FINANCIAL CORP/WA COMMON STOCK                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $21693.12     | 0.00%             |  |  |  | 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        |       453 | NS      | $14713.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                         | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001   | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $1321.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                                  | HERON THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      1826 | NS      | $4565.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                 | HERSHA HOSPITALITY TRUST REIT USD.01                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       852 | NS      | $7259.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.                        | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK            | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $20197.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                      | MOODY'S CORP COMMON STOCK USD.01                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3007 | NS      | $837810.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                      | HERSHEY CO/THE COMMON STOCK USD1.0                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2409 | NS      | $557852.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                          | REYNOLDS CONSUMER PRODUCTS INC COMMON STOCK USD.001    | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3053 | NS      | $91528.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                              | RHYTHM PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $26819.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                               | RIBBON COMMUNICATIONS INC COMMON STOCK USD.001         | CUSIP: 762544104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2627 | NS      | $7329.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                | MOOG INC COMMON STOCK USD1.0                           | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       512 | NS      | $44933.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc.                                          | PDC ENERGY INC COMMON STOCK USD.01                     | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      1622 | NS      | $102964.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd.                              | RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05     | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $1642.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc.                           | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       305 | NS      | $8976.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc.                                       | PDF SOLUTIONS INC COMMON STOCK USD.00015               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       654 | NS      | $18652.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                       | PDL BIOPHARMA INC COMMON STOCK USD.01                  | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      1734 | NS      | $2028.78      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rimini Street Inc.                                       | RIMINI STREET INC COMMON STOCK                         | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1519 | NS      | $5787.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc.                                         | RINGCENTRAL INC COMMON STOCK USD.0001                  | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1429 | NS      | $50586.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                       | PGandE CORP COMMON STOCK                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     32629 | NS      | $530547.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc.                                     | PGT INNOVATIONS INC COMMON STOCK USD.01                | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      1094 | NS      | $19648.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc.                                     | RIOT BLOCKCHAIN INC COMMON STOCK                       | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2534 | NS      | $8590.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corporation                                     | RITE AID CORP COMMON STOCK                             | CUSIP: 767754872<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $3824.30      | 0.00%             |  |  |  | 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        |       455 | NS      | $3494.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc.                                   | RIVIAN AUTOMOTIVE INC COMMON STOCK USD.001             | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14933 | NS      | $275215.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Scotts Miracle-Gro Company                           | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01          | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       934 | NS      | $45383.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| scPharmaceuticals Inc.                                   | SCPHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 810648105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $3527.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                                 | EW SCRIPPS CO/THE COMMON STOCK USD.01                  | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      1348 | NS      | $17780.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc.                         | SCULPTOR CAPITAL MANAGEMENT IN COMMON STOCK            | CUSIP: 811246107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $4650.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                    | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      6719 | NS      | $1061198.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                       | PNM RESOURCES INC COMMON STOCK                         | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1428 | NS      | $69672.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCYNEXIS Inc.                                            | SCYNEXIS INC COMMON STOCK                              | CUSIP: 811292200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $1171.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                                     | SEABOARD CORP COMMON STOCK USD1.0                      | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        15 | NS      | $56628.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                      | PPG INDUSTRIES INC COMMON STOCK USD1.67                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3876 | NS      | $487368.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                          | PPL CORP COMMON STOCK USD.01                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     12166 | NS      | $355490.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida                  | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1097 | NS      | $34215.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc.                                              | SEAGEN INC COMMON STOCK USD.001                        | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $389385.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                   | SEALED AIR CORP COMMON STOCK USD.1                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2299 | NS      | $114674.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corporation                            | SEASPINE HOLDINGS CORP COMMON STOCK USD.01             | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |       591 | NS      | $4934.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc.                                 | PMV PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $6342.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                           | PRA GROUP INC COMMON STOCK USD.01                      | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       701 | NS      | $23679.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc.                              | SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01         | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $59824.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                                     | THOR INDUSTRIES INC COMMON STOCK USD.1                 | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $68695.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne HealthTech Inc.                                   | THORNE HEALTHTECH INC COMMON STOCK USD.01              | CUSIP: 885260109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $2003.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding Inc.                                | THOUGHTWORKS HOLDING INC COMMON STOCK USD.001          | CUSIP: 88546E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5068 | NS      | $51642.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                   | 3D SYSTEMS CORP COMMON STOCK USD.001                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      2231 | NS      | $16509.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc.                                             | THREDUP INC COMMON STOCK USD.0001                      | CUSIP: 88556E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $2034.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                | PVH CORP COMMON STOCK USD1.0                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1092 | NS      | $77084.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                                    | PTC THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1210 | NS      | $46185.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                               | 3M CO COMMON STOCK USD.01                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      9325 | NS      | $1118254.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                           | TIDEWATER INC COMMON STOCK                             | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $29627.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                                 | PTC INC COMMON STOCK USD.01                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1932 | NS      | $231917.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                               | PACCAR INC COMMON STOCK USD1.0                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5694 | NS      | $563535.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                           | TIDEWATER INC TIDEWATER INC  A CW23                    | CUSIP: 88642R117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66 | NS      | $71.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                           | TIDEWATER INC TIDEWATER INC  B   CW23                  | CUSIP: 88642R125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $47.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc.                                             | TILLY'S INC COMMON STOCK USD.001                       | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $2678.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilray Brands Inc.                                       | TILRAY INC COMMON STOCK USD.0001                       | CUSIP: 88688T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9449 | NS      | $25417.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| P10 Inc.                                                 | P10 INC COMMON STOCK USD.001                           | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $5441.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                                 | P10 HOLDINGS INC COMMON STOCK                          | CUSIP: 69376K205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $7095.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Biosciences of California Inc.                   | PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001     | CUSIP: 69404D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3737 | NS      | $30568.66     | 0.00%             |  |  |  | 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        |      1278 | NS      | $40333.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc.                                  | PACIRA BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       796 | NS      | $30733.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                          | PACWEST BANCORP COMMON STOCK                           | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      2065 | NS      | $47391.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc.                                    | PACTIV EVERGREEN INC COMMON STOCK                      | CUSIP: 69526K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2656 | NS      | $30172.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                          | PRICESMART INC COMMON STOCK USD.0001                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       525 | NS      | $31909.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                            | PRIMORIS SERVICES CORP COMMON STOCK USD.0001           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      1003 | NS      | $22005.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc.                             | SOUTH JERSEY INDUSTRIES INC COMMON STOCK USD1.25       | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      1973 | NS      | $70100.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                     | SOUTHERN CO/THE COMMON STOCK USD5.0                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     17831 | NS      | $1273311.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                              | SOUTHERN COPPER CORP COMMON STOCK USD.01               | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     12711 | NS      | $767617.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc.                           | SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $9470.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc.                           | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01      | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $9440.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                                | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       667 | NS      | $24005.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                   | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      9770 | NS      | $328955.90    | 0.05%             |  |  |  | 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        |       848 | NS      | $52474.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                              | SOUTHWESTERN ENERGY CO COMMON STOCK USD.01             | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     17779 | NS      | $104007.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc.                                        | SOVOS BRANDS INC COMMON STOCK USD.001                  | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1396 | NS      | $20060.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                                      | SPARTANNASH CO COMMON STOCK                            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       638 | NS      | $19293.12     | 0.00%             |  |  |  | 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        |       679 | NS      | $41364.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spero Therapeutics Inc.                                  | SPERO THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 84833T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $1077.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc.                                        | SPIRE GLOBAL INC COMMON STOCK                          | CUSIP: 848560108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $1982.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc.                         | SPIRIT AEROSYSTEMS HOLDINGS IN COMMON STOCK USD.01     | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1758 | NS      | $52036.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc.                                     | SPIRIT AIRLINES INC COMMON STOCK USD.0001              | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      1571 | NS      | $30603.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                               | SPIRE INC COMMON STOCK USD1.0                          | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       886 | NS      | $61009.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc.                               | SPIRIT REALTY CAPITAL INC REIT USD.05                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      2024 | NS      | $80818.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                              | SPLUNK INC COMMON STOCK USD.001                        | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      2677 | NS      | $230462.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                                       | SPOK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       444 | NS      | $3636.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                           | STEELCASE INC COMMON STOCK                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1640 | NS      | $11594.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suburban Propane Partners L.P.                           | SUBURBAN PROPANE PARTNERS LP MLP                       | CUSIP: 864482104<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | EC               | CORP              | US        |      1244 | NS      | $18883.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                   | TRACTOR SUPPLY CO COMMON STOCK USD.008                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1821 | NS      | $409670.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACON Pharmaceuticals Inc.                              | TRACON PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 89237H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1275 | NS      | $1899.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                    | TRADEWEB MARKETS INC COMMON STOCK USD.01               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1792 | NS      | $116354.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc.                                             | TRAEGER INC COMMON STOCK                               | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1820 | NS      | $5132.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransAct Technologies Incorporated                       | TRANSACT TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 892918103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $161.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                             | TRANSDIGM GROUP INC COMMON STOCK USD.01                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $561018.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                   | TRANSMEDICS GROUP INC COMMON STOCK                     | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       502 | NS      | $30983.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                               | TRANSUNION COMMON STOCK USD.01                         | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3172 | NS      | $180011.00    | 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        |      1411 | NS      | $51360.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                             | TRAVELERS COS INC/THE COMMON STOCK NPV                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3943 | NS      | $739273.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc.                            | TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001    | CUSIP: 89421B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $9224.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivani Medical Inc.                                      | VIVANI MEDICAL INC COMMON STOCK                        | CUSIP: 92854B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $663.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc.                                         | VIVID SEATS INC COMMON STOCK USD.0001                  | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $10731.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc.                                              | VMWARE INC COMMON STOCK USD.01                         | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      6920 | NS      | $849499.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp.                                      | VIZIO HOLDING CORP COMMON STOCK USD.0001               | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2005 | NS      | $14857.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                      | VONTIER CORP COMMON STOCK USD.0001                     | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2602 | NS      | $50296.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor BioPharma Inc.                                       | VOR BIOPHARMA INC COMMON STOCK USD.0001                | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $5679.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                     | VORNADO REALTY TRUST REIT USD.04                       | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3256 | NS      | $67757.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                                      | VOYA FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1677 | NS      | $103118.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                                | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |       883 | NS      | $5386.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                 | VULCAN MATERIALS CO COMMON STOCK USD1.0                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2081 | NS      | $364403.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WandT Offshore Inc.                                      | WandT OFFSHORE INC COMMON STOCK USD.00001              | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      2049 | NS      | $11433.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                            | WD-40 CO COMMON STOCK USD.001                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       231 | NS      | $37239.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                               | WSFS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1111 | NS      | $50372.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                          | WP CAREY INC REIT USD.001                              | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      3216 | NS      | $251330.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                    | WEC ENERGY GROUP INC COMMON STOCK USD.01               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5181 | NS      | $485770.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                              | WABASH NATIONAL CORP COMMON STOCK USD.01               | CUSIP: 929566107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       849 | NS      | $19187.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                        | DANA INC COMMON STOCK USD.01                           | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2445 | NS      | $36992.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                      | DANAHER CORP COMMON STOCK USD.01                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     11917 | NS      | $3163010.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc.                                  | DANIMER SCIENTIFIC INC COMMON STOCK USD.0001           | CUSIP: 236272100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1518 | NS      | $2717.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                                  | DARDEN RESTAURANTS INC COMMON STOCK                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2048 | NS      | $283299.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                                 | DARLING INGREDIENTS INC COMMON STOCK USD.01            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2642 | NS      | $165362.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc.                                              | DASEKE INC COMMON STOCK                                | CUSIP: 23753F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1184 | NS      | $6736.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                             | DATADOG INC COMMON STOCK USD.00001                     | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4779 | NS      | $351256.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave and Buster's Entertainment Inc.                     | DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01    | CUSIP: 238337109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $25020.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                              | DAVITA INC COMMON STOCK USD.001                        | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1499 | NS      | $111930.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc.                          | DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1178 | NS      | $25350.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Decibel Therapeutics Inc.                                | DECIBEL THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $1113.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Therapeutics Inc.                                  | OMEGA THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 68217N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $4944.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corporation                             | ON SEMICONDUCTOR CORP COMMON STOCK USD.01              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      7109 | NS      | $443388.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                              | OMNIAB INC COMMON STOCK USD.0001                       | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1514 | NS      | $5450.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                              | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OmniAb Inc.                                              | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONE Gas Inc.                                             | ONE GAS INC COMMON STOCK                               | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       913 | NS      | $69132.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Oncology Institute Inc.                              | ONCOLOGY INSTITUTE INC/THE COMMON STOCK USD.0001       | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $1892.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                              | ONE LIBERTY PROPERTIES INC REIT USD1.0                 | CUSIP: 682406103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $12154.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                     | SCHLUMBERGER LTD COMMON STOCK USD.01                   | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23181 | NS      | $1239256.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.                          | SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD1.0     | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       532 | NS      | $16305.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                                  | SCHNEIDER NATIONAL INC COMMON STOCK                    | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1620 | NS      | $37908.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                   | SCHOLASTIC CORP COMMON STOCK USD.01                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $22137.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corporation                         | SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001         | CUSIP: 80706P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $7583.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                                         | SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01      | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $20166.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                           | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01            | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29805 | NS      | $2481564.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                      | SCHWEITZER-MAUDUIT INTERNATION COMMON STOCK USD.1      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       986 | NS      | $20607.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation           | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       855 | NS      | $94845.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                    | SCIENTIFIC GAMES CORP COMMON STOCK USD.001             | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1564 | NS      | $91650.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SciPlay Corporation                                      | SCIPLAY CORP COMMON STOCK USD.001                      | CUSIP: 809087109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $7043.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                                  | SIGNET JEWELERS LTD COMMON STOCK USD.18                | CUSIP: G81276100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $52224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc.                               | SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01          | CUSIP: G8232Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $13109.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Limited                         | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01       | CUSIP: G8766E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $24839.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                           | TRINSEO PLC COMMON STOCK                               | CUSIP: G9059U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $11491.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.                     | WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0     | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |        37 | NS      | $52330.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                                | JFROG LTD COMMON STOCK                                 | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1675 | NS      | $35727.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd.                                       | UROGEN PHARMA LTD COMMON STOCK                         | CUSIP: M96088105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $4390.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                      | CABOT OIL and GAS CORP COMMON STOCK USD.1              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     13132 | NS      | $322653.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                                  | CACI INTERNATIONAL INC COMMON STOCK USD.1              | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       337 | NS      | $101298.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                              | CACTUS INC COMMON STOCK USD.01                         | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $52622.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                              | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4490 | NS      | $721273.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | CADENCE BANK COMMON STOCK USD2.5                       | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3163 | NS      | $77999.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc.                                               | CADIZ INC COMMON STOCK USD.01                          | CUSIP: 127537207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $1880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc.                                      | CADRE HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       486 | NS      | $9788.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                               | CAESARS ENTERTAINMENT INC COMMON STOCK                 | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3551 | NS      | $147721.60    | 0.02%             |  |  |  | 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        |       745 | NS      | $40565.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp.                                             | CALAMP CORP COMMON STOCK USD.01                        | CUSIP: 128126109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $3601.92      | 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        |       340 | NS      | $9996.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                             | CALERES INC COMMON STOCK USD.01                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       490 | NS      | $10917.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc.                                            | ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK USD.01     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      1873 | NS      | $33039.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                 | ALLSTATE CORP/THE COMMON STOCK USD.01                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4471 | NS      | $606267.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                      | ALLY FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      5108 | NS      | $124890.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                             | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01        | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1971 | NS      | $468408.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc.                       | ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01      | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $42599.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                            | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    100954 | NS      | $8957648.42   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                            | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     98199 | NS      | $8664097.77   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc.                                       | ALPHA TEKNOVA INC COMMON STOCK USD.00001               | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $2030.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                   | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      1632 | NS      | $20155.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc.                              | ALPINE IMMUNE SCIENCES INC COMMON STOCK USD.001        | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |       715 | NS      | $5255.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                                | ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001         | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $4036.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc.                                  | ALTAIR ENGINEERING INC COMMON STOCK                    | CUSIP: 021369103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892 | NS      | $40559.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                                    | ALTO INGREDIENTS INC COMMON STOCK USD.001              | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      1053 | NS      | $3032.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc.                                           | ALTIMMUNE INC COMMON STOCK USD.0001                    | CUSIP: 02155H200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $13176.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc.                                             | ALTERYX INC COMMON STOCK                               | CUSIP: 02156B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $51024.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc.                                          | ALTICE USA INC COMMON STOCK USD.01                     | CUSIP: 02156K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4140 | NS      | $19044.00     | 0.00%             |  |  |  | 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        |      1097 | NS      | $65545.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                        | ALTRIA GROUP INC COMMON STOCK USD.333                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     29499 | NS      | $1348399.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc.                                         | ALTUS POWER INC COMMON STOCK USD.0001                  | CUSIP: 02217A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $15256.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                          | AMAZON.COM INC COMMON STOCK USD.01                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    166873 | NS      | $14017332.00  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                            | AMEDISYS INC COMMON STOCK USD.001                      | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $45529.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                     | AMERANT BANCORP INC COMMON STOCK USD.1                 | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $17419.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                   | AMERCO COMMON STOCK USD.25                             | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $19621.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                   | AMERCO COMMON STOCK                                    | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $151909.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                       | AMEREN CORP COMMON STOCK USD.01                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4112 | NS      | $365639.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                            | AMERESCO INC COMMON STOCK USD.0001                     | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $33369.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                         | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1147 | NS      | $49905.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                           | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01     | CUSIP: 130788102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       934 | NS      | $56637.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                             | AMERICAN AIRLINES GROUP INC COMMON STOCK               | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10688 | NS      | $135951.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ambit Biosciences Corp.                                  | AMBIT BIOSCIENCES CORP COMMON STOCK                    | CUSIP: 023CVR996<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $309.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Calithera Biosciences Inc.                               | CALITHERA BIOSCIENCES INC COMMON STOCK USD.001         | CUSIP: 13089P507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $557.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                               | CALIX INC COMMON STOCK                                 | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1082 | NS      | $74041.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                               | AMERICAN ASSETS TRUST INC REIT USD.01                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1151 | NS      | $30501.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing Holdings Inc.            | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1974 | NS      | $15436.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company Inc.                     | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8433 | NS      | $800713.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                           | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01      | CUSIP: 02553E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3071 | NS      | $42871.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company          | AMERICAN EQUITY INVESTMENT LIF COMMON STOCK USD1.0     | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1278 | NS      | $58302.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc.                                       | OVERSTOCK.COM INC COMMON STOCK USD.0001                | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       765 | NS      | $14810.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovid Therapeutics Inc.                                   | OVID THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |       930 | NS      | $1729.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                             | OVINTIV INC COMMON STOCK                               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4198 | NS      | $212880.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens and Minor Inc.                                     | OWENS and MINOR INC COMMON STOCK USD2.0                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1286 | NS      | $25115.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                            | OWENS CORNING COMMON STOCK USD.001                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1592 | NS      | $135797.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                            | CALLAWAY GOLF CO COMMON STOCK USD.01                   | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      3017 | NS      | $59585.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                                 | CALLON PETROLEUM CO COMMON STOCK                       | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       964 | NS      | $35754.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Specialty Products Partners L.P.                 | CALUMET SPECIALTY PRODUCTS PAR MLP                     | CUSIP: 131476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1367 | NS      | $23074.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                        | CAMBRIDGE BANCORP COMMON STOCK USD1.0                  | CUSIP: 132152109<br>LEI: 549300Q8HL7EWEE0HW14 | Long             | EC               | CORP              | US        |        93 | NS      | $7724.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Capital Corporation                             | OWL ROCK CAPITAL CORP COMMON STOCK                     | CUSIP: 69121K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5531 | NS      | $63883.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                                   | OXFORD INDUSTRIES INC COMMON STOCK USD1.0              | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       276 | NS      | $25717.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                              | CAMDEN NATIONAL CORP COMMON STOCK                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       332 | NS      | $13841.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                    | CAMDEN PROPERTY TRUST REIT USD.01                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1551 | NS      | $173525.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                             | CHURCHILL DOWNS INC COMMON STOCK                       | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       607 | NS      | $128338.01    | 0.02%             |  |  |  | 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        |       382 | NS      | $10810.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                        | CIENA CORP COMMON STOCK USD.01                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2441 | NS      | $124442.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                         | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0          | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2656 | NS      | $271947.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc.                                       | CINCOR PHARMA INC COMMON STOCK USD.00001               | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $8701.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                   | CINEMARK HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 17243V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2030 | NS      | $17579.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sisecam Resources LP                                     | SISECAM RESOURCES LP MLP USD1.0                        | CUSIP: 172464109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $1638.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company Inc.                           | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01           | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3501 | NS      | $25732.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc.                               | COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0          | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $48408.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc.                            | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01       | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2429 | NS      | $10493.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Incorporated                  | COMMUNITY HEALTHCARE TRUST INC REIT USD.01             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       472 | NS      | $16897.60     | 0.00%             |  |  |  | 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        |       310 | NS      | $14238.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                   | COMMVAULT SYSTEMS INC COMMON STOCK USD.01              | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       745 | NS      | $46815.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                      | COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01     | CUSIP: 20451N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       664 | NS      | $27224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc.                                             | COMPASS INC COMMON STOCK USD.00001                     | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6964 | NS      | $16226.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc.                       | COMPUTER PROGRAMS and SYSTEMS IN COMMON STOCK USD.001  | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       291 | NS      | $7921.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc.                                            | COMSCORE INC COMMON STOCK USD.001                      | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $1285.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                                  | COMSTOCK RESOURCES INC COMMON STOCK USD.5              | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      3787 | NS      | $51919.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                         | COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1      | CUSIP: 205826209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $6652.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                      | CONAGRA BRANDS INC COMMON STOCK USD5.0                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7905 | NS      | $305923.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concert Pharmaceuticals Inc.                             | CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 206022105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1064 | NS      | $6213.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                   | CONCENTRIX CORP COMMON STOCK                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $114650.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc.                           | CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001    | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $3597.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                 | GENERAL ELECTRIC CO COMMON STOCK USD.06                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     17971 | NS      | $1505790.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                       | GENERAL MILLS INC COMMON STOCK USD.1                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      9785 | NS      | $820472.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                   | GENERAL MOTORS CO COMMON STOCK USD.01                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     23907 | NS      | $804231.48    | 0.12%             |  |  |  | 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        |      1161 | NS      | $4562.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                             | GENESCO INC COMMON STOCK USD1.0                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       197 | NS      | $9065.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                       | GENTEX CORP COMMON STOCK USD.06                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3681 | NS      | $100380.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy L.P.                                      | GENESIS ENERGY LP MLP                                  | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |      2139 | NS      | $21839.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                        | GENIE ENERGY LTD COMMON STOCK                          | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $6369.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genprex Inc.                                             | GENPREX INC COMMON STOCK USD.001                       | CUSIP: 372446104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $552.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                    | GENUINE PARTS CO COMMON STOCK USD1.0                   | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2289 | NS      | $397164.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                  | GENWORTH FINANCIAL INC COMMON STOCK USD.001            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      7530 | NS      | $39833.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                              | KADANT INC COMMON STOCK USD.01                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       210 | NS      | $37302.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                              | KAISER ALUMINUM CORP COMMON STOCK USD.01               | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $21952.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc.                                             | KALTURA INC COMMON STOCK USD.0001                      | CUSIP: 483467106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1498 | NS      | $2576.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                            | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 483497103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $2663.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                        | KAMAN CORP COMMON STOCK USD1.0                         | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       551 | NS      | $12287.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc.                                     | KARAT PACKAGING INC COMMON STOCK USD.001               | CUSIP: 48563L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $2026.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc.                                 | KARUNA THERAPEUTICS INC COMMON STOCK                   | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $107092.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                  | KB HOME COMMON STOCK USD1.0                            | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1321 | NS      | $42073.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                   | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01           | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $14565.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                          | KELLOGG CO COMMON STOCK USD.25                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5530 | NS      | $393957.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                                      | KELLY SERVICES INC COMMON STOCK USD1.0                 | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $11762.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                       | KEMPER CORP COMMON STOCK USD.1                         | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1149 | NS      | $56530.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                          | KENNAMETAL INC COMMON STOCK USD1.25                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1405 | NS      | $33804.30     | 0.00%             |  |  |  | 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        |      2447 | NS      | $38491.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc.                                  | KEROS THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $21080.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                    | KEURIG DR PEPPER INC COMMON STOCK USD.01               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     23273 | NS      | $829915.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                  | KEYCORP COMMON STOCK USD1.0                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     14999 | NS      | $261282.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                               | KEYSIGHT TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2931 | NS      | $501406.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc.                                 | KEZAR LIFE SCIENCES INC COMMON STOCK USD.001           | CUSIP: 49372L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $6997.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                              | KFORCE INC COMMON STOCK USD.01                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       374 | NS      | $20506.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc.                               | KIMBALL INTERNATIONAL INC COMMON STOCK USD.05          | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |       777 | NS      | $5050.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                                | KILROY REALTY CORP REIT USD.01                         | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      2018 | NS      | $78036.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc.                                     | PARAMOUNT GROUP INC REIT USD.01                        | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4071 | NS      | $24181.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paratek Pharmaceuticals Inc.                             | PARATEK PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 699374302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $1684.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                                     | PARK AEROSPACE CORP COMMON STOCK USD.1                 | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $5672.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels and Resorts Inc.                             | PARK HOTELS and RESORTS INC REIT USD.01                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      3834 | NS      | $45202.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                                | PARK NATIONAL CORP COMMON STOCK                        | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       210 | NS      | $29557.50     | 0.00%             |  |  |  | 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        |       316 | NS      | $3864.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                              | PARKER-HANNIFIN CORP COMMON STOCK USD.5                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2109 | NS      | $613719.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                      | PARSONS CORP COMMON STOCK USD1.0                       | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1719 | NS      | $79503.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                           | PINTEREST INC COMMON STOCK USD.00001                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9566 | NS      | $232262.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                        | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      3927 | NS      | $896887.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                  | PIPER JAFFRAY COS COMMON STOCK USD.01                  | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       301 | NS      | $39187.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                        | PITNEY BOWES INC COMMON STOCK USD1.0                   | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3034 | NS      | $11529.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                     | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK             | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2555 | NS      | $19520.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                        | ADAPTHEALTH CORP COMMON STOCK                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2139 | NS      | $41111.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                               | ADDUS HOMECARE CORP COMMON STOCK USD.001               | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $27956.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                               | XPERI HOLDING CORP COMMON STOCK                        | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1869 | NS      | $17718.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pixelworks Inc.                                          | PIXELWORKS INC COMMON STOCK USD.001                    | CUSIP: 72581M305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       598 | NS      | $1058.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L.P.                        | PLAINS ALL AMERICAN PIPELINE L MLP                     | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     11636 | NS      | $136839.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc.                                          | ADICET BIO INC COMMON STOCK USD.0001                   | CUSIP: 007002108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $5927.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                               | ADOBE INC COMMON STOCK USD.0001                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7668 | NS      | $2580512.04   | 0.38%             |  |  |  | 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        |       775 | NS      | $27512.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Company Inc.                          | ADTHEORENT HOLDING CO INC COMMON STOCK USD.0001        | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $1397.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                                  | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001           | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       986 | NS      | $144971.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                        | AEHR TEST SYSTEMS COMMON STOCK USD.01                  | CUSIP: 00760J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $8462.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                    | AECOM COMMON STOCK USD.01                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2319 | NS      | $196952.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                      | CTI BIOPHARMA CORP COMMON STOCK                        | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $13750.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                          | CTS CORP COMMON STOCK                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       560 | NS      | $22075.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                | CNX RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      3211 | NS      | $54073.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings L.P.                                  | PLAINS GP HOLDINGS LP COMMON STOCK                     | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      3304 | NS      | $41101.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                                      | PLANET FITNESS INC COMMON STOCK USD.0001               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1388 | NS      | $109374.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                      | CVB FINANCIAL CORP COMMON STOCK                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $29174.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                          | CVR ENERGY INC COMMON STOCK USD.01                     | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1544 | NS      | $48388.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                          | PLANET LABS PBC COMMON STOCK USD.0001                  | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3837 | NS      | $16690.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PlayAGS Inc.                                             | PLAYAGS INC COMMON STOCK USD.01                        | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $3911.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc.                                                | CVRX INC COMMON STOCK USD.01                           | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $5229.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                   | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     21502 | NS      | $2003771.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc.                                          | PLBY GROUP INC COMMON STOCK USD.0001                   | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       607 | NS      | $1669.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                           | ROBERT HALF INTERNATIONAL INC COMMON STOCK USD.001     | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1805 | NS      | $133263.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp.                                      | CVENT HOLDING CORP COMMON STOCK USD.0001               | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7673 | NS      | $41434.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabaletta Bio Inc.                                       | CABALETTA BIO INC COMMON STOCK USD.00001               | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $5272.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc.                                   | ROBINHOOD MARKETS INC COMMON STOCK USD.0001            | CUSIP: 770700102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12450 | NS      | $101343.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                       | ROBLOX CORP COMMON STOCK USD.0001                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9021 | NS      | $256737.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc.                                    | ROCKET COS INC COMMON STOCK USD.00001                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $13720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Lab USA Inc.                                      | ROCKET LAB USA INC COMMON STOCK USD.0001               | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7533 | NS      | $28399.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc.                                           | CABLE ONE INC COMMON STOCK USD.01                      | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $69762.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                        | CABOT CORP COMMON STOCK USD1.0                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       965 | NS      | $64500.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                      | CHEVRON CORP COMMON STOCK USD.75                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32076 | NS      | $5757321.24   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                               | CHEWY INC COMMON STOCK USD.01                          | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $68227.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc.                | CHICAGO ATLANTIC REAL ESTATE F COMMON STOCK USD.01     | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $1642.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                         | CHICO'S FAS INC COMMON STOCK USD.01                    | CUSIP: 168615102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633 | NS      | $8034.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place Inc.                                | CHILDREN'S PLACE INC/THE COMMON STOCK USD.1            | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       154 | NS      | $5608.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                           | CHIMERA INVESTMENT CORP REIT USD.01                    | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      3772 | NS      | $20746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc.                                            | CHIMERIX INC COMMON STOCK USD.001                      | CUSIP: 16934W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $1962.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc.                                | CHINOOK THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |       965 | NS      | $25283.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                              | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $631307.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                         | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01     | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       919 | NS      | $103516.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church and Dwight Co. Inc.                               | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3994 | NS      | $321956.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc COMMON STOCK                           | Disc Medicine Inc COMMON STOCK                         | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $489.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                              | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      1269 | NS      | $24834.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc.                                 | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1892 | NS      | $487322.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                  | WALT DISNEY CO/THE COMMON STOCK USD.01                 | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29873 | NS      | $2595366.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                              | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      4490 | NS      | $439256.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                                        | ROCKY BRANDS INC COMMON STOCK                          | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87 | NS      | $2054.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                       | ROGERS CORP COMMON STOCK USD1.0                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       310 | NS      | $36995.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                                 | DISH NETWORK CORP COMMON STOCK USD.01                  | CUSIP: 25470M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4903 | NS      | $68838.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                               | DOCGO INC COMMON STOCK USD.0001                        | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1512 | NS      | $10689.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc.                                                | ROKU INC COMMON STOCK USD.0001                         | CUSIP: 77543R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2009 | NS      | $81766.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                             | ROLLINS INC COMMON STOCK USD1.0                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      8106 | NS      | $296193.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                            | DOCUSIGN INC COMMON STOCK USD.0001                     | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3306 | NS      | $183218.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                                  | DOLBY LABORATORIES INC COMMON STOCK USD.001            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1016 | NS      | $71668.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc.                                  | SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001           | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3178 | NS      | $12553.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                                    | SANDRIDGE ENERGY INC COMMON STOCK USD.001              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       486 | NS      | $8276.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                               | DOLLAR GENERAL CORP COMMON STOCK USD.875               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3693 | NS      | $909401.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                    | HILLTOP HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1026 | NS      | $30790.26     | 0.00%             |  |  |  | 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        |       750 | NS      | $26422.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo and Son Inc.                          | JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01      | CUSIP: 800422107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $13499.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                              | HILTON GRAND VACATIONS INC COMMON STOCK USD.01         | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1856 | NS      | $71530.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                           | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4507 | NS      | $569504.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc.                                | SANGAMO THERAPEUTICS INC COMMON STOCK USD.01           | CUSIP: 800677106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2664 | NS      | $8364.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                      | SANMINA CORP COMMON STOCK USD.01                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       855 | NS      | $48982.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc.                                | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 803607100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $185947.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                        | SAUL CENTERS INC REIT USD.01                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $19933.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest Inc.                                           | HIREQUEST INC COMMON STOCK USD.001                     | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $916.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                  | HIRERIGHT HOLDINGS CORP COMMON STOCK USD.001           | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1195 | NS      | $14172.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc.                                              | SAVARA INC COMMON STOCK USD.001                        | CUSIP: 805111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2744 | NS      | $4253.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                          | SCANSOURCE INC COMMON STOCK                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       460 | NS      | $13441.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc.                                      | HIPPO HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $4923.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc.                                              | HOLLEY INC COMMON STOCK USD.0001                       | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $3408.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                        | HENRY SCHEIN INC COMMON STOCK USD.01                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2159 | NS      | $172439.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                              | ZUMIEZ INC COMMON STOCK                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       371 | NS      | $8065.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holly Energy Partners L.P.                               | HOLLY ENERGY PARTNERS LP MLP                           | CUSIP: 435763107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1975 | NS      | $35787.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                             | HOLOGIC INC COMMON STOCK USD.01                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      4025 | NS      | $301110.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                   | ZURN WATER SOLUTIONS CORP COMMON STOCK USD.01          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      2540 | NS      | $53721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc.                                               | ZUORA INC COMMON STOCK                                 | CUSIP: 98983V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2245 | NS      | $14278.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                                     | HOME BANCSHARES INC/AR COMMON STOCK USD.01             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3102 | NS      | $70694.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                                        | HOME BANCORP INC COMMON STOCK USD.01                   | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $7405.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                      | HOME DEPOT INC/THE COMMON STOCK USD.05                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     16767 | NS      | $5296024.62   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                          | HOMESTREET INC COMMON STOCK                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $10894.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ZOGENIX INC COMMON STOCK                          | CONTRA ZOGENIX INC COMMON STOCK                        | CUSIP: 989CVR014<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $1922.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tremor International Ltd.                                | TREMOR INTERNATIONAL LTD COMMON STOCK                  | CUSIP: ACI08J211<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        81 | NS      | $260.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Homology Medicines Inc.                                  | HOMOLOGY MEDICINES INC COMMON STOCK USD.0001           | CUSIP: 438083107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       999 | NS      | $1258.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Honest Company Inc.                                  | HONEST CO INC/THE COMMON STOCK USD.001                 | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1180 | NS      | $3551.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                             | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     11046 | NS      | $2367157.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corporation                           | HOOKER FURNITURE CORP COMMON STOCK                     | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $4805.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0323                                  | SandP500 EMINI FUT 0323                                | CUSIP: ADI1YWSP8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       109 | NC      | $-222408.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EMIN RUSSELL 2000 0323                                   | EMIN RUSSELL 2000 0323                                 | CUSIP: ADI22QP77<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $-32718.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                             | ALKERMES PLC COMMON STOCK USD.01                       | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |      2773 | NS      | $72458.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                           | AMBARELLA INC COMMON STOCK USD.00045                   | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $52791.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc.                                        | HOPE BANCORP INC COMMON STOCK USD.001                  | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2344 | NS      | $30026.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                        | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001        | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $32511.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                     | HORIZON BANCORP INC/IN COMMON STOCK                    | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |       928 | NS      | $13994.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                                 | HORMEL FOODS CORP COMMON STOCK USD.01465               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      8869 | NS      | $403982.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                  | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01             | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6154 | NS      | $386348.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                   | ARGO GROUP INTERNATIONAL HOLDI COMMON STOCK USD1.0     | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |       686 | NS      | $17733.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company              | HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001         | CUSIP: 44047T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3784 | NS      | $430619.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc.                                   | SILK ROAD MEDICAL INC COMMON STOCK USD.001             | CUSIP: 82710M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $31340.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                    | ASSURED GUARANTY LTD COMMON STOCK USD.01               | CUSIP: G0585R106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1105 | NS      | $68797.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                            | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125        | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1485 | NS      | $80442.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc.                                 | SILVERBACK THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $6858.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc.                                 | SILVERBOW RESOURCES INC COMMON STOCK                   | CUSIP: 82836G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $8851.64      | 0.00%             |  |  |  | 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              | US        |      3693 | NS      | $94060.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                            | BIOHAVEN LTD COMMON STOCK                              | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $15143.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corporation                           | SILVERGATE CAPITAL CORP COMMON STOCK                   | CUSIP: 82837P408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $8647.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation                       | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01        | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2304 | NS      | $49720.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                            | BUNGE LTD COMMON STOCK USD.01                          | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |      2429 | NS      | $242341.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corporation                             | CAMBIUM NETWORKS CORP COMMON STOCK USD.0001            | CUSIP: G17766109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $11116.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                                | SIMON PROPERTY GROUP INC REIT USD.0001                 | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5380 | NS      | $632042.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                            | SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $63243.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd.                                   | DIVERSEY HOLDINGS LTD COMMON STOCK USD.0001            | CUSIP: G28923103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $20767.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                 | EATON CORP PLC COMMON STOCK USD.01                     | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      6533 | NS      | $1025354.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                           | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01       | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $64987.78     | 0.01%             |  |  |  | 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        |       363 | NS      | $13274.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                                     | ENSTAR GROUP LTD COMMON STOCK USD1.0                   | CUSIP: G3075P101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       223 | NS      | $51521.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings Inc.                         | ESTABLISHMENT LABS HOLDINGS COMMON STOCK               | CUSIP: G31249108<br>LEI: N/A                  | Long             | EC               | CORP              | CR        |       425 | NS      | $27901.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc.                            | SINCLAIR BROADCAST GROUP INC COMMON STOCK USD.01       | CUSIP: 829226109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       834 | NS      | $12935.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc.                           | SINGULAR GENOMICS SYSTEMS INC COMMON STOCK USD.0001    | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1117 | NS      | $2245.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                    | EVEREST RE GROUP LTD COMMON STOCK USD.01               | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       619 | NS      | $205056.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc.                        | ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001    | CUSIP: 04546L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1278 | NS      | $29394.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                     | ASSOCIATED BANC-CORP COMMON STOCK USD.01               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2550 | NS      | $58879.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc.                            | ASSOCIATED CAPITAL GROUP INC COMMON STOCK USD.001      | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |       130 | NS      | $5458.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                            | ASSURANT INC COMMON STOCK USD.01                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       899 | NS      | $112428.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                    | ASTEC INDUSTRIES INC COMMON STOCK USD.2                | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       412 | NS      | $16751.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRIA THERAPEUTICS INC COMMON STOCK USD.001             | ASTRIA THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       352 | NS      | $5241.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                    | ASTRONICS CORP COMMON STOCK USD.01                     | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       623 | NS      | $6416.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc.                                      | ASURE SOFTWARE INC COMMON STOCK USD.01                 | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $1139.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc.                               | ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      1915 | NS      | $6281.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc.                                | ATEA PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $7378.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc.                                       | ATHIRA PHARMA INC COMMON STOCK USD.0001                | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $3756.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                              | ATKORE INTERNATIONAL GROUP INC COMMON STOCK USD.01     | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $77692.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corporation                    | ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1383 | NS      | $48598.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                          | ATLANTICUS HOLDINGS CORP COMMON STOCK                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       234 | NS      | $6130.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc.                        | ATLAS AIR WORLDWIDE HOLDINGS I COMMON STOCK USD.01     | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       419 | NS      | $42235.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants Inc.                         | ATLAS TECHNICAL CONSULTANTS IN COMMON STOCK            | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $2822.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                 | ATMOS ENERGY CORP COMMON STOCK                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2179 | NS      | $244200.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                            | ATRICURE INC COMMON STOCK USD.001                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       795 | NS      | $35282.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Incorporated                                     | ATOMERA INC COMMON STOCK USD.001                       | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $2394.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corporation                                       | ATRION CORP COMMON STOCK USD.1                         | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $17902.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc.                                    | AURA BIOSCIENCES INC COMMON STOCK USD.00001            | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $5575.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc.                                   | AURORA INNOVATION INC COMMON STOCK USD.0001            | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12640 | NS      | $15294.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                            | AUTODESK INC COMMON STOCK USD.01                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3539 | NS      | $661332.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                             | AUTOLIV INC COMMON STOCK USD1.0                        | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      1369 | NS      | $104838.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Container Store Group Inc.                           | CONTAINER STORE GROUP INC/THE COMMON STOCK USD.01      | CUSIP: 210751103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       529 | NS      | $2279.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc.                                        | CONTEXTLOGIC INC COMMON STOCK USD.0001                 | CUSIP: 21077C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11179 | NS      | $5452.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                                | COOPER COS INC/THE COMMON STOCK USD.1                  | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       804 | NS      | $265858.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                                | EASTGROUP PROPERTIES INC REIT                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       741 | NS      | $109712.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                                 | EASTMAN CHEMICAL CO COMMON STOCK USD.01                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      2054 | NS      | $167277.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                                    | EASTMAN KODAK CO COMMON STOCK USD.01                   | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |       845 | NS      | $2577.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      9008 | NS      | $373561.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc.                                                | EBIX INC COMMON STOCK USD.1                            | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       450 | NS      | $8982.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp.                                     | FS KKR CAPITAL CORP COMMON STOCK USD.001               | CUSIP: 302635206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3957 | NS      | $69247.50     | 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        |       226 | NS      | $12172.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                                      | FTI CONSULTING INC COMMON STOCK USD.01                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       525 | NS      | $83370.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                      | FACEBOOK INC COMMON STOCK USD.000006                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     37362 | NS      | $4496143.08   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                            | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       621 | NS      | $249151.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F-star Therapeutics Inc.                                 | F-STAR THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 30315R107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       580 | NS      | $3665.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc.                                           | FTC SOLAR INC COMMON STOCK USD.0001                    | CUSIP: 30320C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1558 | NS      | $4175.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc.                               | F45 TRAINING HOLDINGS INC COMMON STOCK USD.00005       | CUSIP: 30322L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $3987.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                   | FAIR ISAAC CORP COMMON STOCK USD.01                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       415 | NS      | $248410.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros. Co.                                         | FARMER BROS CO COMMON STOCK USD1.0                     | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |        62 | NS      | $285.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers and Merchants Bancorp Inc.                       | FARMERS and MERCHANTS BANCORP IN COMMON STOCK          | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $2745.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                                  | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       934 | NS      | $80772.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                    | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025            | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $14461.72     | 0.00%             |  |  |  | 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        |       387 | NS      | $7945.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc.                                        | OSCAR HEALTH INC COMMON STOCK USD.00001                | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3277 | NS      | $8061.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                      | OSHKOSH CORP COMMON STOCK USD.01                       | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1051 | NS      | $92687.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                               | OTIS WORLDWIDE CORP COMMON STOCK USD.01                | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6947 | NS      | $544019.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                   | OTTER TAIL CORP COMMON STOCK USD5.0                    | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $41977.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc.                                            | OUTBRAIN INC COMMON STOCK USD.001                      | CUSIP: 69002R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       626 | NS      | $2266.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                                      | OUTFRONT MEDIA INC REIT USD.01                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2732 | NS      | $45296.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc.                                      | OUTSET MEDICAL INC COMMON STOCK USD.001                | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $19597.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Overseas Shipholding Group Inc.                          | OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK            | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $1433.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc.                                         | PERKINELMER INC COMMON STOCK USD1.0                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2075 | NS      | $290956.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                            | SILVER RUN ACQUISITION CORP COMMON STOCK USD.0001      | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4698 | NS      | $44161.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                          | PERSONALIS INC COMMON STOCK                            | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1303 | NS      | $2579.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc.                                      | PETMED EXPRESS INC COMMON STOCK USD.001                | CUSIP: 716382106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $6920.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                                    | TRI POINTE GROUP INC COMMON STOCK USD.01               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $25802.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc.                                      | TPI COMPOSITES INC COMMON STOCK USD.01                 | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |       773 | NS      | $7838.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc.                                | TPG RE FINANCE TRUST INC REIT USD.001                  | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1656 | NS      | $11244.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                                    | TTM TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1778 | NS      | $26812.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tabula Rasa HealthCare Inc.                              | TABULA RASA HEALTHCARE INC COMMON STOCK USD.0001       | CUSIP: 873379101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $2346.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc.                          | TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001    | CUSIP: 87357P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $4764.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                       | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2731 | NS      | $284379.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                                 | BLOOM ENERGY CORP COMMON STOCK USD.0001                | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $56078.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                                     | BLOOMIN' BRANDS INC COMMON STOCK USD.01                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1512 | NS      | $30421.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc.                                             | BLUCORA INC COMMON STOCK USD.0001                      | CUSIP: 095229100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $21955.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc.                                    | BLUE OWL CAPITAL INC COMMON STOCK USD.0001             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6668 | NS      | $70680.80     | 0.01%             |  |  |  | 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        |      1199 | NS      | $8297.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                                   | BLUELINX HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 09624H208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $8035.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                          | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001          | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $43897.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                         | BBX CAPITAL CORP COMMON STOCK USD.01                   | CUSIP: 096308101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $3394.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc.                                | BLUEROCK HOMES TRUST INC COMMON STOCK USD.01           | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $1811.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                       | BOEING CO/THE COMMON STOCK USD5.0                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      9730 | NS      | $1853467.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                    | BOISE CASCADE CO COMMON STOCK USD.01                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       662 | NS      | $45459.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolt Biotherapeutics Inc.                                | BOLT BIOTHERAPEUTICS INC COMMON STOCK USD.00001        | CUSIP: 097702104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $1479.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                    | BOOKING HOLDINGS INC COMMON STOCK USD.008              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       665 | NS      | $1340161.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                                  | BOOT BARN HOLDINGS INC COMMON STOCK                    | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       502 | NS      | $31385.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation                  | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01     | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2167 | NS      | $226494.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                          | BORGWARNER INC COMMON STOCK USD.01                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3932 | NS      | $158263.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                             | BOSTON BEER CO INC/THE COMMON STOCK USD.01             | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $56018.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                                 | BOSTON OMAHA CORP COMMON STOCK                         | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $13992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc.                                   | BOSTON PROPERTIES LP REIT USD.01                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2594 | NS      | $175302.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                            | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     23452 | NS      | $1085124.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                            | BOWLERO CORP COMMON STOCK USD.0001                     | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1682 | NS      | $22673.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd.                             | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01        | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $2403.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc.                                | CERIDIAN HCM HOLDING INC COMMON STOCK USD.01           | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2524 | NS      | $161914.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc.                       | CEREVEL THERAPEUTICS HOLDING COMMON STOCK USD.0001     | CUSIP: 15678U128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2518 | NS      | $79417.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc.                                             | CERTARA INC COMMON STOCK USD.01                        | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2677 | NS      | $43019.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                        | CERUS CORP COMMON STOCK USD.001                        | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3177 | NS      | $11596.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                                | CEVA INC COMMON STOCK USD.001                          | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $11306.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                    | CHAMPIONX CORP COMMON STOCK USD.01                     | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3261 | NS      | $94536.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc.                                | CHARGEPOINT HOLDINGS INC COMMON STOCK                  | CUSIP: 15961R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5450 | NS      | $51938.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Charles River Laboratories International Inc.            | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       839 | NS      | $182818.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                    | CHART INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       609 | NS      | $70175.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                              | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001        | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2635 | NS      | $893528.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corporation                                        | CHASE CORP COMMON STOCK USD.1                          | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $16734.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                 | LAM RESEARCH CORP COMMON STOCK USD.001                 | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2244 | NS      | $943153.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                | LAMAR ADVERTISING CO REIT USD.001                      | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1479 | NS      | $139617.60    | 0.02%             |  |  |  | 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        |      2363 | NS      | $211157.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                             | LANCASTER COLONY CORP COMMON STOCK                     | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $85233.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                                 | LANDEC CORP COMMON STOCK USD.001                       | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       729 | NS      | $4723.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                                     | LANDSTAR SYSTEM INC COMMON STOCK USD.01                | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $84870.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                          | LANDS' END INC COMMON STOCK USD.01                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       492 | NS      | $3734.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corporation                                | LANDSEA HOMES CORP COMMON STOCK USD.0001               | CUSIP: 51509P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $1474.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                                   | LANTHEUS HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $58451.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantronix Inc.                                           | LANTRONIX INC COMMON STOCK USD.0001                    | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $1455.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantern Pharma Inc.                                      | LANTERN PHARMA INC COMMON STOCK USD.0001               | CUSIP: 51654W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       174 | NS      | $1050.96      | 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        |       259 | NS      | $13317.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc.                                | LARIMAR THERAPEUTICS INC COMMON STOCK                  | CUSIP: 517125100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $2709.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                    | LAS VEGAS SANDS CORP COMMON STOCK USD.001              | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12539 | NS      | $602749.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                        | LATHAM GROUP INC COMMON STOCK USD.0001                 | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1783 | NS      | $5741.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Square Capital Corp.                              | OXFORD SQUARE CAPITAL CORP COMMON STOCK USD.01         | CUSIP: 69181V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1411 | NS      | $4402.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc.                                 | OYSTER POINT PHARMA INC COMMON STOCK USD.001           | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       482 | NS      | $5383.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. Transportation Services Inc.                      | PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01     | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $10437.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                          | PBF ENERGY INC COMMON STOCK USD.001                    | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2233 | NS      | $91061.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                       | PC CONNECTION INC COMMON STOCK USD.01                  | CUSIP: 69318J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $23074.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corporation                               | PCSB FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $8948.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp of North Carolina Inc.                   | PEOPLES BANCORP OF NORTH CAROL COMMON STOCK            | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $3190.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc.                                              | PEPGEN INC COMMON STOCK USD.0001                       | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $5027.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc.                                             | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     22603 | NS      | $4083457.98   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                           | CAREER EDUCATION CORP COMMON STOCK USD.01              | CUSIP: 141665109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1215 | NS      | $16888.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                | PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001        | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       815 | NS      | $7987.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc.                                          | PERFICIENT INC COMMON STOCK USD.001                    | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       584 | NS      | $40780.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                           | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2568 | NS      | $149945.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Performant Financial Corporation                         | PERFORMANT FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 71377E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $2389.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc.                                      | PROVENTION BIO INC COMMON STOCK                        | CUSIP: 74374N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1460 | NS      | $15432.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc.                                   | PROVIDENT BANCORP INC COMMON STOCK USD.01              | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $393.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                        | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01     | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1019 | NS      | $21765.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGENIC PHARMACEUTICALS INC. COMMON STOCK               | PROGENIC PHARMACEUTICALS INC. COMMON STOCK             | CUSIP: 743CVR037<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1955 | NS      | $2250.01      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential Financial Inc.                                | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      6165 | NS      | $613170.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc.                                  | P3 HEALTH PARTNERS INC COMMON STOCK USD.0001           | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $798.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated             | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      8234 | NS      | $504497.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                           | PUBLIC STORAGE REIT USD.1                              | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2878 | NS      | $806386.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc.                                            | PUBMATIC INC COMMON STOCK USD.0001                     | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       758 | NS      | $9709.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc.                                | TALARIS THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       937 | NS      | $955.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                        | TALOS ENERGY INC COMMON STOCK                          | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $23335.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                                | TANDEM DIABETES CARE INC COMMON STOCK                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1069 | NS      | $48051.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc.                       | TANGER FACTORY OUTLET CENTERS REIT USD.01              | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1832 | NS      | $32866.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc.                                  | TANGO THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1408 | NS      | $10208.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                            | TAPESTRY INC COMMON STOCK USD.01                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3988 | NS      | $151863.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                       | TARGET CORP COMMON STOCK USD.0833                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7540 | NS      | $1123761.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                    | TARGA RESOURCES CORP COMMON STOCK USD.001              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3728 | NS      | $274008.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                 | TARGET HOSPITALITY CORP COMMON STOCK USD.0001          | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1561 | NS      | $23633.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc.                              | TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       380 | NS      | $5570.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUs Inc.                                              | TASKUS INC COMMON STOCK USD.01                         | CUSIP: 87652V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $8534.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc.                                       | TATTOOED CHEF INC COMMON STOCK USD.0001                | CUSIP: 87663X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1232 | NS      | $1515.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                         | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001     | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1938 | NS      | $58818.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc.                      | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001    | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $45892.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc.                                  | COGENT BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1064 | NS      | $12299.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                       | COGNEX CORP COMMON STOCK USD.002                       | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2876 | NS      | $135488.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognition Therapeutics Inc.                              | COGNITION THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 19243B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $1818.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc.                               | TAYSHA GENE THERAPIES INC COMMON STOCK                 | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1015 | NS      | $2293.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation               | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01     | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $486115.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen and Steers Inc.                                    | COHEN and STEERS INC COMMON STOCK USD.01               | CUSIP: 19247A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $53262.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                           | II VI INC COMMON STOCK                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2173 | NS      | $76272.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus BioSciences Inc.                                 | COHERUS BIOSCIENCES INC COMMON STOCK USD.0001          | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      1434 | NS      | $11357.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                                | COHU INC COMMON STOCK USD1.0                           | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $26986.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc.                                     | COINBASE GLOBAL INC COMMON STOCK USD.00001             | CUSIP: 19260Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $103161.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corporation                                       | ENOVIS CORP COMMON STOCK USD.001                       | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $44154.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Capital Corporation                            | GLADSTONE CAPITAL CORP COMMON STOCK USD.001            | CUSIP: 376535100<br>LEI: 549300AWMOT9JR1SIJ74 | Long             | EC               | CORP              | US        |       801 | NS      | $7705.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                         | GLADSTONE COMMERCIAL CORP REIT USD.001                 | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $14670.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Investment Corporation                         | GLADSTONE INVESTMENT CORP COMMON STOCK USD.001         | CUSIP: 376546107<br>LEI: 549300HFFTVIBC98Z362 | Long             | EC               | CORP              | US        |       740 | NS      | $9553.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                               | GLADSTONE LAND CORP REIT USD.001                       | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $12955.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                                   | GLATFELTER CORP COMMON STOCK USD.01                    | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       999 | NS      | $2777.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                      | GLAUKOS CORP COMMON STOCK USD.001                      | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $34900.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group Inc.                        | GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005  | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $5757.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Glimpse Group Inc.                                   | GLIMPSE GROUP INC/THE COMMON STOCK                     | CUSIP: 37892C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $145.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                 | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01               | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       669 | NS      | $15741.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                          | GLOBALSTAR INC COMMON STOCK USD.0001                   | CUSIP: 378973408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30257 | NS      | $40241.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc.                                    | GLOBAL NET LEASE INC REIT USD.01                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      1926 | NS      | $24209.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                                 | KIMBALL ELECTRONICS INC COMMON STOCK                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       462 | NS      | $10436.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP                              | KIMBELL ROYALTY PARTNERS LP LTD PART                   | CUSIP: 49435R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1094 | NS      | $18269.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                               | KIMBERLY-CLARK CORP COMMON STOCK USD1.25               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5513 | NS      | $748389.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                 | KIMCO REALTY CORP REIT USD.01                          | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10305 | NS      | $218259.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                       | KINDER MORGAN INC/DE COMMON STOCK USD.01               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     37009 | NS      | $669122.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc.                                   | KINNATE BIOPHARMA INC COMMON STOCK USD.0001            | CUSIP: 49705R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       686 | NS      | $4184.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                               | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01          | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $103038.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                        | KIRBY CORP COMMON STOCK USD.1                          | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      1000 | NS      | $64350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirkland's Inc.                                          | KIRKLAND'S INC COMMON STOCK                            | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $485.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                  | KITE REALTY GROUP TRUST REIT USD.01                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3726 | NS      | $78432.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.                | KNIGHT-SWIFT TRANSPORTATION HO COMMON STOCK USD.001    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2642 | NS      | $138467.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SQZ Biotechnologies Company                              | SQZ BIOTECHNOLOGIES CO COMMON STOCK USD.001            | CUSIP: 78472W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $532.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                    | SPX TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       785 | NS      | $51535.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                      | SVB FINANCIAL GROUP COMMON STOCK USD.001               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       976 | NS      | $224616.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                       | DELUXE CORP COMMON STOCK USD1.0                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       765 | NS      | $12989.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                                 | DENALI THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $61182.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                      | DENNY'S CORP COMMON STOCK USD.01                       | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      1094 | NS      | $10075.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                     | DENTSPLY SIRONA INC COMMON STOCK USD.01                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      3560 | NS      | $113350.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                                     | DESIGNER BRANDS INC COMMON STOCK                       | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       872 | NS      | $8528.16      | 0.00%             |  |  |  | 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        |       844 | NS      | $8659.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc.                                       | DESKTOP METAL INC COMMON STOCK USD.0001                | CUSIP: 25058X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4586 | NS      | $6236.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc.                                | DESTINATION XL GROUP INC COMMON STOCK USD.01           | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       773 | NS      | $5217.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                 | DEVON ENERGY CORP COMMON STOCK USD.1                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     10750 | NS      | $661232.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc.                                              | DEXCOM INC COMMON STOCK USD.001                        | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6437 | NS      | $728925.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                       | DIAMOND HILL INVESTMENT GROUP COMMON STOCK             | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        65 | NS      | $12026.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                                        | HESKA CORP COMMON STOCK USD.001                        | CUSIP: 42805E306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $10878.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                         | HESS CORP COMMON STOCK USD1.0                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      5092 | NS      | $722147.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                        | HESS MIDSTREAM LP   CLASS A COMMON STOCK               | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $20973.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                       | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     21188 | NS      | $338160.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                       | HEXCEL CORP COMMON STOCK USD.01                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1437 | NS      | $84567.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                             | HIBBETT SPORTS INC COMMON STOCK USD.01                 | CUSIP: 428567101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       222 | NS      | $15144.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc.                                     | HIGHPEAK ENERGY INC COMMON STOCK USD.0001              | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $41417.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc.                                | HIGHWOODS PROPERTIES INC REIT USD.01                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1854 | NS      | $51874.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                         | HILLENBRAND INC COMMON STOCK                           | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1194 | NS      | $50947.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc.                                            | HILLEVAX INC COMMON STOCK USD.0001                     | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $8816.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                                  | HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001           | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2839 | NS      | $20469.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                        | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01         | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2262 | NS      | $146758.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                          | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3795 | NS      | $941577.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                                  | LAUREATE EDUCATION INC COMMON STOCK USD.001            | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      2848 | NS      | $27397.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc.                        | DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0     | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $9952.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazydays Holdings Inc.                                   | LAZYDAYS HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 52110H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $501.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                         | LEAR CORP COMMON STOCK USD.01                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       985 | NS      | $122159.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett and Platt Incorporated                           | LEGGETT and PLATT INC COMMON STOCK USD.01              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      2195 | NS      | $70744.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc.                                       | LEGALZOOM.COM INC COMMON STOCK USD.001                 | CUSIP: 52466B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3194 | NS      | $24721.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                               | LEGACY HOUSING CORP COMMON STOCK USD.001               | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $9309.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                     | LEIDOS HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2233 | NS      | $234889.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc.                                   | LEMAITRE VASCULAR INC COMMON STOCK USD.01              | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       393 | NS      | $18085.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                        | MASCO CORP COMMON STOCK USD1.0                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3742 | NS      | $174639.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                            | CARS.COM INC COMMON STOCK USD.01                       | CUSIP: 14575E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $15890.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                    | CLEVELAND-CLIFFS INC COMMON STOCK USD.125              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      8565 | NS      | $137982.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                       | MASIMO CORP COMMON STOCK USD.001                       | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       869 | NS      | $128568.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                              | MASTEC INC COMMON STOCK USD.1                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1295 | NS      | $110502.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                       | CLOROX CO/THE COMMON STOCK USD1.0                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2018 | NS      | $283185.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                          | CLOVER HEALTH INVESTMENTS CORP COMMON STOCK USD.0001   | CUSIP: 18914F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6044 | NS      | $5617.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                  | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     15709 | NS      | $5462490.57   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc.                           | MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       348 | NS      | $9002.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc.                                          | CLOUDFLARE INC COMMON STOCK USD.001                    | CUSIP: 18915M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4654 | NS      | $210407.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc.                                      | CO-DIAGNOSTICS INC COMMON STOCK USD.001                | CUSIP: 189763105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $758.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                         | MASTERBRAND INC COMMON STOCK                           | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2215 | NS      | $16723.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                                | MATADOR RESOURCES CO COMMON STOCK USD.01               | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1968 | NS      | $112648.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                         | MATCH GROUP INC COMMON STOCK                           | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      4647 | NS      | $192804.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                     | MATERION CORP COMMON STOCK                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       365 | NS      | $31941.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                         | CROWN CASTLE INTERNATIONAL COR REIT USD.01             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7119 | NS      | $965621.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                      | CROWN HOLDINGS INC COMMON STOCK USD5.0                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      2006 | NS      | $164913.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                                   | MATRIX SERVICE CO COMMON STOCK USD.01                  | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $4123.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                              | MATSON INC COMMON STOCK                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       636 | NS      | $39756.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                            | CRYOLIFE INC COMMON STOCK USD.01                       | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $8932.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                            | CRYOPORT INC COMMON STOCK USD.001                      | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $13984.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                              | MATTEL INC COMMON STOCK USD1.0                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5844 | NS      | $104256.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc.                                          | MATTERPORT INC COMMON STOCK USD.0001                   | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4431 | NS      | $12406.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                | CUBESMART REIT USD.01                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3744 | NS      | $150696.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc.                                       | CUE BIOPHARMA INC COMMON STOCK USD.001                 | CUSIP: 22978P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       664 | NS      | $1892.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                       | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       551 | NS      | $16772.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land and Pineapple Company Inc.                     | MAUI LAND and PINEAPPLE CO INC COMMON STOCK            | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $2486.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc.                                          | CUE HEALTH INC COMMON STOCK USD.00001                  | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2236 | NS      | $4628.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                                | CULLEN/FROST BANKERS INC COMMON STOCK USD.01           | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $142524.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                           | MAXLINEAR INC COMMON STOCK                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1322 | NS      | $44881.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                                  | MAXAR TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 57778K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1251 | NS      | $64726.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc.                                   | CULLINAN MANAGEMENT INC COMMON STOCK USD.0001          | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       632 | NS      | $6667.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp Inc.                                                | CULP INC COMMON STOCK USD.05                           | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |       350 | NS      | $1606.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                             | MAXIMUS INC COMMON STOCK                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1007 | NS      | $73843.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company Inc.                        | MAYVILLE ENGINEERING CO INC COMMON STOCK               | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $5583.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                             | CUMMINS INC COMMON STOCK USD2.5                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2294 | NS      | $555813.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc.                                     | CURIOSITYSTREAM INC COMMON STOCK                       | CUSIP: 23130Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $947.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                       | MCCORMICK and CO INC/MD COMMON STOCK                   | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      4116 | NS      | $341175.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                   | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     12040 | NS      | $3172901.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                         | MCGRATH RENTCORP COMMON STOCK                          | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $41964.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                     | MCKESSON CORP COMMON STOCK USD.01                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2353 | NS      | $882657.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CURO Group Holdings Corp.                                | CURO GROUP HOLDINGS CORP COMMON STOCK                  | CUSIP: 23131L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $1931.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                               | CURTISS-WRIGHT CORP COMMON STOCK USD1.0                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       627 | NS      | $104702.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp.                                | MEDALLION FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |       113 | NS      | $806.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc.                                          | MEDIAALPHA INC COMMON STOCK USD.01                     | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $7770.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                   | CUSTOMERS BANCORP INC COMMON STOCK USD1.0              | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       374 | NS      | $10599.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc.                                              | CUTERA INC COMMON STOCK USD.001                        | CUSIP: 232109108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       347 | NS      | $15344.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                            | MEDICAL PROPERTIES TRUST INC REIT USD.001              | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10043 | NS      | $111879.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc.                                            | MEDIFAST INC COMMON STOCK USD.001                      | CUSIP: 58470H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $21685.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                             | MEDNAX INC COMMON STOCK USD.01                         | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1428 | NS      | $21220.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                    | MEDPACE HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       514 | NS      | $109178.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                                | CYTOKINETICS INC COMMON STOCK USD.001                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1511 | NS      | $69234.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CytoSorbents Corporation                                 | CYTOSORBENTS CORP COMMON STOCK USD.001                 | CUSIP: 23283X206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $1312.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Membership Collective Group Inc.                         | MEMBERSHIP COLLECTIVE GROUP IN COMMON STOCK USD.01     | CUSIP: 586001109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1226 | NS      | $4585.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                              | MERCANTILE BANK CORP COMMON STOCK                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       362 | NS      | $12119.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies Inc.                                | CYXTERA TECHNOLOGIES INC COMMON STOCK USD.0001         | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2849 | NS      | $5470.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc.                                 | CYTOMX THERAPEUTICS INC COMMON STOCK USD.00001         | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      1192 | NS      | $1907.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyteir Therapeutics Inc.                                 | CYTEIR THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $663.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc.                                   | CYTEK BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 23285D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1980 | NS      | $20215.80     | 0.00%             |  |  |  | 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        |      1615 | NS      | $47141.85     | 0.01%             |  |  |  | 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        |       235 | NS      | $42386.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                             | GROUPON INC COMMON STOCK USD.0001                      | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       572 | NS      | $4907.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upexi Inc.                                               | UPEXI INC COMMON STOCK USD.001                         | CUSIP: 39959A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $195.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                              | R1 RCM INC COMMON STOCK USD.01                         | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6807 | NS      | $74536.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc.                                                | ROOT INC/OH COMMON STOCK USD.0001                      | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $1028.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                                  | ROPER TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1735 | NS      | $749676.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                         | ROSS STORES INC COMMON STOCK USD.01                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5698 | NS      | $661366.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc.                                         | ROVER GROUP INC COMMON STOCK USD.0001                  | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2832 | NS      | $10393.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                          | ROYAL GOLD INC COMMON STOCK USD.01                     | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1062 | NS      | $119708.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp.                                     | GROWGENERATION CORP COMMON STOCK USD.001               | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $4037.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc.                                 | GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0         | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $9629.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubicon Technologies Inc.                                | RUBICON TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 78112J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $962.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleOn Inc.                                            | RUMBLEON INC COMMON STOCK USD.001                      | CUSIP: 781386305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $1475.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Runway Growth Finance Corp.                              | RUNWAY GROWTH FINANCE CORP COMMON STOCK USD.01         | CUSIP: 78163D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $1981.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                    | RUSH ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $47470.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc.                              | CONTRA GTX INC DEL COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300QZ85LIXQ8O7P72       | Long             | EC               | CORP              | US        |        38 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guardant Health Inc.                                     | GUARDANT HEALTH INC COMMON STOCK USD.00001             | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1715 | NS      | $46648.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc.                             | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001      | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $2746.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp.                                        | SECUREWORKS CORP COMMON STOCK USD.01                   | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $3463.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc.                                                | SEER INC COMMON STOCK USD.00001                        | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $5289.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc.                              | SELECT ENERGY SERVICES INC COMMON STOCK USD.01         | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      1836 | NS      | $16964.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc.                                              | GUESS? INC COMMON STOCK USD.01                         | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       938 | NS      | $19407.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                                  | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001           | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1386 | NS      | $86708.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                      | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $52192.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences Inc.                                 | SELECTA BIOSCIENCES INC COMMON STOCK USD.0001          | CUSIP: 816212104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2132 | NS      | $2409.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guild Holdings Company                                   | GUILD HOLDINGS CO COMMON STOCK USD.01                  | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $1634.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corporation                              | GULFPORT ENERGY CORP COMMON STOCK USD.0001             | CUSIP: 402635502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       298 | NS      | $21944.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                           | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0      | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $91977.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc.                          | SELLAS LIFE SCIENCES GROUP INC COMMON STOCK USD.0001   | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |       418 | NS      | $986.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                      | SEMTECH CORP COMMON STOCK USD.01                       | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1046 | NS      | $30009.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                            | SEMPRA ENERGY COMMON STOCK                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      5159 | NS      | $797271.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                                  | HF SINCLAIR CORP COMMON STOCK                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3438 | NS      | $178397.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HandE Equipment Services Inc.                            | HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01       | CUSIP: 404030108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $28556.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc.                                    | SEMRUSH HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $6902.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                                 | SENECA FOODS CORP COMMON STOCK USD.25                  | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $8472.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                      | HCA HEALTHCARE INC COMMON STOCK USD.01                 | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4703 | NS      | $1128531.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc.                                           | HCI GROUP INC COMMON STOCK                             | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       170 | NS      | $6730.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc.                                      | HF FOODS GROUP INC COMMON STOCK                        | CUSIP: 40417F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1021 | NS      | $4145.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                          | HNI CORP COMMON STOCK USD1.0                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       720 | NS      | $20469.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                                  | HP INC COMMON STOCK USD.01                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     16516 | NS      | $443784.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group Inc.                                   | HACKETT GROUP INC/THE COMMON STOCK USD.001             | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       589 | NS      | $11997.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                                  | HAEMONETICS CORP COMMON STOCK USD.01                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       847 | NS      | $66616.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc.                                             | HAGERTY INC COMMON STOCK USD.0001                      | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1692 | NS      | $14229.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corporation                                     | MANNKIND CORP COMMON STOCK USD.01                      | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4112 | NS      | $21670.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                       | MANPOWERGROUP INC COMMON STOCK USD.01                  | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       864 | NS      | $71893.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc.                           | MARATHON DIGITAL HOLDINGS INC COMMON STOCK USD.001     | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1897 | NS      | $6487.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Oil Corporation                                 | MARATHON OIL CORP COMMON STOCK USD1.0                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     11168 | NS      | $302317.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                           | MARATHON PETROLEUM CORP COMMON STOCK USD.01            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8181 | NS      | $952186.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc.                       | MARAVAI LIFESCIENCES HOLDINGS COMMON STOCK USD.01      | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $31567.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                                | MARCUS and MILLICHAP INC COMMON STOCK USD.0001         | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       708 | NS      | $24390.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                   | MARCUS CORP/THE COMMON STOCK USD1.0                    | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       486 | NS      | $6993.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                      | AES CORP/VA COMMON STOCK USD.01                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     10972 | NS      | $315554.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc.                                           | MARINEMAX INC COMMON STOCK USD.001                     | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $6837.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corporation                              | MARINE PRODUCTS CORP COMMON STOCK USD.1                | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $8733.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| a.k.a. Brands Holding Corp.                              | AKA BRANDS HOLDING CORP COMMON STOCK USD.001           | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1841 | NS      | $2338.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                        | AMC NETWORKS INC COMMON STOCK                          | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       302 | NS      | $4732.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinus Pharmaceuticals Inc.                             | MARINUS PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 56854Q200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $2981.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                       | MARKEL CORP COMMON STOCK                               | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       212 | NS      | $279307.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                          | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01     | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      8680 | NS      | $35327.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALX Oncology Holdings Inc.                               | ALX ONCOLOGY HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $7426.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                                | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       626 | NS      | $174585.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc.                                             | MARQETA INC COMMON STOCK USD.0001                      | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7428 | NS      | $45385.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc.                             | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01        | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $73310.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                 | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       272 | NS      | $10942.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                 | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       655 | NS      | $88156.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                        | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8184 | NS      | $1354288.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                                | ANGI HOMESERVICES INC COMMON STOCK                     | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1822 | NS      | $4281.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                                    | API GROUP CORP COMMON STOCK                            | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3703 | NS      | $69653.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                              | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5334 | NS      | $794179.26    | 0.12%             |  |  |  | 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        |      1419 | NS      | $28067.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                        | ASGN INC COMMON STOCK USD.01                           | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       834 | NS      | $67954.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                              | ATandT INC COMMON STOCK USD1.0                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    116734 | NS      | $2149072.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                           | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01      | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       984 | NS      | $332562.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Midstream Partners L.P.                           | MARTIN MIDSTREAM PARTNERS LP MLP                       | CUSIP: 573331105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $138.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc.                                  | MARVELL TECHNOLOGY INC COMMON STOCK USD.002            | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13989 | NS      | $518152.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc.                                           | TELLURIAN INC COMMON STOCK USD.01                      | CUSIP: 87968A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9089 | NS      | $15269.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                        | TELOS CORP COMMON STOCK USD.001                        | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1050 | NS      | $5344.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempest Therapeutics Inc.                                | TEMPEST THERAPEUTICS INC COMMON STOCK                  | CUSIP: 87978U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $111.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc.                                 | TENAYA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $2253.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc.                          | TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD.01     | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      2835 | NS      | $97325.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                | COMMERCIAL METALS CO COMMON STOCK USD.01               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1876 | NS      | $90610.80     | 0.01%             |  |  |  | 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        |       752 | NS      | $5121.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc.                                    | TENABLE HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 88025T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1864 | NS      | $71111.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10x Genomics Inc.                                        | 10X GENOMICS INC COMMON STOCK                          | CUSIP: 88025U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1591 | NS      | $57976.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMCO Investors Inc.                                     | GAMCO INVESTORS INC COMMON STOCK USD.001               | CUSIP: 361438104<br>LEI: 51A2MDO9SJ2HTOSMLZ76 | Long             | EC               | CORP              | US        |       122 | NS      | $1859.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                         | GATX CORP COMMON STOCK USD.625                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       572 | NS      | $60826.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company                     | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      4720 | NS      | $47908.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc.                                 | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01            | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $12602.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                       | GEO GROUP INC/THE REIT USD.01                          | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2079 | NS      | $22765.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 Therapeutics Inc.                                     | G1 THERAPEUTICS INC COMMON STOCK                       | CUSIP: 3621LQ109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $4485.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                             | TENET HEALTHCARE CORP COMMON STOCK USD.05              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1780 | NS      | $86846.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                          | TENNANT CO COMMON STOCK USD.375                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       359 | NS      | $22103.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                 | G-III APPAREL GROUP LTD COMMON STOCK USD.01            | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $6498.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                 | GMS INC COMMON STOCK USD.01                            | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $36603.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                                     | TERADATA CORP COMMON STOCK USD.01                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1699 | NS      | $57188.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                            | TERADYNE INC COMMON STOCK USD.125                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2585 | NS      | $225799.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                       | GXO LOGISTICS INC COMMON STOCK USD.01                  | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1949 | NS      | $83202.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gain Therapeutics Inc.                                   | GAIN THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 36269B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $281.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                               | GOPRO INC COMMON STOCK USD.0001                        | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      2431 | NS      | $12106.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman-Rupp Company                                  | GORMAN-RUPP CO/THE COMMON STOCK                        | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $14398.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Capital Inc.                                     | TRINITY CAPITAL INC COMMON STOCK USD.001               | CUSIP: 896442308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $1071.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                                  | TRINITY INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1368 | NS      | $40451.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galectin Therapeutics Inc.                               | GALECTIN THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 363225202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1506 | NS      | $1701.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galera Therapeutics Inc.                                 | GALERA THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 36338D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       965 | NS      | $1437.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc.                                        | GOSSAMER BIO INC COMMON STOCK USD.0001                 | CUSIP: 38341P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1668 | NS      | $3619.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                               | GRACO INC COMMON STOCK USD1.0                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2830 | NS      | $190345.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriplePoint Venture Growth BDC Corp.                     | TRIPLEPOINT VENTURE GROWTH BDC COMMON STOCK USD.01     | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Long             | EC               | CORP              | US        |       568 | NS      | $5924.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                   | TRIUMPH BANCORP INC COMMON STOCK USD.01                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       443 | NS      | $21649.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher and Co.                              | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3462 | NS      | $652725.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                       | GAMING AND LEISURE PROPERTIES REIT                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4293 | NS      | $223622.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                              | GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01         | CUSIP: 384313508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4159 | NS      | $19796.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corporation                                       | GRAHAM CORP COMMON STOCK USD.1                         | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $2982.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                           | GAMESTOP CORP COMMON STOCK USD.001                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      5020 | NS      | $92669.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co. Inc.                                         | GANNETT CO INC COMMON STOCK USD.01                     | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      2798 | NS      | $5679.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                             | GAP INC/THE COMMON STOCK USD.05                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      6031 | NS      | $68029.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                             | GARTNER INC COMMON STOCK USD.0005                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1296 | NS      | $435637.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                                  | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                 | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $22355.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises L.P.                                   | ICAHN ENTERPRISES LP MLP                               | CUSIP: 451100101<br>LEI: 549300T0G4GS0SINS786 | Long             | EC               | CORP              | US        |      5000 | NS      | $253250.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gatos Silver Inc.                                        | GATOS SILVER INC COMMON STOCK USD.001                  | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1095 | NS      | $4478.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                       | GCM GROSVENOR INC COMMON STOCK USD.0001                | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $1651.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                             | IDACORP INC COMMON STOCK                               | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       854 | NS      | $92103.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc.                                            | ICOSAVAX INC COMMON STOCK USD.0001                     | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $5256.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                                   | GENCOR INDUSTRIES INC COMMON STOCK USD.1               | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $3423.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                    | GENERAC HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $106196.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                       | TRIUMPH GROUP INC COMMON STOCK USD.001                 | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1030 | NS      | $10835.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                       | TRIUMPH GROUP INC WARRANTS CALL EXP 19DEC23            | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       309 | NS      | $207.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideal Power Inc.                                         | IDEAL POWER INC COMMON STOCK USD.001                   | CUSIP: 451622203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $499.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc.                                  | IDEAYA BIOSCIENCES INC COMMON STOCK                    | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $13881.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA GEMINI THERAPEU COMMON STOCK                      | CONTRA GEMINI THERAPEU COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       246 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| General Dynamics Corporation                             | GENERAL DYNAMICS CORP COMMON STOCK USD1.0              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4498 | NS      | $1115998.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                         | TRIPADVISOR INC COMMON STOCK USD.001                   | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $37650.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                             | TRUECAR INC COMMON STOCK USD.0001                      | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      1900 | NS      | $4769.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                         | IDEX CORP COMMON STOCK USD.01                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1112 | NS      | $253902.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                  | IDEXX LABORATORIES INC COMMON STOCK USD.1              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1366 | NS      | $557273.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HashiCorp Inc.                                           | HASHICORP INC COMMON STOCK USD.000015                  | CUSIP: 418100103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1258 | NS      | $34393.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies Inc.                         | HAVERTY FURNITURE COS INC COMMON STOCK USD1.0          | CUSIP: 419596101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       273 | NS      | $8162.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                            | TRUEBLUE INC COMMON STOCK                              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $12022.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                           | TRUPANION INC COMMON STOCK USD.00001                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       706 | NS      | $33556.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.                        | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      1834 | NS      | $76752.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc.                                   | HAWAIIAN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 419879101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       993 | NS      | $10188.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc.                                             | IDENTIV INC COMMON STOCK USD.001                       | CUSIP: 45170X205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $1057.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                         | IHEARTMEDIA INC   CLASS A COMMON STOCK                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2155 | NS      | $13210.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP COMMON STOCK USD5.0              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     21803 | NS      | $938183.09    | 0.14%             |  |  |  | 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        |       400 | NS      | $15036.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                             | HAWKINS INC COMMON STOCK USD.05                        | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       415 | NS      | $16019.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc.                                | HAYNES INTERNATIONAL INC COMMON STOCK USD.001          | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       261 | NS      | $11925.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ikena Oncology Inc.                                      | IKENA ONCOLOGY INC COMMON STOCK USD.001                | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $1478.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                 | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      5076 | NS      | $1118242.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc.                                    | HAYWARD HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3667 | NS      | $34469.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                           | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01      | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1315 | NS      | $15780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                        | HEALTHSTREAM INC COMMON STOCK                          | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $13711.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                     | HEALTH CATALYST INC COMMON STOCK USD.001               | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       805 | NS      | $8557.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                    | TRUSTMARK CORP COMMON STOCK                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1112 | NS      | $38819.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                       | TTEC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       804 | NS      | $35480.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                        | HEALTHEQUITY INC COMMON STOCK USD.0001                 | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $85987.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company    | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01     | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     11295 | NS      | $722880.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TScan Therapeutics Inc.                                  | TSCAN THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $1114.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corporation                            | TUPPERWARE BRANDS CORP COMMON STOCK USD.01             | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       610 | NS      | $2525.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                          | JONES LANG LASALLE INC COMMON STOCK USD.01             | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       813 | NS      | $129567.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                          | J2 GLOBAL INC COMMON STOCK USD.01                      | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       780 | NS      | $61698.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                            | ILLUMINA INC COMMON STOCK USD.01                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2581 | NS      | $521878.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Imara Inc.                                               | IMARA INC COMMON STOCK USD.01                          | CUSIP: 45249V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411 | NS      | $1680.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc.                                | TURNING POINT BRANDS INC COMMON STOCK USD.01           | CUSIP: 90041L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $7202.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                                 | TURTLE BEACH CORP COMMON STOCK                         | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       214 | NS      | $1534.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc.                                    | JUNIPER NETWORKS INC COMMON STOCK USD.00001            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      5293 | NS      | $169164.28    | 0.03%             |  |  |  | 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        |      1993 | NS      | $26008.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc.                                   | TUSIMPLE HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $5864.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                                 | TUTOR PERINI CORP COMMON STOCK USD1.0                  | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1033 | NS      | $7799.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago BioSciences Inc.                                   | IMAGO BIOSCIENCES INC COMMON STOCK USD.0001            | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $19880.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corporation                                    | IMMERSION CORP COMMON STOCK USD.001                    | CUSIP: 452521107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $5138.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                                 | KBR INC COMMON STOCK USD.001                           | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $122443.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                          | KLA CORP COMMON STOCK USD.001                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2322 | NS      | $875463.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc.                                           | IMMUNOGEN INC COMMON STOCK USD.01                      | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |      3506 | NS      | $17389.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immuneering Corporation                                  | IMMUNEERING CORP COMMON STOCK USD.001                  | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $1750.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2Seventy Bio Inc.                                        | 2SEVENTY BIO INC COMMON STOCK USD.0001                 | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $6071.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                              | TWILIO INC COMMON STOCK USD.001                        | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2857 | NS      | $139878.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                          | IMMUNITYBIO INC COMMON STOCK USD.0001                  | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6612 | NS      | $33522.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc.                                            | IMMUNOME INC COMMON STOCK                              | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $1111.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                   | VIEMED HEALTHCARE INC COMMON STOCK                     | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $2797.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc.                                                | VIEW INC COMMON STOCK USD.0001                         | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3390 | NS      | $3271.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc.                                   | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01           | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       293 | NS      | $7811.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                               | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       469 | NS      | $28477.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                       | KKR REAL ESTATE FINANCE TRUST REIT USD.01              | CUSIP: 48251K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $15132.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO. INC.                                         | KKR and CO INC COMMON STOCK                            | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14170 | NS      | $657771.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc.                                 | MIRATI THERAPEUTICS INC COMMON STOCK                   | CUSIP: 60468T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $40869.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc.                                 | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001          | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2986 | NS      | $19737.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vigil Neuroscience Inc.                                  | VIGIL NEUROSCIENCE INC COMMON STOCK USD.0001           | CUSIP: 92673K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $7337.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc.                                 | VIKING THERAPEUTICS INC COMMON STOCK USD.00001         | CUSIP: 92686J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1415 | NS      | $13301.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLX Energy Services Holdings Inc.                        | KLX ENERGY SERVICES HOLDINGS I COMMON STOCK USD.01     | CUSIP: 48253L205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $2734.98      | 0.00%             |  |  |  | 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        |       504 | NS      | $5150.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                                | VILLAGE SUPER MARKET INC COMMON STOCK                  | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $7103.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc.                                               | VIMEO INC COMMON STOCK USD.01                          | CUSIP: 92719V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $9820.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                        | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      9055 | NS      | $636113.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microbot Medical Inc.                                    | MICROBOT MEDICAL INC COMMON STOCK USD.01               | CUSIP: 59503A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $1324.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                   | MICRON TECHNOLOGY INC COMMON STOCK USD.1               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     18068 | NS      | $903038.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc.                                  | MICROVAST HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5831 | NS      | $8921.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates Inc.                                | VINTAGE WINE ESTATES INC COMMON STOCK                  | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $2523.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                                 | VIPER ENERGY PARTNERS LP LTD PART                      | CUSIP: 92763M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $43107.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc.                   | MID-AMERICA APARTMENT COMMUNIT REIT USD.01             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1807 | NS      | $283680.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                                 | MIDDLEBY CORP/THE COMMON STOCK USD.01                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       899 | NS      | $120376.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                                   | VIR BIOTECHNOLOGY INC COMMON STOCK                     | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2215 | NS      | $56061.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viracta Therapeutics Inc.                                | VIRACTA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 92765F108<br>LEI: 549300O5S543GE2D9G67 | Long             | EC               | CORP              | US        |      1210 | NS      | $1766.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                                  | MIDDLESEX WATER CO COMMON STOCK                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $25489.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                              | MIDLAND STATES BANCORP INC COMMON STOCK USD.01         | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       539 | NS      | $14348.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc.                            | VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001     | CUSIP: 92766K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4158 | NS      | $14469.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01          | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $17934.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwest Holding Inc.                                     | MIDWEST HOLDING INC COMMON STOCK USD.001               | CUSIP: 59833J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $178.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                          | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01     | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $10668.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miromatrix Medical Inc.                                  | MIROMATRIX MEDICAL INC COMMON STOCK USD.00001          | CUSIP: 60471P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $908.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                               | MIRUM PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $12675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                         | HERMAN MILLER INC COMMON STOCK USD.2                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1294 | NS      | $27186.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospect Capital Corporation                             | PROSPECT CAPITAL CORP COMMON STOCK USD.001             | CUSIP: 74348T102<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EC               | CORP              | US        |      7037 | NS      | $49188.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Prometheus Biosciences Inc.                              | PROMETHEUS BIOSCIENCES INC COMMON STOCK USD.0001       | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $75240.00     | 0.01%             |  |  |  | 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        |      1071 | NS      | $77840.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc.                                     | MISSION PRODUCE INC COMMON STOCK USD.001               | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $9935.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc.                                     | MISTER CAR WASH INC COMMON STOCK USD.01                | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4692 | NS      | $43307.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VirnetX Holding Corporation                              | VIRNETX HOLDING CORP COMMON STOCK USD.0001             | CUSIP: 92823T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1593 | NS      | $2070.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc.                                     | VIRTU FINANCIAL INC COMMON STOCK USD.00001             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1768 | NS      | $36084.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protara Therapeutics Inc.                                | PROTARA THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |       372 | NS      | $996.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc.                                   | RAPT THERAPEUTICS INC COMMON STOCK                     | CUSIP: 75382E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $10751.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                             | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      3553 | NS      | $379638.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                            | RAYONIER INC REIT                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2536 | NS      | $83586.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26792 | NS      | $5566305.92   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                          | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01     | CUSIP: 92828Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $24504.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                         | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      1194 | NS      | $11462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                        | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     24228 | NS      | $2445089.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                              | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2027 | NS      | $43722.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                              | VISHAY PRECISION GROUP INC COMMON STOCK                | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $9546.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                                | RBC BEARINGS INC COMMON STOCK USD.01                   | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $101116.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                                     | RE/MAX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       374 | NS      | $6971.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc.                                       | MISTRAS GROUP INC COMMON STOCK USD.01                  | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $3717.22      | 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        |       858 | NS      | $8314.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                                | READY CAPITAL CORP REIT USD.0001                       | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1505 | NS      | $16765.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                                | REALOGY HOLDINGS CORP COMMON STOCK USD.01              | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1533 | NS      | $9795.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                                       | VISTA OUTDOOR INC COMMON STOCK USD.01                  | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       935 | NS      | $22785.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                      | VISTEON CORP COMMON STOCK                              | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $62144.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc.                                             | MODEL N INC COMMON STOCK USD.00015                     | CUSIP: 607525102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       632 | NS      | $25633.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                             | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5898 | NS      | $681572.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                | REALTY INCOME CORP REIT USD1.0                         | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      9835 | NS      | $623834.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc.                               | REATA PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 75615P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $20666.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                                     | PAYCOM SOFTWARE INC COMMON STOCK USD.01                | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       986 | NS      | $305965.66    | 0.05%             |  |  |  | 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        |      1965 | NS      | $15464.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                           | PAYCOR HCM INC COMMON STOCK USD.001                    | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2922 | NS      | $71501.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                            | PAYLOCITY HOLDING CORP COMMON STOCK USD.001            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       910 | NS      | $176776.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                             | VISTRA ENERGY CORP COMMON STOCK                        | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6881 | NS      | $159639.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc.                               | VITA COCO CO INC/THE COMMON STOCK USD.01               | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $11249.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                         | VITAL FARMS INC COMMON STOCK USD.0001                  | CUSIP: 92847W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $7937.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc.                                   | VIVINT SMART HOME INC COMMON STOCK                     | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3439 | NS      | $40924.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc.                                  | PAYMENTUS HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $4629.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                     | PAYPAL HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     18957 | NS      | $1350117.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc.                                             | PAYSIGN INC COMMON STOCK                               | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $2850.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                     | PAYONEER GLOBAL INC COMMON STOCK USD.01                | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $30085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                               | PEABODY ENERGY CORP COMMON STOCK                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2328 | NS      | $61505.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDS Biotechnology Corporation                            | PDS BIOTECHNOLOGY CORP COMMON STOCK                    | CUSIP: 70465T107<br>LEI: 5493002KU8ACFTSMC935 | Long             | EC               | CORP              | US        |       567 | NS      | $7484.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation                  | PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       397 | NS      | $14776.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc.                                   | PEAR THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2627 | NS      | $3099.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                                  | PEBBLEBROOK HOTEL TRUST REIT USD.01                    | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2310 | NS      | $30930.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                         | PEGASYSTEMS INC COMMON STOCK USD.01                    | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1377 | NS      | $47148.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc.                                 | PELOTON INTERACTIVE INC COMMON STOCK USD.000025        | CUSIP: 70614W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5138 | NS      | $40795.72     | 0.01%             |  |  |  | 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        |      2635 | NS      | $78259.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                   | PENN VIRGINIA CORP COMMON STOCK                        | CUSIP: 70788V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $11562.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group Inc.                                   | PENNANT GROUP INC/THE COMMON STOCK USD.001             | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $6258.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennantPark Investment Corporation                       | PENNANTPARK INVESTMENT CORP COMMON STOCK USD.001       | CUSIP: 708062104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1644 | NS      | $9453.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennantpark Floating Rate Capital Ltd.                   | PENNANTPARK FLOATING RATE CAPI COMMON STOCK USD.001    | CUSIP: 70806A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $9596.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp Inc.                                 | PENNS WOODS BANCORP INC COMMON STOCK USD8.33           | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $2795.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                             | PLEXUS CORP COMMON STOCK USD.01                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       440 | NS      | $45289.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc.                                 | PLIANT THERAPEUTICS INC COMMON STOCK                   | CUSIP: 729139105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $15096.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                          | PLUG POWER INC COMMON STOCK USD.01                     | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      9539 | NS      | $117997.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT Inc.                            | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01               | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $8784.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POINT Biopharma Global Inc.                              | POINT BIOPHARMA GLOBAL INC COMMON STOCK USD.0001       | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1690 | NS      | $12320.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Education Management Corporation                         | EDUCATION MGMT CORP NEW CALL EXP 05JAN22               | CUSIP: 28140M137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4333 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc.                                             | POLARIS INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       984 | NS      | $99384.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corporation                          | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $28579.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                                 | PRIVIA HEALTH GROUP INC COMMON STOCK USD.01            | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1737 | NS      | $39447.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp.                                    | PROFRAC HOLDING CORP COMMON STOCK USD.01               | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       937 | NS      | $23612.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                         | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     10170 | NS      | $758783.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corporation                                        | EGAIN CORP COMMON STOCK USD.001                        | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $5950.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                                       | PROG HOLDINGS INC COMMON STOCK USD.5                   | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $14728.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                            | PROGRESS SOFTWARE CORP COMMON STOCK USD.01             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       725 | NS      | $36576.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc.                                             | EHEALTH INC COMMON STOCK USD.001                       | CUSIP: 28238P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $2371.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc.                            | EIGER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001     | CUSIP: 28249U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $733.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                              | PROGRESSIVE CORP/THE COMMON STOCK USD1.0               | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9663 | NS      | $1253387.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                             | PROGYNY INC COMMON STOCK USD.0001                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $48375.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                            | PROLOGIS INC REIT USD.01                               | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15171 | NS      | $1710226.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPhase Labs Inc.                                       | PROPHASE LABS INC COMMON STOCK USD.0005                | CUSIP: 74345W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $1232.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 89Bio Inc.                                               | 89BIO INC COMMON STOCK USD.001                         | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $10425.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ekso Bionics Holdings Inc.                               | EKSO BIONICS HOLDINGS INC COMMON STOCK                 | CUSIP: 282644301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       534 | NS      | $635.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc.                                            | INNODATA INC COMMON STOCK USD.01                       | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |       187 | NS      | $554.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                                 | INSIGHT ENTERPRISES INC COMMON STOCK USD.01            | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       564 | NS      | $56552.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                       | PROS HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       783 | NS      | $18995.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                   | PROPETRO HOLDING CORP COMMON STOCK                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $15150.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                      | INSMED INC COMMON STOCK USD.01                         | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2162 | NS      | $43196.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp.                                            | INNOVID CORP COMMON STOCK USD.0001                     | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1897 | NS      | $3243.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                            | INNOSPEC INC COMMON STOCK USD.01                       | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $40835.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Solutions and Support Inc.                    | INNOVATIVE SOLUTIONS AND SUPPO COMMON STOCK USD.001    | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $378.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                            | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2515358 | NS      | $25143019.80  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc.                             | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001       | CUSIP: 457730109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $119139.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc.                              | INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 45773H201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $6115.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                  | INSTEEL INDUSTRIES INC COMMON STOCK                    | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $10595.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                           | INSPERITY INC COMMON STOCK USD.01                      | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $72363.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc.                                | INSTRUCTURE HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2180 | NS      | $51099.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                              | INOGEN INC COMMON STOCK USD.001                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       441 | NS      | $8692.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                          | NERDWALLET INC COMMON STOCK USD.0001                   | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $6105.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                              | NETAPP INC COMMON STOCK USD.001                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3587 | NS      | $215435.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                             | NETFLIX INC COMMON STOCK USD.001                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      7284 | NS      | $2147905.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                             | NETGEAR INC COMMON STOCK USD.001                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       540 | NS      | $9779.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                                    | NETSCOUT SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1205 | NS      | $39174.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netlist Inc.                                             | NETLIST INC COMMON STOCK USD.001                       | CUSIP: 64118P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3719 | NS      | $4276.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                 | HERBALIFE NUTRITION LTD COMMON STOCK USD.002           | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1813 | NS      | $26977.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Limited                                    | IBEX HOLDINGS LTD COMMON STOCK USD.0001                | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $4870.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                              | ICON PLC COMMON STOCK EUR.06                           | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        12 | NS      | $2331.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                      | ICHOR HOLDINGS LTD COMMON STOCK USD.0001               | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $10298.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                             | INVESCO LTD COMMON STOCK USD.2                         | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      7563 | NS      | $136058.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                      | AERSALE CORP COMMON STOCK USD.0001                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $12197.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                           | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01      | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       637 | NS      | $100919.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc.                                     | AFFIRM HOLDINGS INC COMMON STOCK USD.00001             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3833 | NS      | $37065.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                                   | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3059 | NS      | $4160.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4851 | NS      | $725952.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc.                                              | AGENUS INC COMMON STOCK USD.01                         | CUSIP: 00847G705<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4630 | NS      | $11112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                            | AGILYSYS INC COMMON STOCK USD.3                        | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $33555.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                               | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $27209.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                                 | AGREE REALTY CORP REIT USD.0001                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $84619.49     | 0.01%             |  |  |  | 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        |      6679 | NS      | $107799.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominari Holdings Inc.                                   | AIKIDO PHARMA INC COMMON STOCK USD.005                 | CUSIP: 008875304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $637.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc.                                              | AIRBNB INC COMMON STOCK USD.0001                       | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6559 | NS      | $560794.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                    | AIR LEASE CORP COMMON STOCK USD.01                     | CUSIP: 00912X302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $71499.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                          | AIR PRODUCTS and CHEMICALS INC COMMON STOCK USD1.0     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3644 | NS      | $1123299.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Air T Inc.                                               | AIR T INC COMMON STOCK USD.25                          | CUSIP: 009207101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $200.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc.                        | AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01     | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      1275 | NS      | $33124.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc.                              | AIRSCULPT TECHNOLOGIES INC COMMON STOCK USD.001        | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $3126.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                 | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2600 | NS      | $219180.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc.                               | AKOUSTIS TECHNOLOGIES INC COMMON STOCK USD.001         | CUSIP: 00973N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $2459.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                                | ALIGNMENT HEALTHCARE INC COMMON STOCK                  | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3052 | NS      | $35891.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                              | ALIGHT INC COMMON STOCK USD.0001                       | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7207 | NS      | $60250.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc.                                   | ALKAMI TECHNOLOGY INC COMMON STOCK USD.001             | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1353 | NS      | $19740.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                                 | BED BATH and BEYOND INC COMMON STOCK USD.01            | CUSIP: 075896100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $3704.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bel Fuse Inc.                                            | BEL FUSE INC COMMON STOCK USD.1                        | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $7374.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                              | BELDEN INC COMMON STOCK USD.01                         | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       729 | NS      | $52415.10     | 0.01%             |  |  |  | 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        |      2087 | NS      | $53510.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                               | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       648 | NS      | $17295.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc.                                        | BENEFITFOCUS INC COMMON STOCK USD.001                  | CUSIP: 08180D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $6631.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc.                                         | BENSON HILL INC COMMON STOCK USD.0001                  | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3178 | NS      | $8103.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                             | BENTLEY SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4577 | NS      | $169165.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc.                                     | BERKELEY LIGHTS INC COMMON STOCK                       | CUSIP: 084310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1103 | NS      | $2956.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                                | WR BERKLEY CORP COMMON STOCK USD.2                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      4455 | NS      | $323299.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                  | BERKSHIRE HATHAWAY INC COMMON STOCK USD5.0             | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        10 | NS      | $4687109.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                  | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     21400 | NS      | $6610460.00   | 0.98%             |  |  |  | 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        |       847 | NS      | $25325.30     | 0.00%             |  |  |  | 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        |      2045 | NS      | $123579.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                        | BEST BUY CO INC COMMON STOCK USD.1                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3694 | NS      | $296295.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Better Therapeutics Inc.                                 | BETTER THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 08773T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $702.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc.                                         | BEYOND MEAT INC COMMON STOCK                           | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $13639.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Air Inc.                                          | BEYOND AIR INC COMMON STOCK                            | CUSIP: 08862L103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       409 | NS      | $2654.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corporation                         | BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01          | CUSIP: 08915P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $2834.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc.                                            | BIG LOTS INC COMMON STOCK USD.01                       | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $8187.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc.                                | BIGCOMMERCE HOLDINGS INC COMMON STOCK                  | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1168 | NS      | $10208.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                                    | BIGLARI HOLDINGS INC COMMON STOCK                      | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $7217.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc.                                   | BILL.COM HOLDINGS INC COMMON STOCK USD.00001           | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1708 | NS      | $186103.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                                | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       410 | NS      | $172400.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                            | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01       | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      2966 | NS      | $34049.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                             | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3057 | NS      | $316368.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc.                                   | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001             | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $12394.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                              | BIOGEN INC COMMON STOCK USD.0005                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2381 | NS      | $659346.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| biote Corp.                                              | BIOTE CORP COMMON STOCK USD.0001                       | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $186.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                   | BIO-TECHNE CORP COMMON STOCK USD.01                    | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $214244.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                           | BIOVENTUS INC COMMON STOCK USD.001                     | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $2552.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc.                                    | BIONANO GENOMICS INC COMMON STOCK USD.0001             | CUSIP: 09075F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4957 | NS      | $7237.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioXcel Therapeutics Inc.                                | BIOXCEL THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 09075P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $9880.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                                 | BOX INC COMMON STOCK USD.0001                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2356 | NS      | $73342.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                  | BOYD GAMING CORP COMMON STOCK USD.01                   | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1753 | NS      | $95591.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                        | BRADY CORP COMMON STOCK USD.01                         | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       813 | NS      | $38292.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels and Resorts Inc.                          | BRAEMAR HOTELS and RESORTS INC REIT USD.01             | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |       978 | NS      | $4019.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                  | BRANDYWINE REALTY TRUST REIT USD.01                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      3382 | NS      | $20799.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc.                                               | BRAZE INC COMMON STOCK USD.0001                        | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $24415.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings Inc.                    | BRIDGE INVESTMENT GROUP HOLDIN COMMON STOCK USD.01     | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       617 | NS      | $7434.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                                    | BRIDGEBIO PHARMA INC COMMON STOCK                      | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2543 | NS      | $19377.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                              | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001        | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       655 | NS      | $11619.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc.                    | BRIGHT HORIZONS FAMILY SOLUTIO COMMON STOCK USD.001    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $61270.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc.                                 | BRIGHT HEALTH GROUP INC COMMON STOCK USD.0001          | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10245 | NS      | $6658.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc.                                          | BRIGHTCOVE INC COMMON STOCK USD.001                    | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |       902 | NS      | $4717.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                               | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $63369.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                                 | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1734 | NS      | $11947.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSphere Investment Group Inc.                       | BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD.001     | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $8540.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                                 | BRIGHTSPIRE CAPITAL INC REIT USD.01                    | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $16129.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brilliant Earth Group Inc.                               | BRILLIANT EARTH GROUP INC COMMON STOCK USD.0001        | CUSIP: 109504100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $1344.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc.                               | BRINKER INTERNATIONAL INC COMMON STOCK USD.1           | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $23517.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                      | BRINK'S CO/THE COMMON STOCK USD1.0                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       790 | NS      | $42430.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                             | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     35012 | NS      | $2519113.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                       | BRISTOW GROUP INC COMMON STOCK USD.01                  | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       346 | NS      | $9386.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                              | BRIXMOR PROPERTY GROUP INC REIT USD.01                 | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5029 | NS      | $114007.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                                    | GREEN DOT CORP COMMON STOCK USD.001                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $15471.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Partners LP                                 | GREEN PLAINS PARTNERS LP MLP                           | CUSIP: 393221106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $6194.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                        | GREEN PLAINS INC COMMON STOCK USD.001                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       881 | NS      | $26870.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                            | GREENBRIER COS INC/THE COMMON STOCK                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       566 | NS      | $18977.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill and Co Inc.                                    | GREENHILL and CO INC COMMON STOCK USD.01               | CUSIP: 395259104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $984.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                      | GREENLIGHT BIOSCIENCES HOLDI COMMON STOCK USD.0001     | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2453 | NS      | $2894.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences Inc.                              | GREENWICH LIFESCIENCES INC COMMON STOCK USD.001        | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $3176.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                               | GREIF INC COMMON STOCK                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       804 | NS      | $53916.24     | 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        |      1067 | NS      | $11971.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                      | GRIFFON CORP COMMON STOCK USD.25                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       992 | NS      | $35503.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc.                                       | GRITSTONE ONCOLOGY INC COMMON STOCK USD.0001           | CUSIP: 39868T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $4609.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corporation                                      | PULMONX CORP COMMON STOCK                              | CUSIP: 745848101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $4965.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                          | PULTEGROUP INC COMMON STOCK USD.01                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3709 | NS      | $168870.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc.                                   | PULSE BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 74587B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $1589.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc.                                  | PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001           | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $3764.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corporation                                   | PURE CYCLE CORP COMMON STOCK USD.0033                  | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $6445.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc.                              | PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001       | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $16622.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                        | PURE STORAGE INC COMMON STOCK USD.0001                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      4903 | NS      | $131204.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc.                                   | PURPLE INNOVATION INC COMMON STOCK                     | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $6605.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                                        | QCR HOLDINGS INC COMMON STOCK USD1.0                   | CUSIP: 74727A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       349 | NS      | $17324.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc.                                       | QUAD/GRAPHICS INC COMMON STOCK USD.025                 | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |       985 | NS      | $4018.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                              | QUAKER CHEMICAL CORP COMMON STOCK USD1.0               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       311 | NS      | $51905.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                            | CARGURUS INC COMMON STOCK USD.001                      | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1735 | NS      | $24307.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc.                                 | CARIBOU BIOSCIENCES INC COMMON STOCK USD.0001          | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $5878.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                          | CARLISLE COS INC COMMON STOCK USD1.0                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       805 | NS      | $189698.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                              | CARMAX INC COMMON STOCK USD.5                          | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2616 | NS      | $159288.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                                   | CARLYLE GROUP INC/THE COMMON STOCK USD1.0              | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5983 | NS      | $178532.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                     | CARNIVAL CORP COMMON STOCK USD.01                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     17793 | NS      | $143411.58    | 0.02%             |  |  |  | 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        |       281 | NS      | $7738.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc.                                        | CARPARTS.COM INC COMMON STOCK                          | CUSIP: 14427M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $4870.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                         | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       855 | NS      | $31583.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                               | CARRIER GLOBAL CORP COMMON STOCK USD.01                | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13840 | NS      | $570900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Restaurant Group Inc.                            | CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01       | CUSIP: 14574X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1021 | NS      | $1388.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corporation                                       | CLARUS CORP COMMON STOCK USD.0001                      | CUSIP: 18270P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $4123.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                       | CLEAN HARBORS INC COMMON STOCK USD.01                  | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $102365.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                 | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001          | CUSIP: 184499101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $20410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                      | CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK            | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8831 | NS      | $9272.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc.                                        | CLEAR SECURE INC COMMON STOCK USD.00001                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $37771.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                          | CLEARFIELD INC COMMON STOCK USD.01                     | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $22499.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc.                                    | CLEARPOINT NEURO INC COMMON STOCK USD.01               | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $2371.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc.                       | CLEARWATER ANALYTICS HOLDINGS COMMON STOCK USD.001     | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1001 | NS      | $18768.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                             | CLEARWATER PAPER CORP COMMON STOCK USD.0001            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       317 | NS      | $11985.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                     | CLEARWAY ENERGY INC COMMON STOCK USD.01                | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1122 | NS      | $33570.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                     | CLEARWAY ENERGY INC COMMON STOCK                       | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       974 | NS      | $31041.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                     | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4631 | NS      | $459950.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc.                              | GLOBAL WATER RESOURCES INC COMMON STOCK USD.01         | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       595 | NS      | $7901.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partners LP                                       | GLOBAL PARTNERS LP/MA MLP                              | CUSIP: 37946R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $20305.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                                 | GLOBAL MEDICAL REIT INC REIT                           | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       854 | NS      | $8095.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                      | GLOBUS MEDICAL INC COMMON STOCK USD.001                | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $94991.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                          | GLOBE LIFE INC COMMON STOCK USD1.0                     | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1471 | NS      | $177329.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Indemnity Group LLC                               | GLOBAL INDEMNITY GROUP LLC COMMON STOCK NPV            | CUSIP: 37959R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $792.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GlycoMimetics Inc.                                       | GLYCOMIMETICS INC COMMON STOCK USD.001                 | CUSIP: 38000Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $2826.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                             | GODADDY INC COMMON STOCK USD.001                       | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2554 | NS      | $191090.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                                | GOGO INC COMMON STOCK USD.0001                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2008 | NS      | $29638.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoHealth Inc.                                            | GOHEALTH INC COMMON STOCK                              | CUSIP: 38046W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $1525.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                                | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01           | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       521 | NS      | $19485.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                             | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5623 | NS      | $1930825.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs BDC Inc.                                   | GOLDMAN SACHS BDC INC COMMON STOCK USD.001             | CUSIP: 38147U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $13267.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc.                                   | GOLUB CAPITAL BDC INC COMMON STOCK USD.001             | CUSIP: 38173M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1790 | NS      | $23556.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc.                                     | GOODRX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1651 | NS      | $7693.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                                | YEXT INC COMMON STOCK USD.001                          | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2165 | NS      | $14137.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                                       | YETI HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1434 | NS      | $59238.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                                   | YORK WATER CO/THE COMMON STOCK                         | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $13853.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                         | YUM! BRANDS INC COMMON STOCK                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4640 | NS      | $594291.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                              | ZIMVIE INC COMMON STOCK USD.01                         | CUSIP: 98888T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $3418.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                           | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       855 | NS      | $219230.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc.                            | ZENTALIS PHARMACEUTICALS INC COMMON STOCK              | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $18126.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                        | ZILLOW GROUP INC COMMON STOCK USD.0001                 | CUSIP: 98954M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $1404.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                        | ZILLOW GROUP INC COMMON STOCK                          | CUSIP: 98954M200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3654 | NS      | $117695.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                                | ZEVIA PBC COMMON STOCK USD.001                         | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $3177.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                               | ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001         | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2922 | NS      | $23872.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                              | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3437 | NS      | $438217.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association                | ZIONS BANCORP NA COMMON STOCK USD.001                  | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2266 | NS      | $111396.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                              | ZOETIS INC COMMON STOCK USD.01                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7684 | NS      | $1126090.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                                        | ZIPRECRUITER INC COMMON STOCK USD.00001                | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1452 | NS      | $23841.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                               | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6641 | NS      | $199960.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc.                                             | ZSCALER INC COMMON STOCK USD.001                       | CUSIP: 98980G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $261062.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc.                           | ZOOM VIDEO COMMUNICATIONS INC COMMON STOCK USD.001     | CUSIP: 98980L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4121 | NS      | $279156.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                              | HUMANA INC COMMON STOCK USD.166                        | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2073 | NS      | $1061769.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc.                                            | HUMACYTE INC COMMON STOCK USD.0001                     | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1629 | NS      | $3437.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. Hunt Transport Services Inc.                        | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1709 | NS      | $297981.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                       | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     23877 | NS      | $336665.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc.                       | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       616 | NS      | $142098.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                                     | HUNTSMAN CORP COMMON STOCK USD.01                      | CUSIP: 447011107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $93102.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies Inc.                                     | HURCO COS INC COMMON STOCK                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |       183 | NS      | $4781.79      | 0.00%             |  |  |  | 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        |       355 | NS      | $25773.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc.                                               | ISTAR INC REIT USD.001                                 | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      1236 | NS      | $9430.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Educational Services Inc.                            | ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01       | CUSIP: 45068B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       608 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ITT Inc.                                                 | ITT INC COMMON STOCK USD1.0                            | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1389 | NS      | $112647.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                    | INDUSTRIAL LOGISTICS PROPERTIE REIT USD.01             | CUSIP: 456237106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $4872.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corporation                                     | INFINERA CORP COMMON STOCK USD.001                     | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      3517 | NS      | $23704.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IN8bio Inc.                                              | IN8BIO INC COMMON STOCK                                | CUSIP: 45674E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $1351.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc.                                         | INFORMATICA INC COMMON STOCK USD.01                    | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3953 | NS      | $64394.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                          | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      1038 | NS      | $4774.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc.                                 | INFUSYSTEM HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 45685K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $1128.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                      | INGERSOLL RAND INC COMMON STOCK USD.01                 | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6674 | NS      | $348716.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                     | INGEVITY CORP COMMON STOCK USD.01                      | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       659 | NS      | $46419.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                              | INGLES MARKETS INC COMMON STOCK USD.05                 | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $24500.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                   | INGREDION INC COMMON STOCK USD.01                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1102 | NS      | $107918.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc.                                             | INHIBRX INC COMMON STOCK USD.0001                      | CUSIP: 45720L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       704 | NS      | $17346.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health and Wellness Company Inc.                   | PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001  | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3669 | NS      | $34782.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc.                                               | PETIQ INC COMMON STOCK USD.001                         | CUSIP: 71639T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $5301.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                              | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     91953 | NS      | $4711671.72   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc.                             | PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       633 | NS      | $7102.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                         | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       463 | NS      | $6208.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                              | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001        | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1798 | NS      | $58201.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc.                                            | SPRINKLR INC COMMON STOCK USD.00003                    | CUSIP: 85208T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2024 | NS      | $16536.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                            | BRIDGE BANCORP INC COMMON STOCK USD.01                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       776 | NS      | $24700.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc.                                  | DINE BRANDS GLOBAL INC COMMON STOCK USD.01             | CUSIP: 254423106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $16925.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                      | DIODES INC COMMON STOCK USD.667                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       757 | NS      | $57637.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                         | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1632 | NS      | $80979.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain Finance Corporation                         | NEW MOUNTAIN FINANCE CORP COMMON STOCK USD.01          | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |      1898 | NS      | $23478.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                      | NEW RESIDENTIAL INVESTMENT COR REIT USD.01             | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      7947 | NS      | $64926.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc.                                           | NEW RELIC INC COMMON STOCK USD.001                     | CUSIP: 64829B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1119 | NS      | $63167.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                          | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01     | CUSIP: 649445103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8838 | NS      | $76006.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc.                             | NEW YORK MORTGAGE TRUST INC REIT USD.02                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      5225 | NS      | $13376.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York REIT Liquidating LLC                            | ESCROW NEW YORK REIT                                   | CUSIP: 64ESC1997<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $2804.61      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The New York Times Company                               | NEW YORK TIMES CO/THE COMMON STOCK USD.1               | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2736 | NS      | $88810.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                       | NEWELL BRANDS INC COMMON STOCK USD1.0                  | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      6838 | NS      | $89441.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                    | NEWMARKET CORP COMMON STOCK                            | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       118 | NS      | $36710.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc.                                       | NEWMARK GROUP INC COMMON STOCK USD.01                  | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2923 | NS      | $23296.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                      | NEWMONT GOLDCORP CORP COMMON STOCK USD1.6              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     13103 | NS      | $618461.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc.                                   | NEWPARK RESOURCES INC COMMON STOCK USD.01              | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      1689 | NS      | $7009.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                         | NEWS CORP COMMON STOCK USD.01                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      9021 | NS      | $164182.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                         | NEWS CORP COMMON STOCK                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       337 | NS      | $6214.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newtek Business Services Corp.                           | NEWTEK BUSINESS SERVICES CORP COMMON STOCK USD.02      | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       477 | NS      | $7751.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc.                          | NEXTIER OILFIELD SOLUTIONS INC COMMON STOCK USD.01     | CUSIP: 65290C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4140 | NS      | $38253.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                                 | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01            | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $113069.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                      | NEXTERA ENERGY INC COMMON STOCK USD.01                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32565 | NS      | $2722434.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                               | NEXTERA ENERGY PARTNERS LP COMMON STOCK                | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      1301 | NS      | $91187.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc.                          | NEXPOINT RESIDENTIAL TRUST INC REIT USD.01             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       480 | NS      | $20889.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                                   | NEXTDECADE CORP COMMON STOCK USD.0001                  | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $9810.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc.                                         | NI HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 65342T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $8506.07      | 0.00%             |  |  |  | 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        |      1192 | NS      | $22385.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextCure Inc.                                            | NEXTCURE INC COMMON STOCK USD.001                      | CUSIP: 65343E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $764.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc.                                   | NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3090 | NS      | $6365.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc.                                             | NEXTNAV INC COMMON STOCK USD.0001                      | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1543 | NS      | $4520.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                                  | NICOLET BANKSHARES INC COMMON STOCK                    | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $5345.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc.                                                | NIKE INC COMMON STOCK                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     20721 | NS      | $2424564.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corporation                                       | NIKOLA CORP COMMON STOCK USD.0001                      | CUSIP: 654110105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7765 | NS      | $16772.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 9 Meters Biopharma Inc.                                  | 9 METERS BIOPHARMA INC COMMON STOCK USD.0001           | CUSIP: 654405208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       371 | NS      | $467.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nine Energy Service Inc.                                 | NINE ENERGY SERVICE INC COMMON STOCK                   | CUSIP: 65441V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $7381.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                                         | 908 DEVICES INC COMMON STOCK                           | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $3390.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                            | NISOURCE INC COMMON STOCK USD.01                       | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6682 | NS      | $183220.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                              | NLIGHT INC COMMON STOCK                                | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $8598.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc.                                              | NKARTA INC COMMON STOCK                                | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       723 | NS      | $4330.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles and Company                                      | NOODLES and CO COMMON STOCK USD.01                     | CUSIP: 65540B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1045 | NS      | $5737.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc.                                         | SHOTSPOTTER INC COMMON STOCK                           | CUSIP: 82536T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $8085.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                                        | SHUTTERSTOCK INC COMMON STOCK USD.01                   | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $32422.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shyft Group Inc.                                     | SHYFT GROUP INC/THE COMMON STOCK USD.01                | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       664 | NS      | $16507.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc.                                             | SI-BONE INC COMMON STOCK USD.0001                      | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $8840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                           | SIERRA BANCORP COMMON STOCK                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $7922.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc.                                      | SIGHT SCIENCES INC COMMON STOCK USD.001                | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $9157.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                           | SIGNATURE BANK/NEW YORK NY COMMON STOCK USD.01         | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       987 | NS      | $113722.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc.                                      | SIGNIFY HEALTH INC COMMON STOCK USD.01                 | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2909 | NS      | $83371.94     | 0.01%             |  |  |  | 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        |      1287 | NS      | $9472.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                                | SILICON LABORATORIES INC COMMON STOCK USD.0001         | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       567 | NS      | $76924.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                                     | SILGAN HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1565 | NS      | $81129.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                                     | STEPSTONE GROUP INC COMMON STOCK USD.001               | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $27949.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc.                                         | STEREOTAXIS INC COMMON STOCK USD.001                   | CUSIP: 85916J409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1565 | NS      | $3239.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                     | STERLING CHECK CORP COMMON STOCK USD.01                | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $23220.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc.                                    | STERLING BANCORP INC/MI COMMON STOCK                   | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1248 | NS      | $7600.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                             | STERLING CONSTRUCTION CO INC COMMON STOCK USD.01       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       579 | NS      | $18991.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation                 | STEWART INFORMATION SERVICES C COMMON STOCK USD1.0     | CUSIP: 860372101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $20809.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                   | STIFEL FINANCIAL CORP COMMON STOCK USD.15              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1776 | NS      | $103665.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc.                                          | STITCH FIX INC COMMON STOCK USD.00002                  | CUSIP: 860897107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1692 | NS      | $5262.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                                 | STOCK YARDS BANCORP INC COMMON STOCK                   | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       419 | NS      | $27226.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc.                                  | STOKE THERAPEUTICS INC COMMON STOCK                    | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $6664.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                           | STONERIDGE INC COMMON STOCK                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |       529 | NS      | $11405.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc.                                  | TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01          | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $2696.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                       | TIMKEN CO/THE COMMON STOCK                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1236 | NS      | $87348.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                                  | TIMKENSTEEL CORP COMMON STOCK                          | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       841 | NS      | $15280.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                                 | TITAN INTERNATIONAL INC COMMON STOCK                   | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $17357.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                     | TITAN MACHINERY INC COMMON STOCK USD.00001             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       402 | NS      | $15971.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc.                                               | TOAST INC COMMON STOCK USD.000001                      | CUSIP: 888787108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5509 | NS      | $99327.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc.                                 | TOBIRA THERAPEUTICS IN COMMON STOCK                    | CUSIP: 888CVR990<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $2521.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Toll Brothers Inc.                                       | TOLL BROTHERS INC COMMON STOCK USD.01                  | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1865 | NS      | $93100.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                           | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1             | CUSIP: 890110109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $22498.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                             | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694       | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $30352.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                           | TOPBUILD CORP COMMON STOCK                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       539 | NS      | $84348.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc.                         | INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       498 | NS      | $42628.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                            | INNOVIVA INC COMMON STOCK                              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1280 | NS      | $16960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc.                    | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001            | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $44695.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                            | INSEEGO CORP COMMON STOCK                              | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      1798 | NS      | $1514.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc.                              | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001       | CUSIP: 45782N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $3408.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INmune Bio Inc.                                          | INMUNE BIO INC COMMON STOCK USD.001                    | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $2910.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc.                                          | INSTIL BIO INC COMMON STOCK USD.000001                 | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $1327.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc.                                              | INOTIV INC COMMON STOCK                                | CUSIP: 45783Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $2074.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp.                                   | INNOVAGE HOLDING CORP COMMON STOCK USD.001             | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $14259.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATE CORP COMMON STOCK USD.001                       | INNOVATE CORP COMMON STOCK USD.001                     | CUSIP: 45784J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1028 | NS      | $1922.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                      | INSULET CORP COMMON STOCK USD.001                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1141 | NS      | $335898.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inozyme Pharma Inc.                                      | INOZYME PHARMA INC COMMON STOCK USD.0001               | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748 | NS      | $785.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation                | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1385 | NS      | $77656.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                        | INTEL CORP COMMON STOCK USD.001                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     67236 | NS      | $1777047.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corporation                                     | INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01           | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $5272.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                             | INTEGER HOLDINGS CORP COMMON STOCK USD.001             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       553 | NS      | $37858.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                               | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1380 | NS      | $48148.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                              | INTAPP INC COMMON STOCK USD.001                        | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $24216.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                        | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001    | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2544 | NS      | $22361.76     | 0.00%             |  |  |  | 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        |       539 | NS      | $52024.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                           | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01      | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1612 | NS      | $116628.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc.                           | INTERCEPT PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 45845P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $8300.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                           | INTERFACE INC COMMON STOCK USD.1                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1138 | NS      | $11232.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                      | NORDSON CORP COMMON STOCK                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       841 | NS      | $199922.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc.                                           | NORDSTROM INC COMMON STOCK                             | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2651 | NS      | $42787.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                             | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0              | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3843 | NS      | $946992.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc.                                | NORTHERN OIL AND GAS INC COMMON STOCK USD.001          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1194 | NS      | $36799.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                               | NORTHERN TRUST CORP COMMON STOCK USD1.667              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3158 | NS      | $279451.42    | 0.04%             |  |  |  | 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        |      1000 | NS      | $15730.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                                    | NORTHRIM BANCORP INC COMMON STOCK USD1.0               | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $8185.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                             | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2538 | NS      | $1384758.18   | 0.20%             |  |  |  | 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        |      2105 | NS      | $29427.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Biotherapeutics Inc.                           | NORTHWEST BIOTHERAPEUTICS INC COMMON STOCK USD.001     | CUSIP: 66737P600<br>LEI: 5493002DRWWEOWTT8005 | Long             | EC               | CORP              | US        |     11656 | NS      | $9144.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                        | NORTHWEST NATURAL HOLDING CO COMMON STOCK              | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $29743.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                                   | NORTHWEST PIPE CO COMMON STOCK USD.01                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       240 | NS      | $8088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                                 | NORTHWESTERN CORP COMMON STOCK USD.01                  | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       961 | NS      | $57025.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                         | NORTONLIFELOCK INC COMMON STOCK USD.01                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     10150 | NS      | $217514.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp.                                  | NORWOOD FINANCIAL CORP COMMON STOCK USD.1              | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $7055.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc.                                             | NOVAVAX INC COMMON STOCK USD.01                        | CUSIP: 670002401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $13425.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                             | NOVANTA INC COMMON STOCK                               | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $80570.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                                 | NOW INC COMMON STOCK USD.01                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1992 | NS      | $25298.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerschool Holdings Inc.                                | POWERSCHOOL HOLDINGS INC COMMON STOCK USD.0001         | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3254 | NS      | $75102.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc.                          | PRAXIS PRECISION MEDICINES INC COMMON STOCK USD.0001   | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1320 | NS      | $3141.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                            | PRECIGEN INC COMMON STOCK                              | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3305 | NS      | $5023.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc.                               | PRECISION BIOSCIENCES INC COMMON STOCK                 | CUSIP: 74019P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1970 | NS      | $2344.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                           | PREFERRED BANK/LOS ANGELES CA COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       294 | NS      | $21938.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                          | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0         | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        95 | NS      | $7912.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                                | BOK FINANCIAL CORP COMMON STOCK USD.00006              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      1118 | NS      | $116037.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                | BP PLC ADR                                             | CUSIP: 055622104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       138 | NS      | $4820.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc.                                             | PREMIER INC COMMON STOCK USD.01                        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $65097.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                  | PREMIER FINANCIAL CORP COMMON STOCK                    | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $21683.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prelude Therapeutics Incorporated                        | PRELUDE THERAPEUTICS INC COMMON STOCK                  | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $4789.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                        | PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $47263.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group Inc.                                 | T ROWE PRICE GROUP INC COMMON STOCK USD.2              | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3751 | NS      | $409084.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                        | STONEX GROUP INC COMMON STOCK USD.01                   | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       351 | NS      | $33450.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Prudhoe Bay Royalty Trust                             | BP PRUDHOE BAY ROYALTY TRUST ROYALTY TRST              | CUSIP: 055630107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $2394.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                     | BRT APARTMENTS CORP REIT USD3.0                        | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $7561.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corporation                                | STORE CAPITAL CORP REIT USD.01                         | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      4692 | NS      | $150425.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                                 | STRATEGIC EDUCATION INC COMMON STOCK USD.01            | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       434 | NS      | $33990.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                              | STRIDE INC COMMON STOCK USD.0001                       | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $22709.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                      | STRYKER CORP COMMON STOCK USD.1                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      6197 | NS      | $1515104.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc.                                           | BRP GROUP INC COMMON STOCK USD.01                      | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $26774.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BM Technologies Inc.                                     | BM TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $1604.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger and Company Inc.                             | STURM RUGER and CO INC COMMON STOCK USD1.0             | CUSIP: 864159108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $16451.50     | 0.00%             |  |  |  | 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        |       329 | NS      | $8188.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B R C Inc.                                               | BRC INC COMMON STOCK USD.0001                          | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $3916.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                    | BWX TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1529 | NS      | $88804.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                             | SUMMIT HOTEL PROPERTIES INC REIT                       | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2173 | NS      | $15689.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Partners LP                             | SUMMIT MIDSTREAM PARTNERS LP MLP                       | CUSIP: 866142409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $300.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock and Wilcox Enterprises Inc.                      | BABCOCK and WILCOX ENTERPRISES I COMMON STOCK USD.01   | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |      1297 | NS      | $7483.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc.                                           | BACKBLAZE INC COMMON STOCK USD.001                     | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $1100.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                        | BADGER METER INC COMMON STOCK USD1.0                   | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       491 | NS      | $53533.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                                 | HELMERICH and PAYNE INC COMMON STOCK USD.1             | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $87391.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc.                                    | SUMMIT MATERIALS INC COMMON STOCK USD.01               | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2228 | NS      | $63259.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc.                                          | SUMO LOGIC INC COMMON STOCK USD.0001                   | CUSIP: 86646P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $14968.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                                      | UNITY SOFTWARE INC COMMON STOCK                        | CUSIP: 91332U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6748 | NS      | $192925.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Univar Solutions Inc.                                    | UNIVAR SOLUTIONS INC COMMON STOCK USD.01               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      2809 | NS      | $89326.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                    | UNIVERSAL CORP/VA COMMON STOCK                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       426 | NS      | $22497.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                            | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $85135.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry and Associates Inc.                           | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01      | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1194 | NS      | $209618.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                   | HERITAGE COMMERCE CORP COMMON STOCK                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1034 | NS      | $13442.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                               | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01          | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       236 | NS      | $4911.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                     | UNIVERSAL HEALTH REALTY INCOME REIT USD.01             | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       293 | NS      | $13984.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc.                        | UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01     | CUSIP: 91359V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $6947.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY Biotechnology Inc.                                 | UNITY BIOTECHNOLOGY INC COMMON STOCK USD.0001          | CUSIP: 91381U200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $298.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                        | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK            | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $15516.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                           | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1080 | NS      | $152161.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                              | RESMED INC COMMON STOCK USD.004                        | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $499512.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc.                                | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2453 | NS      | $40351.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                         | DOLLAR TREE INC COMMON STOCK USD.01                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3670 | NS      | $519084.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                     | DOMINION ENERGY INC COMMON STOCK                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     13623 | NS      | $835362.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.                       | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001    | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $1189.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                            | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       651 | NS      | $17010.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                      | DOMINO'S PIZZA INC COMMON STOCK USD.01                 | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $204029.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc.                                                | DOMO INC COMMON STOCK USD.001                          | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $8116.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                               | UNUM GROUP COMMON STOCK USD.1                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      3145 | NS      | $129039.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc.                                     | UPLAND SOFTWARE INC COMMON STOCK USD.0001              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       553 | NS      | $3942.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                                   | DONALDSON CO INC COMMON STOCK USD5.0                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      2008 | NS      | $118210.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                       | DONEGAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $11161.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc.                                     | RESERVOIR MEDIA INC COMMON STOCK USD.0001              | CUSIP: 76119X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       795 | NS      | $4746.15      | 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        |       615 | NS      | $11303.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retractable Technologies Inc.                            | RETRACTABLE TECHNOLOGIES INC COMMON STOCK              | CUSIP: 76129W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $390.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                     | RETAIL OPPORTUNITY INVESTMENTS REIT USD.0001           | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2320 | NS      | $34869.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                              | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     26454 | NS      | $1713425.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                           | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01      | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      1345 | NS      | $110249.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc.                                    | UPSTART HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $18230.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Upwork Inc.                                              | UPWORK INC COMMON STOCK USD.0001                       | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $23061.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc.                       | DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01      | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       521 | NS      | $20136.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                            | DOORDASH INC COMMON STOCK USD.00001                    | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5882 | NS      | $287159.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                     | URANIUM ENERGY CORP COMMON STOCK USD.001               | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5202 | NS      | $20183.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                    | URBAN OUTFITTERS INC COMMON STOCK USD.0001             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1562 | NS      | $37253.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc.                                | REVANCE THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      1298 | NS      | $23961.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc.                                | REVOLUTION MEDICINES INC COMMON STOCK                  | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $33228.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc.                          | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       629 | NS      | $53955.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                           | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6807 | NS      | $1625920.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorchester Minerals L.P.                                 | DORCHESTER MINERALS LP MLP                             | CUSIP: 25820R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $23375.33     | 0.00%             |  |  |  | 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        |       498 | NS      | $40273.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                    | URBAN EDGE PROPERTIES REIT USD.01                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2162 | NS      | $30462.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc.                                           | URBAN ONE INC COMMON STOCK USD.001                     | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |        45 | NS      | $204.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                          | AUTONATION INC COMMON STOCK USD.01                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $87127.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                            | AUTOZONE INC COMMON STOCK USD.01                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       319 | NS      | $786711.42    | 0.12%             |  |  |  | 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        |      2579 | NS      | $56634.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                         | NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01     | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |        35 | NS      | $9835.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc.                                           | URBAN ONE INC COMMON STOCK USD.001                     | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |       346 | NS      | $1300.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                           | URSTADT BIDDLE PROPERTIES INC REIT USD.01              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |       787 | NS      | $14913.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalo Therapeutics Inc.                                  | AVALO THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 05338F207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $1842.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                               | AVALONBAY COMMUNITIES INC REIT USD.01                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2283 | NS      | $368750.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc.                                         | USERTESTING INC COMMON STOCK USD.0001                  | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2313 | NS      | $17370.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                      | AVANOS MEDICAL INC COMMON STOCK USD.01                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       804 | NS      | $21756.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc.                                            | AVANGRID INC COMMON STOCK USD.01                       | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      5981 | NS      | $257063.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc.                  | NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001    | CUSIP: 63888U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $4341.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Resource Partners L.P.                           | NATURAL RESOURCE PARTNERS LP MLP                       | CUSIP: 63900P608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $12332.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                                       | REVOLVE GROUP INC COMMON STOCK USD.001                 | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $15515.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation                       | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $12074.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                             | AVANTOR INC COMMON STOCK USD.01                        | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10899 | NS      | $229859.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEO Pharmaceuticals Inc.                                | AVEO PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 053588307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $9568.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                          | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK            | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $4867.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                      | NAVIENT CORP COMMON STOCK USD.01                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      2396 | NS      | $39414.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                            | AVEPOINT INC COMMON STOCK USD.0001                     | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $10686.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                               | AVERY DENNISON CORP COMMON STOCK USD1.0                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1341 | NS      | $242721.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc.                                               | NCINO INC COMMON STOCK USD.0005                        | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $46640.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                      | NEKTAR THERAPEUTICS COMMON STOCK USD.0001              | CUSIP: 640268108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3478 | NS      | $7860.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                      | AVIAT NETWORKS INC COMMON STOCK USD.01                 | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |        36 | NS      | $1122.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc.                                     | AVID TECHNOLOGY INC COMMON STOCK USD.01                | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       804 | NS      | $21378.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc.                                    | AVID BIOSERVICES INC COMMON STOCK USD.001              | CUSIP: 05368M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $13659.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                       | AVIENT CORP COMMON STOCK USD.01                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1554 | NS      | $52463.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                              | NELNET INC COMMON STOCK USD.01                         | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       367 | NS      | $33305.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                       | NEOGEN CORP COMMON STOCK USD.16                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3324 | NS      | $50624.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc.                                | AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3067 | NS      | $30485.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                                 | AVIDITY BIOSCIENCES INC COMMON STOCK                   | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       828 | NS      | $18373.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                           | REXFORD INDUSTRIAL REALTY INC REIT USD.01              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2608 | NS      | $142501.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                      | UFP INDUSTRIES INC COMMON STOCK                        | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1020 | NS      | $80835.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                         | NEOGENOMICS INC COMMON STOCK USD.001                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2205 | NS      | $20374.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc.                                               | NERDY INC COMMON STOCK USD.0001                        | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1961 | NS      | $4412.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                   | AVIS BUDGET GROUP INC COMMON STOCK USD.01              | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $111964.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                       | AVISTA CORP COMMON STOCK                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1244 | NS      | $55158.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Compression Partners LP                              | USA COMPRESSION PARTNERS LP MLP                        | CUSIP: 90290N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1716 | NS      | $33513.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Gold Corp.                                          | US GOLD CORP COMMON STOCK USD1.0                       | CUSIP: 90291C201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $686.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                                  | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     63975 | NS      | $373614.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp.                                       | SITE CENTERS CORP REIT USD.1                           | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      3696 | NS      | $50487.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                               | AVNET INC COMMON STOCK USD1.0                          | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1581 | NS      | $65737.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                                | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $43648.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                             | US BANCORP COMMON STOCK USD.01                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     24386 | NS      | $1063473.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                      | UMH PROPERTIES INC REIT USD.1                          | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $15423.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc.                            | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01       | CUSIP: 82982L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $88576.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                                       | SITIME CORP COMMON STOCK USD.0001                      | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $34550.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                              | AXOGEN INC COMMON STOCK USD.01                         | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $8213.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                                     | AXON ENTERPRISE INC COMMON STOCK USD.00001             | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1177 | NS      | $195299.61    | 0.03%             |  |  |  | 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        |       350 | NS      | $18620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                               | US PHYSICAL THERAPY INC COMMON STOCK USD.01            | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $18474.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                    | UBER TECHNOLOGIES INC COMMON STOCK USD.00001           | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32470 | NS      | $802983.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                            | UBIQUITI INC COMMON STOCK USD.001                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $271888.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                    | SITIO ROYALTIES CORP COMMON STOCK USD.0001             | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1164 | NS      | $33576.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation                      | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK              | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      1249 | NS      | $29039.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                                 | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       668 | NS      | $51522.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc.                                      | AXOS FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1046 | NS      | $39978.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc.                                             | AXONICS MODULATION TECHNOLOGIE COMMON STOCK USD.0001   | CUSIP: 05465P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $47772.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Co Inc                                          | AZEK CO INC/THE COMMON STOCK                           | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2505 | NS      | $50901.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Specialty Lending Inc.                      | SIXTH STREET SPECIALTY LENDING COMMON STOCK USD.01     | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |      1483 | NS      | $26397.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                                     | SKECHERS U.S.A. INC COMMON STOCK USD.001               | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2249 | NS      | $94345.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                         | BandG FOODS INC COMMON STOCK USD.01                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1224 | NS      | $13647.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc.                                         | BCB BANCORP INC COMMON STOCK                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       437 | NS      | $7861.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp.                                          | SKILLSOFT CORP COMMON STOCK USD.0001                   | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2271 | NS      | $2952.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc.                                              | SKILLZ INC COMMON STOCK USD.0001                       | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6830 | NS      | $3459.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc.                                        | BGC PARTNERS INC COMMON STOCK USD.01                   | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      5719 | NS      | $21560.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                        | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01     | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $146345.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                             | SKYLINE CHAMPION CORP COMMON STOCK USD.028             | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       968 | NS      | $49861.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                             | SKYWEST INC COMMON STOCK                               | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       997 | NS      | $16460.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                                    | BJ'S RESTAURANTS INC COMMON STOCK                      | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       418 | NS      | $11026.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Therapeutics Inc.                          | BLACK DIAMOND THERAPEUTICS INC COMMON STOCK            | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $1728.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                              | UIPATH INC COMMON STOCK USD.00001                      | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7709 | NS      | $97981.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                         | ULTA BEAUTY INC COMMON STOCK USD.01                    | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $394018.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                                  | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2632 | NS      | $239854.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc.                                 | SKYWATER TECHNOLOGY INC COMMON STOCK USD.01            | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $4628.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                 | SLEEP NUMBER CORP COMMON STOCK USD.01                  | CUSIP: 83125X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $9820.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                             | AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001      | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       903 | NS      | $7838.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                                  | BLACK HILLS CORP COMMON STOCK USD1.0                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1090 | NS      | $76670.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc.                                        | BLACK KNIGHT INC COMMON STOCK                          | CUSIP: 09215C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2567 | NS      | $158512.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                                  | AO SMITH CORP COMMON STOCK USD1.0                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2142 | NS      | $122608.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Sand Inc.                                          | SMART SAND INC COMMON STOCK USD.001                    | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |       446 | NS      | $798.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Stone Minerals L.P.                                | BLACK STONE MINERALS LP MLP                            | CUSIP: 09225M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3809 | NS      | $64257.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                           | BLACKBAUD INC COMMON STOCK USD.001                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       885 | NS      | $52091.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc                                            | SMARTRENT INC COMMON STOCK USD.0001                    | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $6925.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc.                                          | SMARTSHEET INC COMMON STOCK                            | CUSIP: 83200N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2165 | NS      | $85214.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                           | BLACKLINE INC COMMON STOCK USD.01                      | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $66866.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc.                                           | BLACKROCK INC COMMON STOCK USD.01                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2484 | NS      | $1760236.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software Inc.                                | SMITH MICRO SOFTWARE INC COMMON STOCK USD.001          | CUSIP: 832154207<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |       417 | NS      | $875.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                | JM SMUCKER CO/THE COMMON STOCK                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1622 | NS      | $257022.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Capital Investment Corporation                 | BLACKROCK CAPITAL INVESTMENT C COMMON STOCK USD.001    | CUSIP: 092533108<br>LEI: H88PPRS67HRMQX6CRF26 | Long             | EC               | CORP              | US        |      2031 | NS      | $7352.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                           | BLACKSTONE MORTGAGE TRUST INC REIT USD.01              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      2768 | NS      | $58598.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                     | SNAP-ON INC COMMON STOCK USD1.0                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       835 | NS      | $190789.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                  | SNAP ONE HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 83303Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $8239.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock TCP Capital Corp.                              | BLACKROCK TCP CAPITAL CORP COMMON STOCK USD.001        | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |      1134 | NS      | $14673.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                          | BLACKSTONE GROUP INC/THE COMMON STOCK                  | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11514 | NS      | $854223.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                                | SNAP INC COMMON STOCK USD.00001                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     22935 | NS      | $205268.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                           | SNOWFLAKE INC COMMON STOCK                             | CUSIP: 833445109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5247 | NS      | $753154.38    | 0.11%             |  |  |  | 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        |       780 | NS      | $25857.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc.                           | ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD.001     | CUSIP: 90400D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $54484.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc.                                 | BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001          | CUSIP: 09263B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1620 | NS      | $2494.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc.                                  | BLADE AIR MOBILITY INC COMMON STOCK USD.0001           | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       670 | NS      | $2398.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Society Pass Incorporated                                | SOCIETY PASS INC COMMON STOCK USD.0001                 | CUSIP: 83370P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $346.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc.                                   | SOFI TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 83406F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14760 | NS      | $68043.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLR Investment Corp.                                     | SOLAR CAPITAL LTD COMMON STOCK USD.01                  | CUSIP: 83413U100<br>LEI: BJOT6DX9ML6BR3Z0O636 | Long             | EC               | CORP              | US        |      1128 | NS      | $15690.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                                   | SOLARWINDS CORP COMMON STOCK USD.001                   | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2802 | NS      | $26226.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc.                                          | BLEND LABS INC COMMON STOCK USD.00001                  | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3398 | NS      | $4893.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co.                                       | BLINK CHARGING CO COMMON STOCK USD.001                 | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $9039.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Umpqua Holdings Corporation                              | UMPQUA HOLDINGS CORP COMMON STOCK                      | CUSIP: 904214103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3727 | NS      | $66526.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                        | UNDER ARMOUR INC COMMON STOCK USD.000333               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      6449 | NS      | $65521.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                         | HandR BLOCK INC COMMON STOCK                           | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2642 | NS      | $96459.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                              | CENTERSPACE REIT                                       | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $13259.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc.                     | SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01     | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $1588.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc.                                   | SOLID BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $516.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                           | CENTRAL GARDEN and PET CO COMMON STOCK USD.01          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       921 | NS      | $32971.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                          | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK            | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       579 | NS      | $11742.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc.                                         | SOLID POWER INC COMMON STOCK USD.0001                  | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2413 | NS      | $6129.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp                         | CENTRAL VALLEY COMMUNITY BANCO COMMON STOCK            | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $6248.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                 | CENTURY ALUMINUM CO COMMON STOCK USD.01                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1672 | NS      | $13676.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                     | CENTRUS ENERGY CORP COMMON STOCK USD.1                 | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $6593.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc.                                     | CENTURY CASINOS INC COMMON STOCK USD.01                | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       342 | NS      | $2404.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc.                                               | UNIFI INC COMMON STOCK USD.1                           | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |       438 | NS      | $3771.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                                     | UNIFIRST CORP/MA COMMON STOCK USD.1                    | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       249 | NS      | $48054.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                                 | CENTURY COMMUNITIES INC COMMON STOCK USD.01            | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $27605.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                             | CERENCE INC COMMON STOCK USD.01                        | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $12896.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                | UNION PACIFIC CORP COMMON STOCK USD2.5                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10221 | NS      | $2116462.47   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                                       | UNISYS CORP COMMON STOCK USD.01                        | CUSIP: 909214306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1317 | NS      | $6729.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc.                                | CENTURY THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $4304.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc.                                              | CEPTON INC COMMON STOCK USD.0001                       | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2308 | NS      | $2931.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                                    | ESCALADE INC COMMON STOCK                              | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $3339.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                         | ESAB CORP COMMON STOCK USD.001                         | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892 | NS      | $41852.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.                              | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1695 | NS      | $57291.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                                   | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5           | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $86891.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                   | ESCO TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       443 | NS      | $38780.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                               | ESPERION THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      1411 | NS      | $8790.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc.                          | ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01     | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $9300.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                   | ESSENTIAL PROPERTIES REALTY TR REIT USD.01             | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1951 | NS      | $45789.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                                 | AQUA AMERICA INC COMMON STOCK USD.5                    | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3844 | NS      | $183474.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                                | ESSEX PROPERTY TRUST INC REIT USD.0001                 | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $203655.12    | 0.03%             |  |  |  | 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        |       426 | NS      | $11254.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc.                                | ETON PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $725.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                                | ETSY INC COMMON STOCK USD.001                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2078 | NS      | $248902.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc.                              | E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4487 | NS      | $26338.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                                   | EURONET WORLDWIDE INC COMMON STOCK USD.02              | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       849 | NS      | $80128.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM Inc.                                   | 1-800-FLOWERS.COM INC COMMON STOCK USD.01              | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $5372.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                               | ONEOK INC COMMON STOCK USD.01                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      7354 | NS      | $483157.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                                    | ONEMAIN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2087 | NS      | $69517.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc.                                    | 1LIFE HEALTHCARE INC COMMON STOCK USD.001              | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3297 | NS      | $55092.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc.                                     | ONEWATER MARINE INC COMMON STOCK USD.01                | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $5348.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                             | ONESPAN INC COMMON STOCK USD.001                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       743 | NS      | $8314.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omthera Pharmaceuticals Inc.                             | OMTHERA PHARMACEUTICAL COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       498 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Onto Innovation Inc.                                     | ONTO INNOVATION INC COMMON STOCK                       | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $56650.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                                | ON24 INC COMMON STOCK USD.0001                         | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $4711.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc.                                                | OOMA INC COMMON STOCK USD.0001                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       477 | NS      | $6496.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAL Fuels Inc.                                          | OPAL FUELS INC COMMON STOCK USD.0001                   | CUSIP: 68347P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $2264.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                | UMB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       475 | NS      | $39672.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RVL Pharmaceuticals PLC                                  | RVL PHARMACEUTICALS PLC COMMON STOCK USD.01            | CUSIP: G6S41R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1367 | NS      | $1531.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                              | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0         | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       725 | NS      | $133566.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                     | SFL CORP LTD COMMON STOCK USD.01                       | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |      2278 | NS      | $21003.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProKidney Corp                                           | PROKIDNEY CORP COMMON STOCK USD.0001                   | CUSIP: G7S53R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $6571.88      | 0.00%             |  |  |  | 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        |       139 | NS      | $71218.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                    | COCA-COLA CO/THE COMMON STOCK USD.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     70845 | NS      | $4506450.45   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc.                                             | CODEXIS INC COMMON STOCK USD.0001                      | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1214 | NS      | $5657.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codorus Valley Bancorp Inc.                              | CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5         | CUSIP: 192025104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $6354.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                        | COEUR MINING INC COMMON STOCK USD.01                   | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      4942 | NS      | $16605.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                                      | DOUGLAS EMMETT INC REIT USD.01                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2995 | NS      | $46961.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                                    | DOUGLAS DYNAMICS INC COMMON STOCK USD.01               | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $15368.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                                     | DOUGLAS ELLIMAN INC COMMON STOCK                       | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $5718.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVA PHARMACEUTICALS INC COMMON STOCK                    | DOVA PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       702 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dover Corporation                                        | DOVER CORP COMMON STOCK USD1.0                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2215 | NS      | $299933.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                 | DOW INC COMMON STOCK USD.01                            | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11811 | NS      | $595156.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                          | DRAFTKINGS INC COMMON STOCK USD.0001                   | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7440 | NS      | $84741.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc.                                 | DREAM FINDERS HOMES INC COMMON STOCK USD.01            | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       686 | NS      | $5940.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc.                                           | DRIL-QUIP INC COMMON STOCK USD.01                      | CUSIP: 262037104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $17769.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                             | DROPBOX INC COMMON STOCK USD.00001                     | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4530 | NS      | $101381.40    | 0.01%             |  |  |  | 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        |      2702 | NS      | $73791.62     | 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        |      2105 | NS      | $25365.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                    | DUCOMMUN INC COMMON STOCK USD.01                       | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       264 | NS      | $13189.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Duckhorn Portfolio Inc.                              | DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01         | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $27373.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                  | DUKE ENERGY CORP COMMON STOCK USD.001                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12617 | NS      | $1299424.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                                     | DULUTH HOLDINGS INC COMMON STOCK                       | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |       700 | NS      | $4326.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun and Bradstreet Holdings Inc.                         | DUN and BRADSTREET HOLDINGS INC COMMON STOCK           | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7238 | NS      | $88737.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                            | DUOLINGO INC COMMON STOCK USD.0001                     | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $36489.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                   | DUPONT DE NEMOURS INC COMMON STOCK USD.01              | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8233 | NS      | $565030.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                            | DOXIMITY INC COMMON STOCK USD.001                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1839 | NS      | $61716.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Durect Corporation                                       | DURECT CORP COMMON STOCK USD.0001                      | CUSIP: 266605500<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $1311.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc.                                          | DUTCH BROS INC COMMON STOCK USD.00001                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       796 | NS      | $22439.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                                    | DYCOM INDUSTRIES INC COMMON STOCK USD.333              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       494 | NS      | $46238.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                           | DYNATRACE INC COMMON STOCK USD.001                     | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4725 | NS      | $180967.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                         | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      1983 | NS      | $21099.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc.                                         | SOLO BRANDS INC COMMON STOCK USD.001                   | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $1220.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc.                                           | SOMALOGIC INC COMMON STOCK                             | CUSIP: 83444K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2875 | NS      | $7216.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc.                                     | SONDER HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3264 | NS      | $4047.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonendo Inc.                                             | SONENDO INC COMMON STOCK USD.001                       | CUSIP: 835431107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $1876.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                                    | SONIC AUTOMOTIVE INC COMMON STOCK USD.01               | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       415 | NS      | $20447.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                                  | SONOCO PRODUCTS CO COMMON STOCK                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1488 | NS      | $90336.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                               | SONOS INC COMMON STOCK USD.001                         | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2137 | NS      | $36115.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc.                               | SORRENTO THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      7486 | NS      | $6632.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                                    | SOTERA HEALTH CO COMMON STOCK USD.01                   | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4745 | NS      | $39525.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                              | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0         | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $11424.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                   | SOUTH STATE CORP COMMON STOCK USD2.5                   | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1302 | NS      | $99420.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                              | ARCOSA INC COMMON STOCK USD.01                         | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $45428.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                                      | ARCONIC CORP COMMON STOCK USD.01                       | CUSIP: 03966V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1745 | NS      | $36924.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc.                                             | ARDELYX INC COMMON STOCK USD.000001                    | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      3046 | NS      | $8681.10      | 0.00%             |  |  |  | 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        |      1192 | NS      | $24650.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                             | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK               | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1116 | NS      | $16516.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                              | ARES MANAGEMENT CORP COMMON STOCK                      | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2839 | NS      | $194301.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Arena Group Holdings Inc.                            | ARENA GROUP HOLDINGS INC/THE COMMON STOCK USD.01       | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $2122.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                               | ARGAN INC COMMON STOCK USD.15                          | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $11543.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corporation                                 | ARES CAPITAL CORP COMMON STOCK USD.001                 | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |      8460 | NS      | $156256.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ares Commercial Real Estate Corporation                  | ARES COMMERCIAL REAL ESTATE CO REIT USD.01             | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |       789 | NS      | $8118.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc.                                              | ARHAUS INC COMMON STOCK USD.001                        | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $9379.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                     | ARISTA NETWORKS INC COMMON STOCK USD.0001              | CUSIP: 040413106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4996 | NS      | $606264.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair L.P.                                          | CEDAR FAIR LP MLP                                      | CUSIP: 150185106<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | EC               | CORP              | US        |       946 | NS      | $39107.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEL-SCI Corporation                                      | CEL-SCI CORP COMMON STOCK USD.01                       | CUSIP: 150837607<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |       784 | NS      | $1842.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corporation                                     | CELANESE CORP COMMON STOCK USD.0001                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1702 | NS      | $174012.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                            | CELCUITY INC COMMON STOCK USD.001                      | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       202 | NS      | $2830.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc.                                | CELLDEX THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $34229.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellectar Biosciences Inc.                               | CELLECTAR BIOSCIENCES INC COMMON STOCK USD.001         | CUSIP: 15117F807<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       377 | NS      | $644.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMUNON Inc.                                              | CELSION CORP COMMON STOCK USD.01                       | CUSIP: 15117N602<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $621.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                                    | CELSIUS HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1253 | NS      | $130362.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc.                                          | GX ACQUISITION CORP COMMON STOCK USD.0001              | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $3010.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc.                                   | FARMLAND PARTNERS INC REIT USD.01                      | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |       930 | NS      | $11587.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                                   | FARO TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $10793.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                              | FASTLY INC COMMON STOCK USD.00002                      | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1995 | NS      | $16339.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                                   | FATE THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 31189P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $16224.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Holdings Inc.                                     | FATHOM HOLDINGS INC COMMON STOCK                       | CUSIP: 31189V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $1207.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                         | FASTENAL CO COMMON STOCK USD.01                        | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9483 | NS      | $448735.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       173 | NS      | $19498.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSO COMMON STOCK            | CUSIP: 313586109<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EC               | USGSE             | US        |     20974 | NS      | $7412.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                          | FEDERAL REALTY INVESTMENT TRUS REIT USD.01             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      1354 | NS      | $136808.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                               | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1034 | NS      | $48049.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                    | FEDERATED INVESTORS INC COMMON STOCK                   | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1508 | NS      | $54755.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FaZe Holdings Inc.                                       | FAZE HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 31423J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1062 | NS      | $1964.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                        | FEDEX CORP COMMON STOCK USD.1                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4259 | NS      | $737658.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc.                              | FENNEC PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 31447P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $2678.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                                  | F5 NETWORKS INC COMMON STOCK                           | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $140926.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc.                                            | FIBROGEN INC COMMON STOCK USD.01                       | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      1640 | NS      | $26272.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D and D Bancorp Inc.                            | FIDELITY DandD BANCORP INC COMMON STOCK                | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $3441.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.              | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      9975 | NS      | $676803.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                         | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      4718 | NS      | $177491.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidus Investment Corporation                             | FIDUS INVESTMENT CORP COMMON STOCK USD.001             | CUSIP: 316500107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $10219.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group Inc.                             | FIESTA RESTAURANT GROUP INC COMMON STOCK USD.01        | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       667 | NS      | $4902.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                      | FIFTH THIRD BANCORP COMMON STOCK                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     11323 | NS      | $371507.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                              | FIRST MERCHANTS CORP COMMON STOCK                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       955 | NS      | $39260.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                      | FIRST REPUBLIC BANK/CA COMMON STOCK USD.01             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2911 | NS      | $354821.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                         | FIRST SOLAR INC COMMON STOCK USD.001                   | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1746 | NS      | $261533.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                                   | 1ST SOURCE CORP COMMON STOCK                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $26545.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc.                        | FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $8239.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                              | FISERV INC COMMON STOCK USD.01                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     10490 | NS      | $1060224.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                        | FIRSTENERGY CORP COMMON STOCK USD.1                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      9399 | NS      | $394194.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc.                                              | FISKER INC COMMON STOCK USD.0001                       | CUSIP: 33813J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2697 | NS      | $19607.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Five Below Inc.                                          | FIVE BELOW INC COMMON STOCK USD.01                     | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $161836.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                               | FIVE9 INC COMMON STOCK USD.001                         | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1163 | NS      | $78921.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc.                               | 5E ADVANCED MATERIALS INC COMMON STOCK USD.01          | CUSIP: 33830Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $5019.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                                  | FIVE POINT HOLDINGS LLC COMMON STOCK                   | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2087 | NS      | $4862.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR Technologies Inc.                               | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1229 | NS      | $225742.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc.                                | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0           | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $2140.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                            | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $121852.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA FLEXION THERAPE COMMON STOCK                      | CONTRA FLEXION THERAPE COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       867 | NS      | $563.55       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Flotek Industries Inc.                                   | FLOTEK INDUSTRIES INC COMMON STOCK USD.0001            | CUSIP: 343389102<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |       921 | NS      | $1031.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                        | FLUOR CORP COMMON STOCK USD.01                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2369 | NS      | $82109.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                       | FLOWERS FOODS INC COMMON STOCK USD.01                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3522 | NS      | $101222.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                    | FLOWSERVE CORP COMMON STOCK USD1.25                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2207 | NS      | $67710.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc.                                      | FLUENCE ENERGY INC COMMON STOCK USD.00001              | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1920 | NS      | $32928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Biotools Inc.                                   | FLUIDIGM CORP COMMON STOCK USD.001                     | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |      1624 | NS      | $1900.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                           | FLUSHING FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $9011.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc.                                | FOGHORN THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $4440.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc.                            | FOCUS FINANCIAL PARTNERS INC COMMON STOCK USD.01       | CUSIP: 34417P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $42450.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                           | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9171 | NS      | $940852.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                        | INTERDIGITAL INC COMMON STOCK USD.01                   | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $24987.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                     | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       802 | NS      | $36699.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation              | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     14793 | NS      | $2084185.77   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.                | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      4203 | NS      | $440642.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                         | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $12087.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                              | INTERNATIONAL PAPER CO COMMON STOCK USD1.0             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      6017 | NS      | $208368.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.                  | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1      | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      6427 | NS      | $214083.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intevac Inc.                                             | INTEVAC INC COMMON STOCK                               | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $4600.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc.                            | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001     | CUSIP: 46116X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1529 | NS      | $80914.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                              | INTUIT INC COMMON STOCK USD.01                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4620 | NS      | $1798196.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                  | INTUITIVE SURGICAL INC COMMON STOCK USD.001            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5853 | NS      | $1553093.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                     | INTREPID POTASH INC COMMON STOCK USD.001               | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       154 | NS      | $4445.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                            | INVESCO MORTGAGE CAPITAL INC REIT USD.01               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       352 | NS      | $4480.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                             | INVESTAR HOLDING CORP COMMON STOCK USD1.0              | CUSIP: 46134L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $6868.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                                  | INVESTORS TITLE CO COMMON STOCK                        | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $7377.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corporation                                      | INVITAE CORP COMMON STOCK USD.0001                     | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |      4121 | NS      | $7665.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                    | INVITATION HOMES INC REIT USD.01                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10123 | NS      | $300045.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                               | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2363 | NS      | $89250.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                                | IONQ INC COMMON STOCK                                  | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3046 | NS      | $10508.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc.                             | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666 | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      2539 | NS      | $16224.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corporation                                     | IRADIMED CORP COMMON STOCK USD.0001                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       243 | NS      | $6874.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                      | IQVIA HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $626963.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                              | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001        | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $108402.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                                       | IROBOT CORP COMMON STOCK USD.01                        | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       455 | NS      | $21899.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                               | IRON MOUNTAIN INC REIT USD.01                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      4804 | NS      | $239479.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc.                            | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 46333X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2657 | NS      | $32920.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc.                                  | ITEOS THERAPEUTICS INC COMMON STOCK                    | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $10819.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| i3 Verticals Inc.                                        | I3 VERTICALS INC COMMON STOCK USD.0001                 | CUSIP: 46571Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $10320.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                               | ITRON INC COMMON STOCK                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       770 | NS      | $39000.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc.                                          | IVERIC BIO INC COMMON STOCK USD.001                    | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      2178 | NS      | $46630.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     25393 | NS      | $2570025.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison and Company Inc.                         | PHILLIPS EDISON and CO INC REIT USD.01                 | CUSIP: 71844V201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1540 | NS      | $49033.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                              | PHILLIPS 66 COMMON STOCK                               | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7890 | NS      | $821191.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                          | PHOTRONICS INC COMMON STOCK USD.01                     | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $17923.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                  | PHYSICIANS REALTY TRUST REIT USD.01                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      3981 | NS      | $57605.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                            | PHREESIA INC COMMON STOCK USD.001                      | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $26891.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc.                                    | PIEDMONT LITHIUM LTD COMMON STOCK                      | CUSIP: 72016P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $12589.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc.                        | PIEDMONT OFFICE REALTY TRUST I REIT USD.01             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $22714.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                              | PILGRIM'S PRIDE CORP COMMON STOCK USD.01               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      3970 | NS      | $94208.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                         | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1285 | NS      | $94319.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                        | PINNACLE WEST CAPITAL CORP COMMON STOCK                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1796 | NS      | $136567.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                           | PRIMERICA INC COMMON STOCK                             | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $92183.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                   | PRIMIS FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       655 | NS      | $7761.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                  | PRIMO WATER CORP COMMON STOCK                          | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $2082.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PREVAIL THERAPE COMMON STOCK                      | CONTRA PREVAIL THERAPE COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       788 | NS      | $969.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TCR2 Therapeutics Inc.                                   | TCR2 THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 87808K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1031 | NS      | $1029.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc.                                          | TECHTARGET INC COMMON STOCK USD.001                    | CUSIP: 87874R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $22162.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                               | TEGNA INC COMMON STOCK USD1.0                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      3707 | NS      | $78551.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                          | TEJON RANCH CO COMMON STOCK USD.5                      | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |       577 | NS      | $10870.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc.                                      | TELADOC HEALTH INC COMMON STOCK USD.001                | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2711 | NS      | $64115.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                       | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       777 | NS      | $310730.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                    | TELEFLEX INC COMMON STOCK USD1.0                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       770 | NS      | $192215.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                          | TELEPHONE and DATA SYSTEMS INC COMMON STOCK USD.01     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1870 | NS      | $19616.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                                | AMES NATIONAL CORP COMMON STOCK USD2.0                 | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $6138.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                              | AMETEK INC COMMON STOCK USD.01                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3767 | NS      | $526325.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                               | AMGEN INC COMMON STOCK USD.0001                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8764 | NS      | $2301776.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                 | AMICUS THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      4686 | NS      | $57216.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                                | CBIZ INC COMMON STOCK USD.01                           | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $41837.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and Associates Properties Inc.                       | CBL and ASSOCIATES PROPERTIES IN REIT USD.01           | CUSIP: 124830878<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       347 | NS      | $8008.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                                    | AMKOR TECHNOLOGY INC COMMON STOCK USD.001              | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4048 | NS      | $97071.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc.                              | AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3150 | NS      | $6268.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                                 | CBOE GLOBAL MARKETS INC COMMON STOCK                   | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1755 | NS      | $220199.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                          | CBRE GROUP INC COMMON STOCK USD.01                     | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5323 | NS      | $409658.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                     | AMPHENOL CORP COMMON STOCK USD.001                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      9753 | NS      | $742593.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                           | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       893 | NS      | $25021.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc.                  | CCC INTELLIGENT SOLUTIONS HOLD COMMON STOCK USD.0001   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9972 | NS      | $86756.40     | 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        |       691 | NS      | $8070.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                     | AMPLIFY ENERGY CORP COMMON STOCK                       | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       487 | NS      | $4280.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                           | AMPLITUDE INC COMMON STOCK USD.00001                   | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $13843.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                          | CDW CORP/DE COMMON STOCK USD.01                        | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2225 | NS      | $397340.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                              | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $279882.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc.                                              | AMYRIS INC COMMON STOCK                                | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |      5405 | NS      | $8269.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Archer Aviation Inc.                                     | ARCHER AVIATION INC COMMON STOCK USD.0001              | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3543 | NS      | $6625.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc.                                     | C4 THERAPEUTICS INC COMMON STOCK                       | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $4454.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                             | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1           | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2038 | NS      | $186599.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                           | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      9196 | NS      | $853848.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                            | ARCHROCK INC COMMON STOCK USD.01                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      2767 | NS      | $24847.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                        | CIGNA CORP COMMON STOCK USD.01                         | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4997 | NS      | $1655705.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | MORGAN STANLEY COMMON STOCK USD.01                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     28133 | NS      | $2391867.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcimoto Inc.                                            | ARCIMOTO INC COMMON STOCK                              | CUSIP: 039587209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $132.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc.                            | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      1558 | NS      | $25208.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                         | MORNINGSTAR INC COMMON STOCK                           | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       703 | NS      | $152262.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc.                                     | MORPHIC HOLDING INC COMMON STOCK USD.0001              | CUSIP: 61775R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       687 | NS      | $18377.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                                  | HALLADOR ENERGY CO COMMON STOCK USD.01                 | CUSIP: 40609P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $4305.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                      | HALLIBURTON CO COMMON STOCK USD2.5                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     14878 | NS      | $585449.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                       | MOSAIC CO/THE COMMON STOCK USD.01                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5701 | NS      | $250102.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                           | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01      | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       447 | NS      | $5301.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                               | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $129902.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                    | HAMILTON BEACH BRANDS HOLDING COMMON STOCK             | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $2539.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                                  | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2732 | NS      | $704063.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc.                                        | MOVADO GROUP INC COMMON STOCK USD.01                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       291 | NS      | $9384.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                    | HAMILTON BEACH BRANDS H COMMON STOCK                   | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $2985.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                               | HAMILTON LANE INC COMMON STOCK                         | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       644 | NS      | $41138.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                                  | MUELLER INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       832 | NS      | $49088.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc.                              | MUELLER WATER PRODUCTS INC COMMON STOCK USD.01         | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2820 | NS      | $30343.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                              | HANCOCK WHITNEY CORP COMMON STOCK USD3.33              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1414 | NS      | $68423.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                         | HANESBRANDS INC COMMON STOCK USD.01                    | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      5901 | NS      | $37530.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MultiPlan Corporation                                    | MULTIPLAN CORP COMMON STOCK                            | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10977 | NS      | $12623.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                                   | MURPHY OIL CORP COMMON STOCK USD1.0                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2467 | NS      | $106105.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                          | MURPHY USA INC COMMON STOCK                            | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       370 | NS      | $103429.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                                    | MYERS INDUSTRIES INC COMMON STOCK                      | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       710 | NS      | $15783.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                     | MYRIAD GENETICS INC COMMON STOCK USD.01                | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1391 | NS      | $20183.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MyMD Pharmaceuticals Inc                                 | MYMD PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 62856X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $975.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                              | HANMI FINANCIAL CORP COMMON STOCK USD.001              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       645 | NS      | $15963.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc. | HANNON ARMSTRONG SUSTAINABLE I REIT USD.01             | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1402 | NS      | $40629.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                         | NBT BANCORP INC COMMON STOCK USD.01                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $21753.42     | 0.00%             |  |  |  | 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        |      3105 | NS      | $31919.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                          | NCR CORP COMMON STOCK USD.01                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2282 | NS      | $53421.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc.                                       | NL INDUSTRIES INC COMMON STOCK USD.125                 | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1028 | NS      | $7000.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verrica Pharmaceuticals Inc.                             | VERRICA PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 92511W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $2381.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                      | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4210 | NS      | $1215763.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc.                                       | VERTEX ENERGY INC COMMON STOCK USD.001                 | CUSIP: 92534K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1206 | NS      | $7477.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc.                                                | VERU INC COMMON STOCK USD.01                           | CUSIP: 92536C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1270 | NS      | $6705.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                       | VERTIV HOLDINGS CO COMMON STOCK USD.0001               | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6050 | NS      | $82643.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                              | VERTEX INC COMMON STOCK USD.001                        | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $12536.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc.                                  | VERVE THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       968 | NS      | $18730.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                                | VIAD CORP COMMON STOCK USD1.5                          | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       380 | NS      | $9268.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                              | VIASAT INC COMMON STOCK USD.0001                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      1275 | NS      | $40353.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                                     | VIAVI SOLUTIONS INC COMMON STOCK USD.001               | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3860 | NS      | $40568.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc.                                      | VIA RENEWABLES INC COMMON STOCK USD.01                 | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |       626 | NS      | $3198.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                         | VIACOMCBS INC COMMON STOCK USD.001                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     10695 | NS      | $180531.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Viatris Inc                                              | VIATRIS INC COMMON STOCK                               | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20060 | NS      | $223267.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc.                                    | VIANT TECHNOLOGY INC COMMON STOCK USD.001              | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $2596.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc.                                  | VICARIOUS SURGICAL INC COMMON STOCK USD.0001           | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1697 | NS      | $3427.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                     | VICI PROPERTIES INC REIT USD.01                        | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15179 | NS      | $491799.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                        | VICOR CORP COMMON STOCK USD.01                         | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $29777.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret and Co.                                | VICTORIA'S SECRET and CO COMMON STOCK USD.01           | CUSIP: 926400102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1346 | NS      | $48159.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc.                            | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1233 | NS      | $33081.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                             | WORKDAY INC COMMON STOCK USD.001                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3300 | NS      | $552189.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                             | WORKIVA INC COMMON STOCK USD.001                       | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       808 | NS      | $67847.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                             | WORLD ACCEPTANCE CORP COMMON STOCK                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $8176.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                          | WORLD FUEL SERVICES CORP COMMON STOCK USD.01           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1088 | NS      | $29735.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc.                       | WORLD WRESTLING ENTERTAINMENT COMMON STOCK USD.01      | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       715 | NS      | $48991.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc.                              | WORTHINGTON INDUSTRIES INC COMMON STOCK                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       793 | NS      | $39420.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc.                                    | WW INTERNATIONAL INC COMMON STOCK                      | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      1278 | NS      | $4933.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                          | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01     | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $106180.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                     | WYNN RESORTS LTD COMMON STOCK USD.01                   | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1872 | NS      | $154383.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                                 | XPO LOGISTICS INC COMMON STOCK USD.001                 | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1907 | NS      | $63484.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                         | XCEL ENERGY INC COMMON STOCK USD2.5                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8988 | NS      | $630148.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XBiotech Inc.                                            | XBIOTECH INC COMMON STOCK                              | CUSIP: 98400H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $2671.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels and Resorts Inc.                            | XENIA HOTELS and RESORTS INC REIT USD.01               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      2067 | NS      | $27243.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                              | XENCOR INC COMMON STOCK USD.01                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1071 | NS      | $27888.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Corporation                                         | XOMA CORP COMMON STOCK USD.0005                        | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |       228 | NS      | $4195.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                               | XYLEM INC/NY COMMON STOCK                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2966 | NS      | $327950.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| X4 Pharmaceuticals Inc.                                  | X4 PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 98420X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $1099.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                               | XEROX HOLDINGS CORP COMMON STOCK USD1.0                | CUSIP: 98421M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2690 | NS      | $39274.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                            | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK              | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3057 | NS      | $4065.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xilio Therapeutics Inc.                                  | XILIO THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 98422T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1088 | NS      | $2926.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc.                                  | XPONENTIAL FITNESS INC COMMON STOCK USD.0001           | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $11258.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                             | XOMETRY INC COMMON STOCK USD.000001                    | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $21755.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                               | XPERI INC COMMON STOCK                                 | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       833 | NS      | $7172.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc.                                 | Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $4162.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corporation                                       | YELLOW CORP COMMON STOCK USD1.0                        | CUSIP: 985510106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $2196.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                                | YELP INC COMMON STOCK USD.000001                       | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1157 | NS      | $31632.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                      | CENTENE CORP COMMON STOCK USD.001                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      9378 | NS      | $769089.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                  | CENTERPOINT ENERGY INC COMMON STOCK USD.01             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10375 | NS      | $311146.25    | 0.05%             |  |  |  | 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        |      1138 | NS      | $7920.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc.                                             | ALECTOR INC COMMON STOCK USD.0001                      | CUSIP: 014442107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1508 | NS      | $13918.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander and Baldwin Inc.                               | ALEXANDER and BALDWIN INC REIT                         | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1411 | NS      | $26428.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                         | ALEXANDER'S INC REIT USD1.0                            | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       105 | NS      | $23106.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                     | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2515 | NS      | $366360.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexza Pharmaceuticals Inc.                              | ALEXZA PHARMACEUTICALS COMMON STOCK                    | CUSIP: 015CVR996<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2067 | NS      | $72.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alico Inc.                                               | ALICO INC COMMON STOCK USD1.0                          | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $4344.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                    | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1285 | NS      | $271006.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos Inc.                                             | ALLAKOS INC COMMON STOCK USD.001                       | CUSIP: 01671P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $11383.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc.                                            | ALLBIRDS INC COMMON STOCK USD.0001                     | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $4201.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                  | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2186 | NS      | $65273.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                 | ALLEGIANT TRAVEL CO COMMON STOCK USD.001               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       324 | NS      | $22028.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                                | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01           | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3168 | NS      | $95103.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                              | ALLETE INC COMMON STOCK                                | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       971 | NS      | $62639.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                            | ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       803 | NS      | $30240.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Resource Partners L.P.                          | ALLIANCE RESOURCE PARTNERS LP MLP                      | CUSIP: 01877R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2168 | NS      | $44053.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                               | ALLIANT ENERGY CORP COMMON STOCK USD.01                | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3580 | NS      | $197651.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AllianceBernstein Holding L.P.                           | ALLIANCEBERNSTEIN HOLDING LP MLP                       | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1767 | NS      | $60731.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                          | ALLIED MOTION TECHNOLOGIES INC COMMON STOCK            | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       303 | NS      | $10547.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc.                       | ALLISON TRANSMISSION HOLDINGS COMMON STOCK USD.01      | CUSIP: 01973R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1320 | NS      | $54912.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                               | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $16284.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc.                                             | ALLOVIR INC COMMON STOCK                               | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1480 | NS      | $7592.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                         | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       581 | NS      | $78510.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc.                                   | HARBORONE BANCORP INC COMMON STOCK USD.01              | CUSIP: 41165Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1175 | NS      | $16332.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                                     | HARLEY-DAVIDSON INC COMMON STOCK USD.01                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2412 | NS      | $100339.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                            | HARMONIC INC COMMON STOCK USD.001                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      1827 | NS      | $23933.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                        | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $51077.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Health Inc.                                       | HARROW HEALTH INC COMMON STOCK USD.001                 | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $7896.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                                       | HARSCO CORP COMMON STOCK USD1.25                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1442 | NS      | $9070.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group Inc.               | HARTFORD FINANCIAL SERVICES GR COMMON STOCK USD.01     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5233 | NS      | $396818.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc                                   | HARVARD BIOSCIENCE INC COMMON STOCK USD.01             | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |       430 | NS      | $1191.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest Natural Resources Inc.                           | HARVEST NATURAL RESOURCES INC COMMON STOCK USD.01      | CUSIP: 41754V202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $0.48         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hasbro Inc.                                              | HASBRO INC COMMON STOCK USD.5                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2282 | NS      | $139224.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                           | QUEST DIAGNOSTICS INC COMMON STOCK USD.01              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1909 | NS      | $298643.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Resource Holding Corporation                       | QUEST RESOURCE HOLDING CORP COMMON STOCK USD.001       | CUSIP: 74836W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $843.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                          | QUINSTREET INC COMMON STOCK USD.001                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       983 | NS      | $14106.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc.                                 | QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001         | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      1764 | NS      | $6050.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc.                                       | QURATE RETAIL INC COMMON STOCK USD.01                  | CUSIP: 74915M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5287 | NS      | $8617.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc.                                       | QURATE RETAIL INC PREFERRED STOCK 03/31 8              | CUSIP: 74915M308<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       260 | NS      | $8907.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                              | RBB BANCORP COMMON STOCK                               | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $8485.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                            | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $15749.11     | 0.00%             |  |  |  | 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        |        29 | NS      | $357.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc.                                           | REV GROUP INC COMMON STOCK USD.001                     | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1120 | NS      | $14134.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc.                                       | RGC RESOURCES INC COMMON STOCK USD5.0                  | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $5027.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                | RLI CORP COMMON STOCK USD1.0                           | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $103703.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                        | RLJ LODGING TRUST REIT                                 | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2896 | NS      | $30668.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                                 | RPC INC COMMON STOCK USD.1                             | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3715 | NS      | $33026.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                       | RMR GROUP INC/THE COMMON STOCK                         | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       311 | NS      | $8785.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                       | RH COMMON STOCK USD.0001                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       379 | NS      | $101265.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                   | RPM INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      2026 | NS      | $197433.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                               | RPT REALTY REIT USD.01                                 | CUSIP: 74971D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $15511.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                                 | RXO INC COMMON STOCK                                   | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1938 | NS      | $33333.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc.                                | RACKSPACE TECHNOLOGY INC COMMON STOCK USD.01           | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3379 | NS      | $9968.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                        | RADIAN GROUP INC COMMON STOCK USD.001                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2873 | NS      | $54788.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                              | RADNET INC COMMON STOCK USD.0001                       | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $18961.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings Inc.                                     | RAFAEL HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       347 | NS      | $648.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Oncology Inc.                                       | RAIN THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 75082Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $2984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                              | RAMBUS INC COMMON STOCK USD.001                        | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1834 | NS      | $65693.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corporation                                     | RALLYBIO CORP COMMON STOCK USD.001                     | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $3685.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                                 | RALPH LAUREN CORP COMMON STOCK USD.01                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       719 | NS      | $75976.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                                    | RAMACO RESOURCES INC COMMON STOCK                      | CUSIP: 75134P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $5054.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                              | RANGE RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4357 | NS      | $109012.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc.                              | RANGER ENERGY SERVICES INC COMMON STOCK                | CUSIP: 75282U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $1860.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rani Therapeutics Holdings Inc.                          | RANI THERAPEUTICS HOLDINGS INC COMMON STOCK USD.0001   | CUSIP: 753018100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $3504.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                                    | RANPAK HOLDINGS CORP COMMON STOCK USD.0001             | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1215 | NS      | $7010.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid Micro Biosystems Inc.                              | RAPID MICRO BIOSYSTEMS INC COMMON STOCK USD.01         | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $494.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                              | RAPID7 INC COMMON STOCK USD.01                         | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       989 | NS      | $33606.22     | 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: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $22287.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation plc                         | GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01          | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $55623.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                          | GENPACT LTD COMMON STOCK USD.01                        | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $140349.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                                     | GLOBALFOUNDRIES INC COMMON STOCK USD.02                | CUSIP: G39387108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8854 | NS      | $477142.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Limited                                    | HELEN OF TROY LTD COMMON STOCK USD.1                   | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $42256.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01        | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      4192 | NS      | $207210.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                          | DORIAN LPG LTD COMMON STOCK USD.01                     | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |       704 | NS      | $13340.80     | 0.00%             |  |  |  | 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              | US        |       242 | NS      | $12085.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                               | INTERNATIONAL SEAWAYS INC COMMON STOCK                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |       693 | NS      | $25654.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation                                       | TEEKAY CORP COMMON STOCK USD.001                       | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      2030 | NS      | $9216.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer