# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080808
**Filing Date:** 2026-2
**Character Count:** 1044110
**Document Hash:** 318cbff698ee51b20338899f4748e965
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080808.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080808

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 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:** 26695037

**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          | JAFEX           |
| C000022760 | Series I     | JETSX           |
| C000022761 | Series II    | JAFFX           |

## 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:** 617-543-9634

**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:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1140321133.06

**Total Liabilities:** $260772.29

**Net Assets:** $1140060360.77

**Cash Not Reported:** $2628907.30

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022759 | 2.10%                | 0.12%                | -0.09%               |
| Class ID C000022760 | 2.09%                | 0.09%                | -0.06%               |
| Class ID C000022761 | 2.06%                | 0.09%                | -0.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20190452.69             | $2183064.50                                |
| Month 2  | $79740.02                | $219959.10                                 |
| Month 3  | $8055729.62              | $-9715150.10                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alkami Technology Inc.                                | ALKAMI TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1672 | NS      | $38573.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                              | ATI INC COMMON STOCK USD.1                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2163 | NS      | $248225.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                              | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       300 | NS      | $25581.00     | 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        |       276 | NS      | $67001.76     | 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        |       512 | NS      | $30387.20     | 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        |       732 | NS      | $7825.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc.                                         | DAYFORCE INC COMMON STOCK USD.01                          | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $171309.32    | 0.02%             |  |  |  | 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        |       181 | NS      | $10461.80     | 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        |     15671 | NS      | $5392391.10   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                     | MECHANICS BANCORP COMMON STOCK                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3546 | NS      | $51877.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                             | HOMETRUST BANCSHARES INC COMMON STOCK                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $17176.00     | 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        |      1941 | NS      | $5007.78      | 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        |      9977 | NS      | $1946412.93   | 0.17%             |  |  |  | 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        |      2255 | NS      | $24714.80     | 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        |       680 | NS      | $31402.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                              | HYATT HOTELS CORP COMMON STOCK USD.01                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       657 | NS      | $105330.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corporation                    | HYCROFT MINING HOLDING CORP COMMON STOCK                  | CUSIP: 44862P208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1345 | NS      | $31970.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                              | LIFECORE BIOMEDICAL INC COMMON STOCK USD.001              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       725 | NS      | $5930.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                         | PAYLOCITY HOLDING CORP COMMON STOCK USD.001               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       869 | NS      | $132522.50    | 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        |       893 | NS      | $28209.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                  | PAYPAL HOLDINGS INC COMMON STOCK                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     15006 | NS      | $876050.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc.                                          | PAYSIGN INC COMMON STOCK                                  | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $5299.35      | 0.00%             |  |  |  | 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        |       818 | NS      | $43697.56     | 0.00%             |  |  |  | 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        |       217 | NS      | $13295.59     | 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        |      1730 | NS      | $177999.70    | 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        |      1852 | NS      | $6611.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Limited                               | BURFORD CAPITAL LTD COMMON STOCK                          | CUSIP: 120831102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3586 | NS      | $31987.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke and Herbert Financial Services Corp.            | BURKE and HERBERT FINANCIAL SERV COMMON STOCK             | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $17259.87     | 0.00%             |  |  |  | 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        |       991 | NS      | $286250.35    | 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        |       644 | NS      | $16834.16     | 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        |      3696 | NS      | $14044.80     | 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        |       910 | NS      | $26526.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                               | BYRNA TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $6279.46      | 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        |      2119 | NS      | $28564.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                             | CBIZ INC COMMON STOCK USD.01                              | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $43387.00     | 0.00%             |  |  |  | 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        |       551 | NS      | $20387.00     | 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        |      1643 | NS      | $412393.00    | 0.04%             |  |  |  | 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        |      4676 | NS      | $751854.04    | 0.07%             |  |  |  | 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        |     10404 | NS      | $82711.80     | 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        |       575 | NS      | $34413.75     | 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        |      2051 | NS      | $279346.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc.                                    | CF BANKSHARES INC COMMON STOCK USD.01                     | CUSIP: 12520L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $4665.65      | 0.00%             |  |  |  | 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        |      2540 | NS      | $196443.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc.                                  | C4 THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1839 | NS      | $3512.49      | 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        |      1868 | NS      | $300299.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                       | CIGNA GROUP/THE COMMON STOCK USD.01                       | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4196 | NS      | $1154865.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME GROUP INC COMMON STOCK USD.01                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5670 | NS      | $1548363.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS ENERGY CORP COMMON STOCK USD.01                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4650 | NS      | $325174.50    | 0.03%             |  |  |  | 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        |      1537 | NS      | $65276.39     | 0.01%             |  |  |  | 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        |       451 | NS      | $34587.19     | 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        |       264 | NS      | $77491.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX CORP COMMON STOCK USD1.0                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     29285 | NS      | $1061581.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                       | CTS CORP COMMON STOCK                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       500 | NS      | $21435.00     | 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        |      2218 | NS      | $81555.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                   | CVB FINANCIAL CORP COMMON STOCK                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2280 | NS      | $42408.00     | 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        |      1607 | NS      | $40882.08     | 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        |       511 | NS      | $3628.10      | 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        |     19951 | NS      | $1583311.36   | 0.14%             |  |  |  | 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        |      1648 | NS      | $3609.12      | 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        |        97 | NS      | $10946.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                     | CABOT CORP COMMON STOCK USD1.0                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       816 | NS      | $54084.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | COTERRA ENERGY INC COMMON STOCK USD.1                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     12013 | NS      | $316182.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                               | CACI INTERNATIONAL INC COMMON STOCK USD.1                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       346 | NS      | $184352.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                           | CACTUS INC COMMON STOCK USD.01                            | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $50248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | CATERPILLAR INC COMMON STOCK USD1.0                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7372 | NS      | $4223197.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                | CATHAY GENERAL BANCORP COMMON STOCK USD.01                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1082 | NS      | $52357.98     | 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        |       125 | NS      | $73842.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                  | CELANESE CORP COMMON STOCK USD.0001                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1731 | NS      | $73186.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                         | CELCUITY INC COMMON STOCK USD.001                         | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $67025.28     | 0.01%             |  |  |  | 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        |      1085 | NS      | $29468.60     | 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        |      4055 | NS      | $185475.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | CENTENE CORP COMMON STOCK USD.001                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7735 | NS      | $318295.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                               | CENTERPOINT ENERGY INC COMMON STOCK USD.01                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10232 | NS      | $392294.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                           | CENTERSPACE REIT                                          | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $21016.80     | 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        |      1015 | NS      | $29627.85     | 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        |       510 | NS      | $15891.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc.                                 | CENTURI HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1609 | NS      | $40627.25     | 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        |      1485 | NS      | $58182.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                  | LEIDOS HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2017 | NS      | $363866.80    | 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        |       368 | NS      | $29844.80     | 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        |      1165 | NS      | $82924.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                               | LENDINGCLUB CORP COMMON STOCK USD.01                      | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1819 | NS      | $34451.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                  | LXP INDUSTRIAL TRUST REIT USD.0001                        | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       948 | NS      | $47001.84     | 0.00%             |  |  |  | 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        |      1141 | NS      | $18929.19     | 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        |       337 | NS      | $12590.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     24502 | NS      | $3930120.80   | 0.34%             |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Praxis Precision Medicines Inc.                       | PRAXIS PRECISION MEDICINES INC COMMON STOCK USD.0001      | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $116422.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                         | PRECIGEN INC COMMON STOCK                                 | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4825 | NS      | $20168.50     | 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        |        96 | NS      | $10620.48     | 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        |       677 | NS      | $63604.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc.                              | SENSEONICS HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 81727U303<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |       792 | NS      | $4371.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | SYNCHRONY FINANCIAL COMMON STOCK USD.001                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      5794 | NS      | $483393.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | SYSCO CORP COMMON STOCK USD1.0                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7507 | NS      | $553190.83    | 0.05%             |  |  |  | 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        |      4743 | NS      | $63461.34     | 0.01%             |  |  |  | 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        |     17513 | NS      | $2690171.93   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                                | VIR BIOTECHNOLOGY INC COMMON STOCK                        | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2436 | NS      | $14689.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc.                         | VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 92766K403<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1177 | NS      | $3778.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics Inc.                            | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $47738.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares Corporation              | VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5        | CUSIP: 928031103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $6136.90      | 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        |      1346 | NS      | $44848.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                   | VISTEON CORP COMMON STOCK                                 | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $40607.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistagen Therapeutics Inc.                            | VISTAGEN THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $1429.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                          | VISTRA CORP COMMON STOCK USD.01                           | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5327 | NS      | $859404.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc.                                           | AGENUS INC COMMON STOCK USD.01                            | CUSIP: 00847G804<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       597 | NS      | $1874.58      | 0.00%             |  |  |  | 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        |      3503 | NS      | $865311.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | ALBEMARLE CORP COMMON STOCK USD.01                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1854 | NS      | $262229.76    | 0.02%             |  |  |  | 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        |      1107 | NS      | $5734.26      | 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        |      2221 | NS      | $3464.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corporation                          | ALERUS FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 01446U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $13872.32     | 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        |      1375 | NS      | $28380.00     | 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        |        95 | NS      | $20704.30     | 0.00%             |  |  |  | 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        |      1991 | NS      | $50013.92     | 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        |       367 | NS      | $13362.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                    | APPIAN CORP A COMMON STOCK USD.0001                       | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       707 | NS      | $25041.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | APPLE INC COMMON STOCK USD.00001                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    233480 | NS      | $63473872.80  | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                         | APPFOLIO INC COMMON STOCK USD.0001                        | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $84451.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                           | APPLE HOSPITALITY REIT INC REIT                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3340 | NS      | $39579.00     | 0.00%             |  |  |  | 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        |      4390 | NS      | $107642.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologies Inc.                  | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       588 | NS      | $150980.76    | 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        |     12529 | NS      | $3219827.71   | 0.28%             |  |  |  | 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        |       503 | NS      | $103960.04    | 0.01%             |  |  |  | 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        |      1084 | NS      | $37788.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | ARAMARK COMMON STOCK USD.01                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      4122 | NS      | $151936.92    | 0.01%             |  |  |  | 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        |      2136 | NS      | $240065.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc.                   | EASTERLY GOVERNMENT PROPERTIES REIT USD.01                | CUSIP: 27616P301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $15129.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corporation                         | ARBUTUS BIOPHARMA CORP COMMON STOCK                       | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3483 | NS      | $16753.23     | 0.00%             |  |  |  | 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        |      3096 | NS      | $24024.96     | 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        |      1109 | NS      | $12553.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gemini Space Station Inc.                             | GEMINI SPACE STATION INC COMMON STOCK USD.001             | CUSIP: 36866J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $7162.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corporation                                   | ARCBEST CORP COMMON STOCK USD.01                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       368 | NS      | $27301.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                          | ARCELLX INC COMMON STOCK USD.001                          | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $57376.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                           | KFORCE INC COMMON STOCK USD.01                            | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       373 | NS      | $11533.16     | 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        |      1841 | NS      | $68798.17     | 0.01%             |  |  |  | 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        |       925 | NS      | $126142.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | GENERAL DYNAMICS CORP COMMON STOCK USD1.0                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4229 | NS      | $1423735.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                              | KIMBALL ELECTRONICS INC COMMON STOCK                      | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       459 | NS      | $12769.38     | 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        |      5214 | NS      | $526040.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                 | TRUSTMARK CORP COMMON STOCK                               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       974 | NS      | $37937.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turn Therapeutics Inc.                                | TURN THERAPEUTICS INC COMMON STOCK                        | CUSIP: 90021W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $2521.60      | 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        |       289 | NS      | $31327.60     | 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        |       838 | NS      | $56162.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | KIMCO REALTY CORP REIT USD.01                             | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10514 | NS      | $213118.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                    | KINDER MORGAN INC COMMON STOCK USD.01                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     34897 | NS      | $959318.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                           | TWILIO INC COMMON STOCK USD.001                           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2416 | NS      | $343651.84    | 0.03%             |  |  |  | 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        |       956 | NS      | $30324.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kindly MD Inc.                                        | KINDLY MD INC COMMON STOCK                                | CUSIP: 49457M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6104 | NS      | $2143.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Companies Inc.                              | KINGSTONE COS INC COMMON STOCK USD.01                     | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $4140.18      | 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        |      1749 | NS      | $18364.50     | 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      | $310501.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingsway Financial Services Inc.                      | KINGSWAY FINANCIAL SERVICES COMMON STOCK                  | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $8191.05      | 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        |       366 | NS      | $143149.92    | 0.01%             |  |  |  | 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        |       889 | NS      | $23371.81     | 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        |      4482 | NS      | $262734.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                     | KIRBY CORP COMMON STOCK USD.1                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       880 | NS      | $96958.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA KINNATE BIOPHAR COMMON STOCK                   | CONTRA KINNATE BIOPHAR COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       772 | NS      | $47.79        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UDR Inc.                                              | UDR INC REIT USD.01                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      5149 | NS      | $188865.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                      | ULTA BEAUTY INC COMMON STOCK                              | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $427137.06    | 0.04%             |  |  |  | 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        |       473 | NS      | $96042.65     | 0.01%             |  |  |  | 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        |     32414 | NS      | $2602195.92   | 0.23%             |  |  |  | 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      | $19757.40     | 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        |      1562 | NS      | $35926.00     | 0.00%             |  |  |  | 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        |       604 | NS      | $18180.40     | 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        |      4337 | NS      | $22855.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                     | UNDER ARMOUR INC COMMON STOCK USD.000333                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1621 | NS      | $8056.37      | 0.00%             |  |  |  | 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        |       111 | NS      | $15056.04     | 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        |      4834 | NS      | $10151.40     | 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        |      2176 | NS      | $36208.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                         | WILLSCOT HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2861 | NS      | $53872.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                         | WINGSTOP INC COMMON STOCK USD.01                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       439 | NS      | $104697.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                               | NICOLET BANKSHARES INC COMMON STOCK USD.01                | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $29718.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc.                                             | NIKE INC COMMON STOCK                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18696 | NS      | $1191122.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                   | WINMARK CORP COMMON STOCK                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $23486.52     | 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        |       477 | NS      | $19328.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                        | WINTRUST FINANCIAL CORP COMMON STOCK                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1017 | NS      | $142196.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                       | WISDOMTREE INC COMMON STOCK USD.01                        | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2248 | NS      | $27403.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                        | WOLFSPEED INC COMMON STOCK USD.00125                      | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $7434.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ESC WOLFSPEED + COMMON STOCK                          | ESC WOLFSPEED + COMMON STOCK                              | CUSIP: 977ESC029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2650 | NS      | $2809.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Workday Inc.                                          | WORKDAY INC COMMON STOCK USD.001                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3414 | NS      | $733258.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                          | WORKIVA INC COMMON STOCK USD.001                          | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $72105.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd.                             | NIOCORP DEVELOPMENTS LTD COMMON STOCK                     | CUSIP: 654484609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2004 | NS      | $10621.20     | 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        |      7341 | NS      | $306560.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                          | WORLD ACCEPTANCE CORP COMMON STOCK                        | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $13056.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                              | WORLD KINECT CORP COMMON STOCK USD.01                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       908 | NS      | $21274.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                          | WORTHINGTON ENTERPRISES INC COMMON STOCK                  | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       840 | NS      | $43318.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                                | WORTHINGTON STEEL INC COMMON STOCK USD.0001               | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $29911.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                           | NLIGHT INC COMMON STOCK                                   | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $30645.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc.                                           | NKARTA INC COMMON STOCK                                   | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $2715.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc.                                 | WW INTERNATIONAL INC COMMON STOCK                         | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       181 | NS      | $5287.92      | 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        |      1180 | NS      | $89160.80     | 0.01%             |  |  |  | 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        |      1634 | NS      | $196619.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                              | XPO INC COMMON STOCK USD.001                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1852 | NS      | $251705.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | XYLEM INC/NY COMMON STOCK                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3829 | NS      | $521433.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| X4 Pharmaceuticals Inc.                               | X4 PHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 98420X202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1453 | NS      | $5812.00      | 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        |      2215 | NS      | $5249.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                         | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2599 | NS      | $20402.15     | 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        |       632 | NS      | $5201.36      | 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        |       785 | NS      | $46683.95     | 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        |      1008 | NS      | $30633.12     | 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        |      2162 | NS      | $17425.72     | 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        |      1279 | NS      | $56493.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalo Therapeutics Inc.                               | AVALO THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 05338F306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $5738.56      | 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        |      2228 | NS      | $403958.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                   | AVANOS MEDICAL INC COMMON STOCK USD.01                    | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       974 | NS      | $10938.02     | 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        |     10685 | NS      | $122450.10    | 0.01%             |  |  |  | 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        |       351 | NS      | $13829.40     | 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        |      1161 | NS      | $2821.23      | 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        |      1144 | NS      | $79416.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Rock Coffee Bar Inc.                            | BLACK ROCK COFFEE BAR INC COMMON STOCK USD.00001          | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $6942.00      | 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        |      3480 | NS      | $83415.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaviyo Inc.                                          | KLAVIYO INC COMMON STOCK USD.001                          | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2202 | NS      | $71498.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                             | EXPAND ENERGY CORP COMMON STOCK USD.01                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3744 | NS      | $413187.84    | 0.04%             |  |  |  | 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        |       396 | NS      | $49404.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                               | KNIFE RIVER CORP COMMON STOCK                             | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $63103.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                    | KOHL'S CORP COMMON STOCK USD.01                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1775 | NS      | $36227.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | CHEVRON CORP COMMON STOCK USD.75                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32672 | NS      | $4979539.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                            | CHEWY INC COMMON STOCK USD.01                             | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3465 | NS      | $114518.25    | 0.01%             |  |  |  | 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        |       968 | NS      | $26348.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                 | NCR VOYIX CORP COMMON STOCK USD.01                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2343 | NS      | $23898.60     | 0.00%             |  |  |  | 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        |      1226 | NS      | $50008.54     | 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        |      3043 | NS      | $484567.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                              | NVR INC COMMON STOCK USD.01                               | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $328174.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                      | HandR BLOCK INC COMMON STOCK                              | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $91605.16     | 0.01%             |  |  |  | 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        |      3685 | NS      | $320189.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                              | NOV INC COMMON STOCK USD.01                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      5834 | NS      | $91185.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corporation                                | NCR ATLEOS CORP COMMON STOCK USD.01                       | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $44931.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                                  | BLOOMIN' BRANDS INC COMMON STOCK USD.01                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1470 | NS      | $9069.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                                 | BLUE BIRD CORP COMMON STOCK USD.0001                      | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       498 | NS      | $23406.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc.                              | NANO NUCLEAR ENERGY INC COMMON STOCK USD.0001             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       797 | NS      | $19135.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Napco Security Technologies Inc.                      | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01        | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $24102.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ICOSAVAX INC COMMON STOCK                      | CONTRA ICOSAVAX INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       737 | NS      | $228.47       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Illinois Tool Works Inc.                              | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4608 | NS      | $1134950.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                           | NASDAQ INC COMMON STOCK USD.01                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      9001 | NS      | $874267.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                           | NATERA INC COMMON STOCK                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $494147.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                         | ILLUMINA INC COMMON STOCK USD.01                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2414 | NS      | $316620.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                      | IMAX CORP COMMON STOCK                                    | CUSIP: 45245E109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       848 | NS      | $31342.08     | 0.00%             |  |  |  | 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        |        93 | NS      | $8702.01      | 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        |       604 | NS      | $22958.04     | 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        |       668 | NS      | $4542.40      | 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        |      1093 | NS      | $7191.94      | 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        |      1573 | NS      | $50162.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc.                               | NATIONAL CINEMEDIA INC COMMON STOCK USD.01                | CUSIP: 635309206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1936 | NS      | $7531.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc.                                      | IMMUNITYBIO INC COMMON STOCK USD.0001                     | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15700 | NS      | $31086.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Merrimack Pharmaceuticals Inc.                        | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $6.12         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National HealthCare Corporation                       | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01              | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $35095.04     | 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        |      1420 | NS      | $113685.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc.                             | MERSANA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 59045L205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $2748.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                | MESA LABORATORIES INC COMMON STOCK                        | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $7614.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                               | PATHWARD FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $23359.00     | 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        |      1067 | NS      | $19077.96     | 0.00%             |  |  |  | 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        |       774 | NS      | $59110.38     | 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        |       134 | NS      | $14305.84     | 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        |       432 | NS      | $8108.64      | 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        |      5069 | NS      | $76035.00     | 0.01%             |  |  |  | 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        |     28559 | NS      | $2853329.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                   | MATIV HOLDINGS INC COMMON STOCK USD.1                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       942 | NS      | $11445.30     | 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        |       724 | NS      | $72877.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                 | LIGHT and WONDER INC COMMON STOCK USD.001                 | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $412.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scilex Holding Company                                | SCILEX HOLDING CO COMMON STOCK USD.0001                   | CUSIP: 80880W205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $1683.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                        | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01             | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       915 | NS      | $53390.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc.                                         | SEPTERNA INC COMMON STOCK USD.001                         | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $20296.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Seres Therapeutics Inc.                               | SERES THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |       175 | NS      | $2604.00      | 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        |      1310 | NS      | $5226.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                                  | SEABOARD CORP COMMON STOCK USD1.0                         | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        16 | NS      | $71117.12     | 0.01%             |  |  |  | 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        |      2209 | NS      | $172235.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc.                                   | SERVE ROBOTICS INC COMMON STOCK USD.0001                  | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1195 | NS      | $12404.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sealed Air Corporation                                | SEALED AIR CORP COMMON STOCK USD.1                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2317 | NS      | $95993.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks and Resorts Inc.                         | UNITED PARKS and RESORTS INC COMMON STOCK USD.01          | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $31363.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                              | SERVICE PROPERTIES TRUST REIT USD.01                      | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3182 | NS      | $5854.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                       | SERVICENOW INC COMMON STOCK USD.001                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     16365 | NS      | $2506954.35   | 0.22%             |  |  |  | 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        |      2364 | NS      | $44561.40     | 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        |      2176 | NS      | $19279.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                         | TAPESTRY INC COMMON STOCK USD.01                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3270 | NS      | $417807.90    | 0.04%             |  |  |  | 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        |      1699 | NS      | $69659.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                     | TELOS CORP COMMON STOCK USD.001                           | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $6742.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telomir Pharmaceuticals Inc.                          | TELOMIR PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 87975F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1013 | NS      | $1347.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc.                                        | TEMPUS AI INC COMMON STOCK USD.0001                       | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2650 | NS      | $156482.50    | 0.01%             |  |  |  | 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        |      1009 | NS      | $51095.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TON Strategy Company                                  | TON STRATEGY CO COMMON STOCK                              | CUSIP: 92337U302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1115 | NS      | $2218.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Veralto Corp                                          | VERALTO CORP COMMON STOCK USD.01                          | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $389241.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                         | VERISIGN INC COMMON STOCK USD.001                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1467 | NS      | $356407.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                | VIEMED HEALTHCARE INC COMMON STOCK                        | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $6501.25      | 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        |      1776 | NS      | $62479.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA VIGIL NEUROSCIE COMMON STOCK                   | CONTRA VIGIL NEUROSCIE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1011 | NS      | $50.55        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Village Super Market Inc.                             | VILLAGE SUPER MARKET INC COMMON STOCK                     | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $5769.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | VISA INC COMMON STOCK USD.0001                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26726 | NS      | $9373075.46   | 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        |       109 | NS      | $17783.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                           | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1             | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      1983 | NS      | $28733.67     | 0.00%             |  |  |  | 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        |       251 | NS      | $9663.50      | 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        |       234 | NS      | $24256.44     | 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        |     19193 | NS      | $1153691.23   | 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        |      1914 | NS      | $341821.26    | 0.03%             |  |  |  | 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        |      1312 | NS      | $23812.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                         | WOODWARD INC COMMON STOCK USD.001455                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       942 | NS      | $284785.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                             | XPEL INC COMMON STOCK                                     | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       454 | NS      | $22659.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK USD2.5                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      9306 | NS      | $687341.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CGROWTH CAPITAL INC SER A PFD                         | CGROWTH CAPITAL INC SER A PFD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       110 | NS      | $426.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Titan America SA                                      | TITAN AMERICA SA COMMON STOCK                             | CUSIP: B9151N105<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      3035 | NS      | $50016.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                            | AVNET INC COMMON STOCK USD1.0                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1289 | NS      | $61975.12     | 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        |     62325 | NS      | $4800894.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | CINTAS CORP COMMON STOCK                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6341 | NS      | $1192551.87   | 0.10%             |  |  |  | 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        |      1688 | NS      | $3460.40      | 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        |      9237 | NS      | $787454.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corporation                                     | EGAIN CORP COMMON STOCK USD.001                           | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $5813.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc.                                          | EHEALTH INC COMMON STOCK USD.001                          | CUSIP: 28238P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $3528.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA 89BIO INC COMMON STOCK                         | CONTRA 89BIO INC COMMON STOCK                             | CUSIP: 282CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $817.36       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elanco Animal Health Incorporated                     | ELANCO ANIMAL HEALTH INC COMMON STOCK                     | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7802 | NS      | $176559.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | ELECTRONIC ARTS INC COMMON STOCK USD.01                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3935 | NS      | $804038.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc.                           | ELEDON PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |      1610 | NS      | $2431.10      | 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        |      3770 | NS      | $94212.30     | 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        |       702 | NS      | $429476.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                            | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       873 | NS      | $10790.28     | 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        |      8872 | NS      | $1177491.84   | 0.10%             |  |  |  | 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        |      2731 | NS      | $17806.12     | 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        |       404 | NS      | $17440.68     | 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        |      2485 | NS      | $98505.40     | 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        |       519 | NS      | $8184.63      | 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        |       389 | NS      | $21142.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| enCore Energy Corp                                    | ENCORE ENERGY CORP COMMON STOCK                           | CUSIP: 29259W700<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3405 | NS      | $8444.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                          | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1565 | NS      | $166109.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                     | ENERGY FUELS INC/CANADA COMMON STOCK                      | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3658 | NS      | $53187.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                                  | ENERGY RECOVERY INC COMMON STOCK USD.001                  | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       943 | NS      | $12721.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                               | ENERGIZER HOLDINGS INC COMMON STOCK                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1106 | NS      | $21998.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                               | ENERSYS COMMON STOCK USD.01                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       598 | NS      | $87756.50     | 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        |       882 | NS      | $33727.68     | 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        |      2694 | NS      | $12419.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                          | ENHABIT INC COMMON STOCK USD.01                           | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $8316.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc.                             | ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $15199.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                            | ENNIS INC COMMON STOCK USD2.5                             | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $11472.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KEYCORP COMMON STOCK USD1.0                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     16649 | NS      | $343635.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                            | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2700 | NS      | $548613.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro-Dex Inc.                                          | PRO-DEX INC COMMON STOCK                                  | CUSIP: 74265M205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $2578.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                              | PROASSURANCE CORP COMMON STOCK USD.01                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       836 | NS      | $20197.76     | 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        |     36883 | NS      | $5285702.73   | 0.46%             |  |  |  | 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        |      1460 | NS      | $7957.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                | CONCENTRIX CORP COMMON STOCK                              | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $41704.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc.                  | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $39753.60     | 0.00%             |  |  |  | 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        |       866 | NS      | $5810.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                 | CONDUENT INC COMMON STOCK USD.01                          | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      3137 | NS      | $6023.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwave Technology Solutions Inc.                   | GREENWAVE TECHNOLOGY SOLUTIONS COMMON STOCK               | CUSIP: 57630J502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $251.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                           | MASTEC INC COMMON STOCK USD.1                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1238 | NS      | $269104.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                               | MASTERCARD INC COMMON STOCK USD.0001                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14116 | NS      | $8058542.08   | 0.71%             |  |  |  | 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        |       443 | NS      | $8377.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                      | MASTERBRAND INC COMMON STOCK USD.01                       | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2151 | NS      | $23747.04     | 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        |      1941 | NS      | $82376.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                      | MATCH GROUP INC COMMON STOCK USD.001                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      3787 | NS      | $122282.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                  | MATERION CORP COMMON STOCK                                | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       331 | NS      | $41149.92     | 0.00%             |  |  |  | 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        |       603 | NS      | $7055.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                           | MATSON INC COMMON STOCK                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       508 | NS      | $62763.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                           | MATTEL INC COMMON STOCK USD1.0                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5066 | NS      | $100509.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                            | OPENDOOR TECHNOLOGIES INC WARRANTS CALL EXP 20NOV26       | CUSIP: 683712145<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $155.77       | 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        |      2641 | NS      | $4093.55      | 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        |       834 | NS      | $12643.44     | 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        |      5608 | NS      | $101000.08    | 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        |      4442 | NS      | $573062.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                   | STEEL DYNAMICS INC COMMON STOCK USD.005                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2307 | NS      | $390921.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                        | STEPAN CO COMMON STOCK USD1.0                             | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       419 | NS      | $19843.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc.                                             | STEM INC COMMON STOCK USD.0001                            | CUSIP: 85859N300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       152 | NS      | $2287.60      | 0.00%             |  |  |  | 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        |       867 | NS      | $26824.98     | 0.00%             |  |  |  | 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        |      1278 | NS      | $82009.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                            | STERIS PLC COMMON STOCK USD75.0                           | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $392956.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc.                                 | STERLING BANCORP INC/MI COMMON STOCK                      | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sterling Infrastructure Inc.                          | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01           | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       478 | NS      | $146377.94    | 0.01%             |  |  |  | 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        |       472 | NS      | $33162.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                          | SUMMIT HOTEL PROPERTIES INC REIT                          | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2167 | NS      | $10553.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc.                              | SUMMIT THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11718 | NS      | $204947.82    | 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        |      1967 | NS      | $243730.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                    | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01         | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $12893.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                   | FLYWIRE CORP COMMON STOCK USD.0001                        | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1943 | NS      | $27512.88     | 0.00%             |  |  |  | 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        |      4696 | NS      | $80301.60     | 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        |       874 | NS      | $48769.20     | 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        |      2505 | NS      | $28456.80     | 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        |      8217 | NS      | $546101.82    | 0.05%             |  |  |  | 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        |      4306 | NS      | $235064.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Finward Bancorp                                       | FINWARD BANCORP COMMON STOCK                              | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $4117.23      | 0.00%             |  |  |  | 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        |      2912 | NS      | $42311.36     | 0.00%             |  |  |  | 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        |      1096 | NS      | $32189.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc.                                        | LOANDEPOT INC COMMON STOCK USD.001                        | CUSIP: 53946R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2274 | NS      | $4707.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc.                                    | LOAR HOLDINGS INC COMMON STOCK NPV                        | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $100368.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3671 | NS      | $1775552.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                               | F5 INC COMMON STOCK                                       | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $231010.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc.                                     | SERVICETITAN INC COMMON STOCK USD.001                     | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1226 | NS      | $130569.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrivon Therapeutics Inc.                             | ACRIVON THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 004890109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $1932.82      | 0.00%             |  |  |  | No            |                  1 | 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      |
| Acuity Inc.                                           | ACUITY INC COMMON STOCK USD.01                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $173899.32    | 0.02%             |  |  |  | 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        |       935 | NS      | $74631.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.                    | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK                | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1282 | NS      | $66548.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                         | ATRICURE INC COMMON STOCK USD.001                         | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $31885.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Minerals Inc.                                    | AURA MINERALS INC COMMON STOCK                            | CUSIP: 05152Q305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $67757.76     | 0.01%             |  |  |  | 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        |      1468 | NS      | $8000.60      | 0.00%             |  |  |  | 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        |      6373 | NS      | $1639326.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                       | AUTONATION INC COMMON STOCK USD.01                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $120584.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                         | AUTOZONE INC COMMON STOCK USD.01                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       263 | NS      | $891964.50    | 0.08%             |  |  |  | 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        |       912 | NS      | $10314.72     | 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        |       531 | NS      | $13949.37     | 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        |       864 | NS      | $51373.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                          | FULTON FINANCIAL CORP COMMON STOCK USD2.5                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      2623 | NS      | $50702.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                           | GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01            | CUSIP: 384313607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $7072.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Corporation                                    | GRAHAM CORP COMMON STOCK USD.1                            | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $12267.93     | 0.00%             |  |  |  | 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        |        53 | NS      | $58225.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc.                                            | GRAIL INC COMMON STOCK                                    | CUSIP: 384747101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $52723.44     | 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        |      2822 | NS      | $1441618.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                             | MOOG INC COMMON STOCK USD1.0                              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       449 | NS      | $109353.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                          | NETGEAR INC COMMON STOCK USD.001                          | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       516 | NS      | $12657.48     | 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        |      1245 | NS      | $33689.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc.                              | NEW FORTRESS ENERGY INC COMMON STOCK USD.01               | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4550 | NS      | $5187.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Idaho Strategic Resources Inc.                        | IDAHO STRATEGIC RESOURCES INC COMMON STOCK USD.1          | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $9913.80      | 0.00%             |  |  |  | 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        |      1688 | NS      | $77850.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                   | RITHM CAPITAL CORP REIT USD.01                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      7991 | NS      | $87101.90     | 0.01%             |  |  |  | No            |                  1 | 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        |      2533 | NS      | $175840.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                    | NEWELL BRANDS INC COMMON STOCK USD1.0                     | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      6813 | NS      | $25344.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                 | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       148 | NS      | $101714.48    | 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        |      2473 | NS      | $42881.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | NEWMONT CORP COMMON STOCK USD1.6                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     17296 | NS      | $1727005.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                                | NPK INTERNATIONAL INC COMMON STOCK                        | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      1464 | NS      | $17450.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK USD.01                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5268 | NS      | $137600.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3480 | NS      | $103112.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc.                                          | NEWSMAX INC COMMON STOCK USD.01                           | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $11301.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc.                                        | NEWTEKONE INC COMMON STOCK USD.02                         | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       618 | NS      | $7014.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nextpower Inc.                                        | NEXTPOWER INC COMMON STOCK USD.0001                       | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2335 | NS      | $203401.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNRG Inc.                                          | NEXTNRG INC COMMON STOCK USD.0001                         | CUSIP: 652941105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2423 | NS      | $3513.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc.                                          | NUTANIX INC COMMON STOCK USD.000025                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      4226 | NS      | $218441.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA CORP COMMON STOCK USD.001                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    382297 | NS      | $71298390.50  | 6.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                         | NUVALENT INC COMMON STOCK USD.0001                        | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $106122.45    | 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        |      4464 | NS      | $63254.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc.                                     | NUTEX HEALTH INC COMMON STOCK                             | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $18602.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                               | NURIX THERAPEUTICS INC COMMON STOCK                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1642 | NS      | $31148.74     | 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        |      5450 | NS      | $48832.00     | 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        |      3303 | NS      | $141038.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                        | O-I GLASS INC COMMON STOCK USD.01                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2484 | NS      | $36663.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                             | SIMON PROPERTY GROUP LP REIT USD.0001                     | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5129 | NS      | $949429.19    | 0.08%             |  |  |  | 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        |      1632 | NS      | $32770.56     | 0.00%             |  |  |  | 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        |       658 | NS      | $106247.26    | 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        |       356 | NS      | $6489.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc.                                         | SINCLAIR INC COMMON STOCK USD.01                          | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       844 | NS      | $12913.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc.                              | SIONNA THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $29168.26     | 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        |      2930 | NS      | $77293.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                    | SITE CENTERS CORP REIT USD.1                              | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      1310 | NS      | $8410.20      | 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        |       705 | NS      | $87814.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                       | AMAZON.COM INC COMMON STOCK USD.01                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    167795 | NS      | $38730441.90  | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc.                           | OCTAVE SPECIALTY GROUP INC COMMON STOCK USD.01            | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       851 | NS      | $6620.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | J M SMUCKER CO/THE COMMON STOCK                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1676 | NS      | $163929.56    | 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        |       816 | NS      | $281193.60    | 0.02%             |  |  |  | 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        |       399 | NS      | $12436.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc.                                | FLOTEK INDUSTRIES INC COMMON STOCK USD.0001               | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |       521 | NS      | $8976.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                     | FLUOR CORP COMMON STOCK USD.01                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2523 | NS      | $99986.49     | 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        |      3368 | NS      | $36643.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                             | SNAP INC COMMON STOCK USD.00001                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     22607 | NS      | $182438.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                        | SNOWFLAKE INC COMMON STOCK USD1.0                         | CUSIP: 833445109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5251 | NS      | $1151859.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                 | FLOWSERVE CORP COMMON STOCK USD1.25                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2054 | NS      | $142506.52    | 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        |      2086 | NS      | $41261.08     | 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        |     18818 | NS      | $492655.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc.                    | SOLARIS ENERGY INFRASTRUCTURE COMMON STOCK USD.01         | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $35580.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc.                                | STANDARD BIOTOOLS INC COMMON STOCK USD.001                | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |      6759 | NS      | $8651.52      | 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        |       627 | NS      | $9511.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | FORD MOTOR CO COMMON STOCK USD.01                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     61364 | NS      | $805095.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc.                                        | HCI GROUP INC COMMON STOCK                                | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       203 | NS      | $38913.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc.                              | SOLENO THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 834203309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       849 | NS      | $39308.70     | 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        |      1330 | NS      | $7501.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                       | HNI CORP COMMON STOCK USD1.0                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1126 | NS      | $47337.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                   | LADDER CAPITAL CORP REIT USD.001                          | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2411 | NS      | $26496.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stubhub Holdings Inc.                                 | STUBHUB HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 86384P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5093 | NS      | $68908.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Uranium Energy Corp.                                  | URANIUM ENERGY CORP COMMON STOCK USD.001                  | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7043 | NS      | $82262.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                 | URBAN OUTFITTERS INC COMMON STOCK USD.0001                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1410 | NS      | $106116.60    | 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        |      2109 | NS      | $40471.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                        | LAKELAND FINANCIAL CORP COMMON STOCK                      | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $24421.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc.                              | LAKELAND INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       369 | NS      | $3261.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc.                                   | USA RARE EARTH INC COMMON STOCK USD.0001                  | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2103 | NS      | $25025.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lam Research Corporation                              | LAM RESEARCH CORP COMMON STOCK USD.001                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     19905 | NS      | $3407337.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                             | LAMAR ADVERTISING CO REIT USD.001                         | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1358 | NS      | $171895.64    | 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        |      2191 | NS      | $91780.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marzetti Company                                  | MARZETTI COMPANY/THE COMMON STOCK                         | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $72673.64     | 0.01%             |  |  |  | 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        |       171 | NS      | $12072.60     | 0.00%             |  |  |  | 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        |      5965 | NS      | $2505.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc.                                    | ARDENT HEALTH INC COMMON STOCK USD.01                     | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2359 | NS      | $20829.97     | 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        |      3391 | NS      | $548087.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                            | ARGAN INC COMMON STOCK USD.15                             | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $68303.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                         | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1094 | NS      | $88351.44     | 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        |       288 | NS      | $4248.00      | 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        |      8828 | NS      | $2128960.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc.                                      | LUCID GROUP INC COMMON STOCK USD.0001                     | CUSIP: 549498202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4834 | NS      | $51095.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MandT Bank Corporation                                | MandT BANK CORP COMMON STOCK USD.5                        | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2409 | NS      | $485365.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                             | MBIA INC COMMON STOCK USD1.0                              | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      1002 | NS      | $7174.32      | 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        |      3206 | NS      | $62581.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                    | MFA FINANCIAL INC REIT USD.01                             | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      1679 | NS      | $15631.49     | 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        |       620 | NS      | $48620.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite Strategy Inc.                                    | LITE STRATEGY INC COMMON STOCK                            | CUSIP: 55279B301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $1261.92      | 0.00%             |  |  |  | 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        |      3556 | NS      | $103906.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc.                                  | MBX BIOSCIENCES INC COMMON STOCK USD.0001                 | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $22771.88     | 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        |      4251 | NS      | $155118.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                  | MGP INGREDIENTS INC COMMON STOCK                          | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $8723.70      | 0.00%             |  |  |  | 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        |       420 | NS      | $53739.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                              | MKS INC COMMON STOCK                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1054 | NS      | $168429.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MNTN Inc.                                             | MNTN INC COMMON STOCK USD.0001                            | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $9098.28      | 0.00%             |  |  |  | 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        |      2790 | NS      | $140950.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                               | MSA SAFETY INC COMMON STOCK                               | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $99767.22     | 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        |       878 | NS      | $73839.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI INC COMMON STOCK USD.01                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1215 | NS      | $697081.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M-tron Industries Inc.                                | M-TRON INDUSTRIES INC WARRANTS CALL EXP 25APR28           | CUSIP: 55380K125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $46.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MVB Financial Corp.                                   | MVB FINANCIAL CORP COMMON STOCK USD1.0                    | CUSIP: 553810102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $9479.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc.                                      | MACROGENICS INC COMMON STOCK USD.01                       | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      1532 | NS      | $2466.52      | 0.00%             |  |  |  | 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        |      4263 | NS      | $93999.15     | 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        |      1150 | NS      | $47886.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.             | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01        | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       655 | NS      | $35297.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                    | MADISON SQUARE GARDEN SPORTS C COMMON STOCK USD.01        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $79922.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                              | SPHERE ENTERTAINMENT CO COMMON STOCK USD.01               | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       461 | NS      | $43831.88     | 0.00%             |  |  |  | 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        |       350 | NS      | $203819.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                                   | MAGNERA CORP COMMON STOCK USD.01                          | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       606 | NS      | $9174.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc.                            | LIBERTY LIVE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $34719.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc.                            | LIBERTY LIVE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $83908.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                          | MAGNITE INC COMMON STOCK USD.00001                        | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      2254 | NS      | $36582.42     | 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        |      2838 | NS      | $62123.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                   | LIBERTY ENERGY INC COMMON STOCK                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2564 | NS      | $47331.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK               | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3408 | NS      | $335722.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MAGENTA THERAPE COMMON STOCK                   | CONTRA MAGENTA THERAPE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2418 | NS      | $118.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Malibu Boats Inc.                                     | MALIBU BOATS INC COMMON STOCK USD.01                      | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       377 | NS      | $10635.17     | 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        |       714 | NS      | $22805.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                                   | VITESSE ENERGY INC COMMON STOCK USD.01                    | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $13424.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mama's Creations Inc.                                 | MAMA'S CREATIONS INC COMMON STOCK                         | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       716 | NS      | $9658.84      | 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        |       952 | NS      | $164991.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empery Digital Inc.                                   | EMPERY DIGITAL INC COMMON STOCK USD.00001                 | CUSIP: 92864V608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $2971.82      | 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        |      2323 | NS      | $86369.14     | 0.01%             |  |  |  | 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        |       660 | NS      | $7913.40      | 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        |      4945 | NS      | $28038.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                    | MANPOWERGROUP INC COMMON STOCK USD.01                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       755 | NS      | $22446.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA OPTINOSE INC COMMON STOCK                      | CONTRA OPTINOSE INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       230 | NS      | $138.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OraSure Technologies Inc.                             | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001          | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1971 | NS      | $4769.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc.                            | ORCHID ISLAND CAPITAL INC REIT USD.01                     | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |      2447 | NS      | $17618.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                           | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $11048.94     | 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        |       556 | NS      | $20911.16     | 0.00%             |  |  |  | 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        |      1616 | NS      | $13218.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                 | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025               | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $8933.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                                | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       253 | NS      | $8652.60      | 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        |      1836 | NS      | $49792.32     | 0.00%             |  |  |  | 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        |       450 | NS      | $25992.00     | 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        |       686 | NS      | $19571.58     | 0.00%             |  |  |  | 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        |      8675 | NS      | $742146.25    | 0.07%             |  |  |  | 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        |       646 | NS      | $46822.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation                   | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01          | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |       728 | NS      | $20951.84     | 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        |      7365 | NS      | $1293073.05   | 0.11%             |  |  |  | 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        |      3195 | NS      | $416947.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                         | AMERICAN WOODMARK CORP COMMON STOCK                       | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $13744.50     | 0.00%             |  |  |  | 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        |      1848 | NS      | $412418.16    | 0.04%             |  |  |  | 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        |      2946 | NS      | $51172.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | BROADCOM INC COMMON STOCK                                 | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74001 | NS      | $25611746.10  | 2.25%             |  |  |  | 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        |      3791 | NS      | $40904.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corporation                       | BROOKFIELD BUSINESS CORP COMMON STOCK                     | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1176 | NS      | $42194.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc.                                           | AZENTA INC COMMON STOCK USD.01                            | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       734 | NS      | $24412.84     | 0.00%             |  |  |  | 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        |      5149 | NS      | $410375.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                     | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      3294 | NS      | $86665.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      4259 | NS      | $110989.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                    | BRUKER CORP COMMON STOCK USD.01                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2377 | NS      | $111980.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                 | BRUNSWICK CORP/DE COMMON STOCK USD.75                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1029 | NS      | $76392.96     | 0.01%             |  |  |  | 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        |      9217 | NS      | $2098895.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                          | PROGYNY INC COMMON STOCK USD.0001                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1366 | NS      | $35078.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                         | PROLOGIS INC REIT USD.01                                  | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14613 | NS      | $1865495.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                | PROPETRO HOLDING CORP COMMON STOCK                        | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $16851.72     | 0.00%             |  |  |  | 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        |      1404 | NS      | $97030.44     | 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        |       751 | NS      | $4002.83      | 0.00%             |  |  |  | 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        |       988 | NS      | $86291.92     | 0.01%             |  |  |  | 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        |       417 | NS      | $21096.03     | 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        |      2254 | NS      | $44516.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                             | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5528 | NS      | $624000.64    | 0.05%             |  |  |  | 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        |      7866 | NS      | $631639.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                  | QUANTA SERVICES INC COMMON STOCK USD.00001                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2315 | NS      | $977068.90    | 0.09%             |  |  |  | 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        |      3255 | NS      | $3580.50      | 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        |       841 | NS      | $5348.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc.                                | QUANTUM COMPUTING INC COMMON STOCK                        | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3537 | NS      | $36289.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QuantumScape Corporation                              | QUANTUMSCAPE CORP COMMON STOCK USD.0001                   | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8895 | NS      | $92685.90     | 0.01%             |  |  |  | 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        |       956 | NS      | $79988.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                      | SELECTQUOTE INC COMMON STOCK USD.01                       | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3464 | NS      | $4884.24      | 0.00%             |  |  |  | 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        |      2502 | NS      | $9432.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GeneDx Holdings Corp.                                 | GENEDX HOLDINGS CORP COMMON STOCK USD.0001                | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $58917.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc.                                | SEMLER SCIENTIFIC INC COMMON STOCK USD.001                | CUSIP: 81684M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $3960.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                   | SEMTECH CORP COMMON STOCK USD.01                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1368 | NS      | $100807.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                | SEMPRA COMMON STOCK                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     10283 | NS      | $907886.07    | 0.08%             |  |  |  | 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        |      2124 | NS      | $25254.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Limited                                     | GOLAR LNG LTD COMMON STOCK USD1.0                         | CUSIP: G9456A100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1645 | NS      | $61210.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company                | PERRIGO CO PLC COMMON STOCK EUR.001                       | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      2170 | NS      | $30206.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zura Bio Limited                                      | ZURA BIO LTD COMMON STOCK USD.0001                        | CUSIP: G9TY5A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1158 | NS      | $6067.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                               | AEBI SCHMIDT HOLDING AG COMMON STOCK USD1.0               | CUSIP: H00501108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1295 | NS      | $16381.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                       | BUNGE GLOBAL SA COMMON STOCK USD.01                       | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3151 | NS      | $280691.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                | CRISPR THERAPEUTICS AG COMMON STOCK CHF.03                | CUSIP: H17182108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1437 | NS      | $75356.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | GARMIN LTD COMMON STOCK CHF.1                             | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3039 | NS      | $616461.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artiva Biotherapeutics Inc.                           | ARTIVA BIOTHERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 04317A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $2072.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                          | ARVINAS INC COMMON STOCK USD.001                          | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1076 | NS      | $12761.36     | 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        |      2501 | NS      | $34288.71     | 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        |      2440 | NS      | $62854.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                         | ASSURANT INC COMMON STOCK USD.01                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       782 | NS      | $188344.70    | 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        |       413 | NS      | $17891.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc.                                      | ASTERA LABS INC COMMON STOCK USD.0001                     | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2617 | NS      | $435364.12    | 0.04%             |  |  |  | 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        |       523 | NS      | $15852.13     | 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        |      1366 | NS      | $47113.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                    | LITHIA MOTORS INC COMMON STOCK                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       401 | NS      | $133264.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                       | LITTELFUSE INC COMMON STOCK USD.01                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       394 | NS      | $99650.48     | 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        |      3642 | NS      | $518985.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc.                              | LIVE OAK BANCSHARES INC COMMON STOCK                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $25831.20     | 0.00%             |  |  |  | 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        |      7720 | NS      | $1432214.40   | 0.13%             |  |  |  | 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        |      4267 | NS      | $1323794.08   | 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        |      1715 | NS      | $19516.70     | 0.00%             |  |  |  | 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        |       947 | NS      | $589659.02    | 0.05%             |  |  |  | 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        |     13561 | NS      | $1152413.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | MASCO CORP COMMON STOCK USD1.0                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3261 | NS      | $206943.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                    | MASIMO CORP COMMON STOCK USD.001                          | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       858 | NS      | $111591.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                            | UDEMY INC COMMON STOCK USD.00001                          | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2499 | NS      | $14619.15     | 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        |      1152 | NS      | $132526.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                   | UFP INDUSTRIES INC COMMON STOCK                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       954 | NS      | $86861.70     | 0.01%             |  |  |  | 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        |       251 | NS      | $19600.59     | 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        |     32802 | NS      | $2680251.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                         | UBIQUITI INC COMMON STOCK USD.001                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $528449.25    | 0.05%             |  |  |  | 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        |       435 | NS      | $120068.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                                 | WAYSTAR HOLDING CORP COMMON STOCK USD.01                  | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3021 | NS      | $98937.75     | 0.01%             |  |  |  | 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        |      1397 | NS      | $10603.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                         | WEBSTER FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2523 | NS      | $158797.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc.                            | WEBTOON ENTERTAINMENT INC COMMON STOCK                    | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2164 | NS      | $28196.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc.                                     | WEIS MARKETS INC COMMON STOCK                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $27494.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                               | WELLS FARGO + CO COMMON STOCK USD1.666                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     50368 | NS      | $4694297.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                        | WELLTOWER INC REIT USD1.0                                 | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10514 | NS      | $1951503.54   | 0.17%             |  |  |  | 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        |      2992 | NS      | $24923.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                               | WERNER ENTERPRISES INC COMMON STOCK USD.01                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       967 | NS      | $29019.67     | 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        |      1501 | NS      | $49893.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                                     | ZIPRECRUITER INC COMMON STOCK USD.00001                   | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1513 | NS      | $5900.70      | 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        |      5043 | NS      | $51287.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc.                                          | ZSCALER INC COMMON STOCK USD.001                          | CUSIP: 98980G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2451 | NS      | $551278.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                              | ZOOM COMMUNICATIONS INC COMMON STOCK USD.001              | CUSIP: 98980L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4203 | NS      | $362676.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                           | ZUMIEZ INC COMMON STOCK                                   | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       333 | NS      | $8674.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                | ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01        | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      2679 | NS      | $124546.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc.                                        | ZYMEWORKS INC COMMON STOCK USD.00001                      | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $33149.47     | 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        |      1140 | NS      | $19334.40     | 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        |      8747 | NS      | $207303.90    | 0.02%             |  |  |  | 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        |     10600 | NS      | $187938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                   | HOULIHAN LOKEY INC COMMON STOCK USD.001                   | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       849 | NS      | $147887.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                                 | KINETIK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $34535.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alumis Inc.                                           | ALUMIS INC COMMON STOCK USD.0001                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $15293.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                           | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $15822.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc.                                      | AMBIQ MICRO INC COMMON STOCK USD.000001                   | CUSIP: 023193105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $9690.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amerant Bancorp Inc.                                  | AMERANT BANCORP INC   B COMMON STOCK USD.1                | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $16232.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK USD.25                     | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $14618.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK USD.001                    | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2885 | NS      | $134844.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                    | AMEREN CORP COMMON STOCK USD.01                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4255 | NS      | $424904.30    | 0.04%             |  |  |  | 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        |      1102 | NS      | $20860.86     | 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        |      1941 | NS      | $12441.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Company                   | AMERICAN BATTERY TECHNOLOGY CO COMMON STOCK USD.001       | CUSIP: 02451V309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2112 | NS      | $7054.08      | 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        |      8412 | NS      | $969987.72    | 0.09%             |  |  |  | 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        |      2727 | NS      | $71910.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | AMERICAN EXPRESS CO COMMON STOCK USD.2                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     10947 | NS      | $4049842.65   | 0.36%             |  |  |  | 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        |      1311 | NS      | $179187.48    | 0.02%             |  |  |  | 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        |      1841 | NS      | $11671.94     | 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        |      1119 | NS      | $5214.54      | 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        |       463 | NS      | $80751.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | BAKER HUGHES CO COMMON STOCK USD.0001                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15501 | NS      | $705915.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc.                                   | BAKKT HOLDINGS INC/US COMMON STOCK USD.0001               | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $3945.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                           | BANK7 CORP COMMON STOCK USD.01                            | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210 | NS      | $8605.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                    | BANNER CORP COMMON STOCK USD.01                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $34087.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                         | BANKWELL FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       179 | NS      | $8201.78      | 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        |       488 | NS      | $15152.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes and Noble Education Inc.                       | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01        | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |       593 | NS      | $5449.67      | 0.00%             |  |  |  | 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        |       467 | NS      | $16910.07     | 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        |      3260 | NS      | $65460.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      8090 | NS      | $154599.90    | 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        |      1616 | NS      | $44795.52     | 0.00%             |  |  |  | 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        |       543 | NS      | $11006.61     | 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        |      4498 | NS      | $872926.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BioXcel Therapeutics Inc.                             | BIOXCEL THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 09075P204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       437 | NS      | $699.20       | 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        |      1444 | NS      | $1790.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc.                                      | BIOAGE LABS INC COMMON STOCK USD.00001                    | CUSIP: 09077V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $8427.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Depot Inc.                                    | BITCOIN DEPOT INC COMMON STOCK                            | CUSIP: 09174P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $1102.95      | 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        |       151 | NS      | $9275.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEBIRD BIO IN COMMON STOCK                   | CONTRA BLUEBIRD BIO IN COMMON STOCK                       | CUSIP: 096CVR030<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $405.82       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC COMMON STOCK                   | CONTRA BLUEPRINT MEDIC COMMON STOCK                       | CUSIP: 096CVR048<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $486.22       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Boeing Company                                    | BOEING CO/THE COMMON STOCK USD5.0                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     11895 | NS      | $2582642.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                 | BOISE CASCADE CO COMMON STOCK USD.01                      | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       603 | NS      | $44380.80     | 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        |       509 | NS      | $2725862.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                               | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $84705.60     | 0.01%             |  |  |  | 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        |      1933 | NS      | $163067.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BORGWARNER INC COMMON STOCK USD.01                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3401 | NS      | $153249.06    | 0.01%             |  |  |  | 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        |       136 | NS      | $26537.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                              | BOSTON OMAHA CORP COMMON STOCK                            | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       746 | NS      | $9228.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                                 | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       455 | NS      | $153744.50    | 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        |      4756 | NS      | $206125.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                      | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      1871 | NS      | $28775.98     | 0.00%             |  |  |  | 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        |       622 | NS      | $6506.12      | 0.00%             |  |  |  | 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        |      3051 | NS      | $11868.39     | 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        |       632 | NS      | $18637.68     | 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        |       686 | NS      | $29470.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                           | RAPID7 INC COMMON STOCK USD.01                            | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1120 | NS      | $17024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc.                                | RAPT THERAPEUTICS INC COMMON STOCK                        | CUSIP: 75382E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $15275.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc.                             | RAPPORT THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $23786.56     | 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        |      3125 | NS      | $501843.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                         | RAYONIER INC REIT                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2452 | NS      | $53085.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                       | RTX CORP COMMON STOCK USD1.0                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     21066 | NS      | $3863504.40   | 0.34%             |  |  |  | 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        |       498 | NS      | $223318.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                             | READY CAPITAL CORP REIT USD.0001                          | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3668 | NS      | $7996.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Real Brokerage Inc.                               | REAL BROKERAGE INC/THE COMMON STOCK                       | CUSIP: 75585H206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3503 | NS      | $12785.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                             | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01              | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $25842.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                             | REALTY INCOME CORP REIT USD1.0                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     14309 | NS      | $806598.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Cat Holdings Inc.                                 | RED CAT HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 75644T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1906 | NS      | $15114.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UWM Holdings Corporation                              | UWM HOLDINGS CORP COMMON STOCK USD.0001                   | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4048 | NS      | $17730.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                       | VSE CORP COMMON STOCK USD.05                              | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       362 | NS      | $62542.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                    | VAALCO ENERGY INC COMMON STOCK USD.1                      | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      2015 | NS      | $7334.60      | 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        |       584 | NS      | $77555.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc.                                            | VALHI INC COMMON STOCK USD.01                             | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $5518.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                             | COTY INC COMMON STOCK USD.01                              | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     14105 | NS      | $43443.40     | 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        |      2671 | NS      | $19658.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc.                                          | COUPANG INC COMMON STOCK USD.0001                         | CUSIP: 22266T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26245 | NS      | $619119.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                       | COUSINS PROPERTIES INC REIT USD1.0                        | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $68755.26     | 0.01%             |  |  |  | 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        |       332 | NS      | $7317.28      | 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        |       371 | NS      | $9423.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Crane Company                                         | CRANE CO COMMON STOCK USD1.0                              | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $167278.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                         | CRANE NXT CO COMMON STOCK USD1.0                          | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $43586.82     | 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        |      1617 | NS      | $7195.65      | 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        |       599 | NS      | $203809.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                     | EVERCOMMERCE INC COMMON STOCK USD.00001                   | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $36778.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy Inc.                                           | EVERGY INC COMMON STOCK                                   | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3572 | NS      | $258934.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc.                                           | GUESS? INC COMMON STOCK USD.01                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | CH        |       879 | NS      | $14723.25     | 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        |      1328 | NS      | $266941.28    | 0.02%             |  |  |  | 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        |      2662 | NS      | $202072.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc.                                        | KORRO BIO INC COMMON STOCK USD.001                        | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $1521.90      | 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        |      2848 | NS      | $11448.96     | 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        |     10388 | NS      | $649042.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                                 | KRONOS WORLDWIDE INC COMMON STOCK USD.01                  | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      1874 | NS      | $8283.08      | 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        |       453 | NS      | $111682.62    | 0.01%             |  |  |  | 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        |       846 | NS      | $38543.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc.                            | KULR TECHNOLOGY GROUP INC COMMON STOCK USD.0001           | CUSIP: 50125G307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       779 | NS      | $2305.84      | 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        |       180 | NS      | $9419.40      | 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        |       407 | NS      | $17484.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ CORP COMMON STOCK USD.01                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4096 | NS      | $123699.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                        | LCI INDUSTRIES COMMON STOCK USD.01                        | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       386 | NS      | $46837.24     | 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        |       760 | NS      | $20816.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc.                                           | LAZARD INC COMMON STOCK USD.01                            | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1484 | NS      | $72063.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                      | LEAR CORP COMMON STOCK USD.01                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       833 | NS      | $95461.80     | 0.01%             |  |  |  | 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        |      2225 | NS      | $24475.00     | 0.00%             |  |  |  | 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        |      2918 | NS      | $28975.74     | 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        |       492 | NS      | $9603.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp.                                         | LEGENCE CORP COMMON STOCK USD.01                          | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $40371.52     | 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        |       284 | NS      | $9272.60      | 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        |      1488 | NS      | $10713.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                                  | SUNPOWER CORP COMMON STOCK USD.001                        | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      3027 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SunOpta Inc.                                          | SUNOPTA INC COMMON STOCK                                  | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      2067 | NS      | $7854.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                           | SUNRUN INC COMMON STOCK USD.0001                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      3656 | NS      | $67270.40     | 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        |      3146 | NS      | $28125.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                             | SUPER MICRO COMPUTER INC COMMON STOCK USD.001             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      9343 | NS      | $273469.61    | 0.02%             |  |  |  | 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        |       889 | NS      | $44183.30     | 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        |      2065 | NS      | $31904.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surrozen Inc.                                         | SURROZEN INC COMMON STOCK USD.0001                        | CUSIP: 86889P208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $3955.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surf Air Mobility Inc.                                | SURF AIR MOBILITY INC COMMON STOCK USD.0001               | CUSIP: 868927203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $2188.32      | 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        |      1742 | NS      | $11775.92     | 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        |       642 | NS      | $30912.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     85441 | NS      | $26811385.80  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     91509 | NS      | $28642317.00  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbotic Inc                                          | SYMBOTIC INC COMMON STOCK USD.0001                        | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1761 | NS      | $104779.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                | SYNAPTICS INC COMMON STOCK USD.001                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       612 | NS      | $45300.24     | 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        |      2350 | NS      | $49444.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                              | AMICUS THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      4889 | NS      | $69619.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | TORO CO/THE COMMON STOCK USD1.0                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1545 | NS      | $121622.40    | 0.01%             |  |  |  | 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        |      1358 | NS      | $45316.46     | 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        |      3907 | NS      | $154248.36    | 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        |      5077 | NS      | $63970.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | TRACTOR SUPPLY CO COMMON STOCK USD.008                    | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8345 | NS      | $417333.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                 | TRADEWEB MARKETS INC COMMON STOCK USD.00001               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $196260.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                             | AAON INC COMMON STOCK USD.004                             | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $98133.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                             | AAR CORP COMMON STOCK USD1.0                              | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       625 | NS      | $51743.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc.                                    | ANDERSONS INC/THE COMMON STOCK                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       558 | NS      | $29668.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                    | ANGIODYNAMICS INC COMMON STOCK USD.01                     | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       728 | NS      | $9347.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                         | TRANSCAT INC COMMON STOCK USD.5                           | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       157 | NS      | $8906.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                          | TRAVELERS COS INC/THE COMMON STOCK                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3527 | NS      | $1023041.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                          | ANTERO MIDSTREAM CORP COMMON STOCK                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7560 | NS      | $134492.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                          | ANTERIX INC COMMON STOCK USD.0001                         | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       362 | NS      | $7902.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                             | TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1413 | NS      | $53990.73     | 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        |      2016 | NS      | $7519.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                      | ACNB CORP COMMON STOCK USD2.5                             | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $11894.10     | 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        |      5611 | NS      | $137245.06    | 0.01%             |  |  |  | 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        |      2640 | NS      | $15681.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc.                                   | ADMA BIOLOGICS INC COMMON STOCK USD.0001                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3735 | NS      | $68126.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                              | ADT INC COMMON STOCK USD.01                               | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12050 | NS      | $97243.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc.                                  | ARCHER AVIATION INC COMMON STOCK USD.0001                 | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11560 | NS      | $86931.20     | 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        |       798 | NS      | $87923.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                     | ABSCI CORP COMMON STOCK USD.0001                          | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $8571.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc.                                     | ACV AUCTIONS INC COMMON STOCK USD.001                     | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2857 | NS      | $22913.14     | 0.00%             |  |  |  | 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        |       438 | NS      | $13753.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc.                      | AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01        | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3371 | NS      | $27541.07     | 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        |       996 | NS      | $42130.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                    | AFLAC INC COMMON STOCK USD.1                              | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8442 | NS      | $930899.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                         | AVEPOINT INC COMMON STOCK USD.0001                        | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3595 | NS      | $49934.55     | 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        |      1216 | NS      | $221166.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                      | AGCO CORP COMMON STOCK USD.01                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1177 | NS      | $122784.64    | 0.01%             |  |  |  | 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        |       939 | NS      | $37043.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust Inc.                    | TPG MORTGAGE INVESTMENT TRUST REIT USD.01                 | CUSIP: 001228501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $7378.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | AES CORP/THE COMMON STOCK USD.01                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     11197 | NS      | $160564.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                    | AVIENT CORP COMMON STOCK USD.01                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1507 | NS      | $47078.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc.                                        | BLACKROCK INC COMMON STOCK USD.01                         | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2436 | NS      | $2607348.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                     | AMC NETWORKS INC COMMON STOCK                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       609 | NS      | $5797.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                       | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      8417 | NS      | $13130.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc.                                  | BLAIZE HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1866 | NS      | $3638.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blend Labs Inc.                                       | BLEND LABS INC COMMON STOCK USD.00001                     | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4347 | NS      | $13214.88     | 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        |      2692 | NS      | $1795.56      | 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        |       667 | NS      | $11692.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Aerostructures Inc.                               | CPI AEROSTRUCTURES INC COMMON STOCK USD.001               | CUSIP: 125919308<br>LEI: 549300C471OFZGCOHS09 | Long             | EC               | CORP              | US        |       619 | NS      | $2451.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                             | CNA FINANCIAL CORP COMMON STOCK USD2.5                    | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      4411 | NS      | $210581.14    | 0.02%             |  |  |  | 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        |       899 | NS      | $91158.60     | 0.01%             |  |  |  | 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        |      1089 | NS      | $116141.85    | 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        |      1880 | NS      | $249024.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc.                       | JAMES RIVER GROUP HOLDINGS INC COMMON STOCK USD.0002      | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $6525.36      | 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        |      3246 | NS      | $201154.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc.                                | JEFFERSON CAPITAL INC COMMON STOCK USD.0001               | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1078 | NS      | $24082.52     | 0.00%             |  |  |  | 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        |      1701 | NS      | $4184.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                           | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5855 | NS      | $26640.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                             | CNB FINANCIAL CORP/PA COMMON STOCK                        | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       620 | NS      | $16225.40     | 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        |       107 | NS      | $21474.37     | 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        |       308 | NS      | $71619.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                          | ASHLAND INC COMMON STOCK                                  | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $43005.11     | 0.00%             |  |  |  | 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        |      1493 | NS      | $4225.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc.                             | ASSEMBLY BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 045396207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $9964.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                           | ATKORE INC COMMON STOCK USD.01                            | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       538 | NS      | $34028.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                          | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       583 | NS      | $24771.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                          | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $20119.50     | 0.00%             |  |  |  | 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        |      2161 | NS      | $76283.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGrowth Capital Inc.                                  | CGROWTH CAPITAL INC COMMON STOCK USD.02                   | CUSIP: 15722A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $2.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc.                             | CHARGEPOINT HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 15961R303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $3386.40      | 0.00%             |  |  |  | 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        |       768 | NS      | $153200.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                 | CHART INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       704 | NS      | $145185.92    | 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        |      2035 | NS      | $424806.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHECKPOINT THER COMMON STOCK                   | CONTRA CHECKPOINT THER COMMON STOCK                       | CUSIP: 162CVR021<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $147.68       | 0.00%             |  |  |  | No            |                  3 | 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        |       757 | NS      | $38213.36     | 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        |       643 | NS      | $40078.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                    | CHEMED CORP COMMON STOCK USD1.0                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       227 | NS      | $97124.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                  | CHEMOURS CO/THE COMMON STOCK USD.01                       | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2390 | NS      | $28178.10     | 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        |      3449 | NS      | $670451.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                               | CIVISTA BANCSHARES INC COMMON STOCK                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       506 | NS      | $11243.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                | CIVITAS RESOURCES INC COMMON STOCK                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1454 | NS      | $39388.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                            | CLAROS MORTGAGE TRUST INC REIT USD.01                     | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2616 | NS      | $8004.96      | 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        |       837 | NS      | $196259.76    | 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        |      3928 | NS      | $8248.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                       | CLEANSPARK INC COMMON STOCK                               | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4438 | NS      | $44912.56     | 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        |      8721 | NS      | $19273.41     | 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        |       542 | NS      | $77885.40     | 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        |       581 | NS      | $8436.12      | 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        |      1069 | NS      | $71141.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                              | LULULEMON ATHLETICA INC COMMON STOCK USD.005              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      1783 | NS      | $370525.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     16190 | NS      | $125796.30    | 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        |      1101 | NS      | $405817.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc.                                             | LYFT INC COMMON STOCK USD.00001                           | CUSIP: 55087P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6261 | NS      | $121275.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                    | COGNEX CORP COMMON STOCK USD.002                          | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2660 | NS      | $95706.80     | 0.01%             |  |  |  | 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        |      1629 | NS      | $2199.15      | 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        |      7678 | NS      | $637274.00    | 0.06%             |  |  |  | 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        |       836 | NS      | $52484.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                        | COHERENT CORP COMMON STOCK                                | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2473 | NS      | $456441.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc.                                 | COHERUS ONCOLOGY INC COMMON STOCK USD.0001                | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      2347 | NS      | $3332.74      | 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        |       788 | NS      | $18336.76     | 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        |      3384 | NS      | $765257.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                    | ENOVIS CORP COMMON STOCK USD.001                          | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $24988.32     | 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        |     12691 | NS      | $1002842.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                         | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       499 | NS      | $23103.70     | 0.00%             |  |  |  | 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        |      1974 | NS      | $30675.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                           | COLUMBIA SPORTSWEAR CO COMMON STOCK                       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       887 | NS      | $48864.83     | 0.00%             |  |  |  | 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        |       595 | NS      | $10263.75     | 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        |       555 | NS      | $517975.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | COMCAST CORP COMMON STOCK USD.01                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     57863 | NS      | $1729525.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | COMERICA INC COMMON STOCK USD5.0                          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1988 | NS      | $172816.84    | 0.02%             |  |  |  | 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        |      2173 | NS      | $113721.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc.                             | COMMERCIAL BANCGROUP INC COMMON STOCK USD.01              | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $10364.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                             | COMMERCIAL METALS CO COMMON STOCK USD.01                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1763 | NS      | $122034.86    | 0.01%             |  |  |  | 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        |     10522 | NS      | $1938152.40   | 0.17%             |  |  |  | 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        |       421 | NS      | $56733.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                             | PAN AMERICAN SILVER CORP RIGHT                            | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      7232 | NS      | $3579.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc.                            | PALVELLA THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 697947109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $20410.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International Inc.                        | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       524 | NS      | $20168.76     | 0.00%             |  |  |  | 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        |       660 | NS      | $23944.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc.                             | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       813 | NS      | $28568.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corporation                        | PARAMOUNT SKYDANCE CORP COMMON STOCK USD.001              | CUSIP: 69932A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16984 | NS      | $227585.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA PARDES BIOSCIEN COMMON STOCK                   | CONTRA PARDES BIOSCIEN COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       703 | NS      | $21.09        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTRA PARATEK PHARMAC COMMON STOCK                   | CONTRA PARATEK PHARMAC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       901 | NS      | $72.08        | 0.00%             |  |  |  | No            |                  3 | 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        |      3111 | NS      | $32541.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                             | PARK NATIONAL CORP COMMON STOCK                           | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $42762.58     | 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        |      1992 | NS      | $1750888.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                   | PARSONS CORP COMMON STOCK USD1.0                          | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $104318.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                | PATRICK INDUSTRIES INC COMMON STOCK                       | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $57793.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pattern Group Inc.                                    | PATTERN GROUP INC COMMON STOCK USD.001                    | CUSIP: 70339W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2542 | NS      | $29334.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc.                             | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01              | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6021 | NS      | $36788.31     | 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        |      5663 | NS      | $635275.34    | 0.06%             |  |  |  | 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        |       911 | NS      | $145176.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     66255 | NS      | $2698566.15   | 0.24%             |  |  |  | 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        |      4015 | NS      | $261015.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                          | ALLIENT INC COMMON STOCK                                  | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       300 | NS      | $16125.00     | 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        |     20715 | NS      | $497574.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                              | HIGHWOODS PROPERTIES INC REIT USD.01                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1692 | NS      | $43687.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                      | HILLENBRAND INC COMMON STOCK                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1151 | NS      | $36509.72     | 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        |      3509 | NS      | $30387.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                 | HILLTOP HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1115 | NS      | $37843.10     | 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        |      1423 | NS      | $63679.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                             | HIMS and HERS HEALTH INC COMMON STOCK USD.0001            | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3420 | NS      | $111047.40    | 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        |      3685 | NS      | $1058516.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hinge Health Inc.                                     | HINGE HEALTH INC COMMON STOCK USD.00001                   | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $28009.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings The                   | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0        | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $9938.60      | 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        |       422 | NS      | $12693.76     | 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        |      2234 | NS      | $9226.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                          | HOLOGIC INC COMMON STOCK USD.01                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      3479 | NS      | $259150.71    | 0.02%             |  |  |  | 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        |      3058 | NS      | $84951.24     | 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        |      6338 | NS      | $1299416.76   | 0.11%             |  |  |  | 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        |      1021 | NS      | $43504.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                  | HUBBELL INC COMMON STOCK USD.01                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       834 | NS      | $370387.74    | 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        |       829 | NS      | $332677.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc.                        | HUDSON PACIFIC PROPERTIES INC REIT USD.01                 | CUSIP: 444097406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $9757.83      | 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        |       810 | NS      | $5548.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | HUMANA INC COMMON STOCK USD.1666666                       | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1891 | NS      | $484341.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc.                                         | HUMACYTE INC COMMON STOCK USD.0001                        | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3272 | NS      | $3142.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| J.B. Hunt Transport Services Inc.                     | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1520 | NS      | $295396.80    | 0.03%             |  |  |  | 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        |     23962 | NS      | $415740.70    | 0.04%             |  |  |  | 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        |       614 | NS      | $208802.98    | 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        |      2772 | NS      | $27720.00     | 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        |       270 | NS      | $46685.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                           | HUT 8 CORP COMMON STOCK USD.01                            | CUSIP: 44812J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1672 | NS      | $76811.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc.                                              | IAC INC COMMON STOCK USD.0001                             | CUSIP: 44891N208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $46529.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                       | IDT CORP COMMON STOCK USD.01                              | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       383 | NS      | $19613.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc.                                      | HYSTER-YALE INC COMMON STOCK USD.01                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $8764.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                | ICF INTERNATIONAL INC COMMON STOCK USD.001                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       295 | NS      | $25163.50     | 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        |       392 | NS      | $55926.64     | 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      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ITT Inc.                                              | ITT INC COMMON STOCK USD1.0                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1233 | NS      | $213937.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc.                                           | IBOTTA INC COMMON STOCK USD.00001                         | CUSIP: 451051106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       433 | NS      | $9842.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                          | IDACORP INC COMMON STOCK                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       848 | NS      | $107322.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc.                               | IDEAYA BIOSCIENCES INC COMMON STOCK                       | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1427 | NS      | $49331.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX CORP COMMON STOCK USD.01                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1177 | NS      | $209435.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                               | IDEXX LABORATORIES INC COMMON STOCK USD.1                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1259 | NS      | $851751.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                      | IHEARTMEDIA INC COMMON STOCK                              | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2203 | NS      | $9164.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc.                     | RESOLUTE HOLDINGS MANAGEMENT I COMMON STOCK USD.0001      | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $28074.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reviva Pharmaceuticals Holdings Inc.                  | REVIVA PHARMACEUTICALS HOLDING COMMON STOCK               | CUSIP: 76152G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $585.90       | 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        |      2954 | NS      | $235286.10    | 0.02%             |  |  |  | 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        |       647 | NS      | $19532.93     | 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        |       597 | NS      | $19295.04     | 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        |      3676 | NS      | $142334.72    | 0.01%             |  |  |  | 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        |      3413 | NS      | $78225.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc.                                         | REZOLUTE INC COMMON STOCK                                 | CUSIP: 76200L309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $4177.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                           | RHYTHM PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $112070.88    | 0.01%             |  |  |  | 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        |      2810 | NS      | $8092.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc.                                | RICHTECH ROBOTICS INC COMMON STOCK USD.00001              | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2543 | NS      | $8213.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                            | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 766559702<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $12420.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc.                                | RIGETTI COMPUTING INC COMMON STOCK USD.0001               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5107 | NS      | $113120.05    | 0.01%             |  |  |  | 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        |       499 | NS      | $13173.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc.                                      | RINGCENTRAL INC COMMON STOCK USD.0001                     | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1290 | NS      | $37255.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                                   | RIOT PLATFORMS INC COMMON STOCK                           | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5833 | NS      | $73904.11     | 0.01%             |  |  |  | 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        |     19073 | NS      | $375928.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                      | ROBERT HALF INC COMMON STOCK USD.001                      | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1598 | NS      | $43401.68     | 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        |     12174 | NS      | $1376879.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc.                              | ARS PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1593 | NS      | $18558.45     | 0.00%             |  |  |  | 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        |      5081 | NS      | $568157.42    | 0.05%             |  |  |  | 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        |       469 | NS      | $17048.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corporation                | AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001      | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $11417.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                            | BITDEER TECHNOLOGIES GROUP COMMON STOCK USD.0000001       | CUSIP: G11448100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      3002 | NS      | $33652.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc.                                      | BIT DIGITAL INC COMMON STOCK USD.01                       | CUSIP: G1144A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5263 | NS      | $9947.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                    | CONMED CORP COMMON STOCK USD.01                           | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       504 | NS      | $20462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                               | CONNECTONE BANCORP INC COMMON STOCK                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       879 | NS      | $23047.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | ACCENTURE PLC COMMON STOCK USD.0000225                    | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9804 | NS      | $2630413.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                 | BORR DRILLING LTD COMMON STOCK USD.05                     | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4188 | NS      | $16877.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | CONOCOPHILLIPS COMMON STOCK USD.01                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19651 | NS      | $1839530.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                        | CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01         | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $7898.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                | CAPRI HOLDINGS LTD COMMON STOCK                           | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1885 | NS      | $45994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                       | CIMPRESS PLC COMMON STOCK EUR.01                          | CUSIP: G2143T103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       400 | NS      | $26636.00     | 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        |      5681 | NS      | $564236.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                             | CONSTELLATION BRANDS INC COMMON STOCK USD.01              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2761 | NS      | $380907.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                    | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005     | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2723 | NS      | $391812.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Public Limited Company                            | CRH PLC COMMON STOCK                                      | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     10572 | NS      | $1319385.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                   | DIODES INC COMMON STOCK USD.667                           | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       762 | NS      | $37597.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc.                                    | DISC MEDICINE INC COMMON STOCK USD.0001                   | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $43913.73     | 0.00%             |  |  |  | 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        |     28279 | NS      | $3217301.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Company                            | DIVERSIFIED ENERGY CO COMMON STOCK GBP.01                 | CUSIP: 25520W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1387 | NS      | $20083.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman and Wakefield Ltd.                            | CUSHMAN and WAKEFIELD LTD COMMON STOCK                    | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3657 | NS      | $59206.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                          | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                  | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4111 | NS      | $19938.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                            | DOCGO INC COMMON STOCK USD.0001                           | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2798 | NS      | $2456.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                         | DOCUSIGN INC COMMON STOCK USD.0001                        | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3184 | NS      | $217785.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                               | DOLBY LABORATORIES INC COMMON STOCK USD.001               | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       988 | NS      | $63449.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC.                                             | DOMO INC COMMON STOCK USD.001                             | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $5901.00      | 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        |      1849 | NS      | $163932.34    | 0.01%             |  |  |  | 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        |       696 | NS      | $13906.08     | 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        |       437 | NS      | $20403.53     | 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        |      6331 | NS      | $1433844.88   | 0.13%             |  |  |  | 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        |       488 | NS      | $60116.72     | 0.01%             |  |  |  | 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        |      2679 | NS      | $30647.76     | 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        |      2655 | NS      | $29178.45     | 0.00%             |  |  |  | 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        |       423 | NS      | $13810.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | DOVER CORP COMMON STOCK USD1.0                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2142 | NS      | $418204.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                    | DYNEX CAPITAL INC REIT USD.01                             | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      2404 | NS      | $33680.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                | DYNE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2258 | NS      | $44166.48     | 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        |       891 | NS      | $67751.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corporation                                  | MERIDIAN CORP COMMON STOCK                                | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $4307.10      | 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        |       920 | NS      | $81088.80     | 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        |      1124 | NS      | $73959.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                              | MIDDLEBY CORP/THE COMMON STOCK USD.01                     | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       794 | NS      | $118043.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                               | MIDDLESEX WATER CO COMMON STOCK                           | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $14823.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                           | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $28972.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                               | TKO GROUP HOLDINGS INC COMMON STOCK USD.00001             | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1290 | NS      | $269610.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                      | T-MOBILE US INC COMMON STOCK USD.0001                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     17708 | NS      | $3595432.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc.                                              | TPG INC COMMON STOCK                                      | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2197 | NS      | $140256.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                                 | TRI POINTE HOMES INC COMMON STOCK USD.01                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $44341.23     | 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        |      1374 | NS      | $11830.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc.                                              | TSS INC/MD COMMON STOCK USD.0001                          | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $3393.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Unum Group                                            | UNUM GROUP COMMON STOCK USD.1                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2661 | NS      | $206227.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unusual Machines Inc.                                 | UNUSUAL MACHINES INC /US COMMON STOCK USD.01              | CUSIP: 91532F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $7669.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc.                                     | UPSTREAM BIO INC COMMON STOCK USD.001                     | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $23756.25     | 0.00%             |  |  |  | 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        |      1510 | NS      | $66032.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc.                                           | UPWORK INC COMMON STOCK USD.0001                          | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2096 | NS      | $41542.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                       | UTZ BRANDS INC COMMON STOCK USD.0001                      | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $15134.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | VF CORP COMMON STOCK                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      6167 | NS      | $111499.36    | 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        |      1642 | NS      | $20804.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc.             | CHICAGO ATLANTIC REAL ESTATE F REIT USD.01                | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $7466.34      | 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        |       428 | NS      | $1703.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                        | CHIMERA INVESTMENT CORP REIT USD.01                       | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      1441 | NS      | $17911.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chime Financial Inc.                                  | CHIME FINANCIAL INC COMMON STOCK USD.0001                 | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5418 | NS      | $136371.06    | 0.01%             |  |  |  | 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        |     21073 | NS      | $779701.00    | 0.07%             |  |  |  | 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        |       725 | NS      | $69063.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA CHINOOK THERAPE COMMON STOCK                   | CONTRA CHINOOK THERAPE COMMON STOCK                       | CUSIP: 169CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       965 | NS      | $1352.06      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deluxe Corporation                                    | DELUXE CORP COMMON STOCK USD1.0                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       783 | NS      | $17484.39     | 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        |      2390 | NS      | $39458.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                   | DENNY'S CORP COMMON STOCK USD.01                          | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      1016 | NS      | $6319.52      | 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        |      3263 | NS      | $37296.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                                  | DESIGNER BRANDS INC COMMON STOCK                          | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       711 | NS      | $5282.73      | 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        |      1028 | NS      | $9642.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | SWIFT TRANSPORTATION CO COMMON STOCK USD.01               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $132059.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                   | KNOWLES CORP COMMON STOCK USD.01                          | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1425 | NS      | $30537.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc.                              | KODIAK GAS SERVICES INC COMMON STOCK USD.01               | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1383 | NS      | $51724.20     | 0.00%             |  |  |  | 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        |       850 | NS      | $23766.00     | 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        |      1470 | NS      | $15273.30     | 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        |      3667 | NS      | $97395.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                              | KYMERA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1137 | NS      | $88469.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                                | LB PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       486 | NS      | $10818.36     | 0.00%             |  |  |  | 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        |      1188 | NS      | $113347.08    | 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        |      1848 | NS      | $163917.60    | 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        |      9425 | NS      | $244013.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                               | PIPER SANDLER COS COMMON STOCK USD.01                     | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       279 | NS      | $94779.09     | 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        |      2761 | NS      | $29183.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PIVOTAL SOFTWARE I COMMON STOCK                   | ESC PIVOTAL SOFTWARE I COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6091 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Planet Fitness Inc.                                   | PLANET FITNESS INC COMMON STOCK                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1316 | NS      | $142746.52    | 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        |      4478 | NS      | $88306.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                | PLAYTIKA HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 72815L107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6306 | NS      | $24908.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                          | PLEXUS CORP COMMON STOCK USD.01                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       428 | NS      | $62916.00     | 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        |      1615 | NS      | $1970.30      | 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        |      2374 | NS      | $172684.76    | 0.02%             |  |  |  | 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        |       889 | NS      | $27967.94     | 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        |      1965 | NS      | $46590.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProKidney Corp                                        | PROKIDNEY CORP COMMON STOCK USD.0001                      | CUSIP: 74291D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $5272.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Solid Power Inc.                                      | SOLID POWER INC COMMON STOCK USD.0001                     | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2942 | NS      | $12503.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc.                      | SOLSTICE ADVANCED MATERIALS IN COMMON STOCK USD.01        | CUSIP: 83443Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2537 | NS      | $123247.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                 | SOLVENTUM CORP COMMON STOCK                               | CUSIP: 83444M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2735 | NS      | $216721.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                | STIFEL FINANCIAL CORP COMMON STOCK USD.15                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1589 | NS      | $198974.58    | 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        |      1934 | NS      | $10153.50     | 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        |       499 | NS      | $32410.05     | 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        |       875 | NS      | $27772.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                     | STONEX GROUP INC COMMON STOCK USD.01                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       824 | NS      | $78387.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                              | STRATEGIC EDUCATION INC COMMON STOCK USD.01               | CUSIP: 86272C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $30957.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strive Inc                                            | STRIVE INC COMMON STOCK USD.0001                          | CUSIP: 862945102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9426 | NS      | $6956.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                         | STRATTEC SECURITY CORP COMMON STOCK USD.01                | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |        75 | NS      | $5710.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                           | STRIDE INC COMMON STOCK USD.0001                          | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $44736.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | STRYKER CORP COMMON STOCK USD.1                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      6018 | NS      | $2115146.46   | 0.19%             |  |  |  | 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        |      1086 | NS      | $311920.92    | 0.03%             |  |  |  | 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        |      1031 | NS      | $171146.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | TEXTRON INC COMMON STOCK USD.125                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2744 | NS      | $239194.48    | 0.02%             |  |  |  | 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        |      2501 | NS      | $74554.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                              | BXP INC REIT USD.01                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2474 | NS      | $166945.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                         | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     23304 | NS      | $2222036.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc.                       | BOWHEAD SPECIALTY HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $16467.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucky Strike Entertainment Corporation                | LUCKY STRIKE ENTERTAINMENT COR COMMON STOCK USD.0001      | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $12832.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowman Consulting Group Ltd.                          | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01           | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $10533.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                              | BOX INC COMMON STOCK USD.0001                             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2277 | NS      | $68105.07     | 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        |      1224 | NS      | $104333.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                     | BRADY CORP COMMON STOCK USD.01                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       725 | NS      | $56818.25     | 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        |      3321 | NS      | $9697.32      | 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        |      1566 | NS      | $53698.14     | 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        |      3009 | NS      | $230158.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | DOW INC COMMON STOCK USD.01                               | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11118 | NS      | $259938.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                       | DRAFTKINGS INC COMMON STOCK USD.0001                      | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7803 | NS      | $268891.38    | 0.02%             |  |  |  | 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        |       656 | NS      | $11217.60     | 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        |      2907 | NS      | $80814.60     | 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        |      2720 | NS      | $40310.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                 | DUCOMMUN INC COMMON STOCK USD.01                          | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       253 | NS      | $24067.89     | 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        |     12256 | NS      | $1436525.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                         | DUOLINGO INC COMMON STOCK USD.0001                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       624 | NS      | $109512.00    | 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        |      6599 | NS      | $265279.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                         | DOXIMITY INC COMMON STOCK USD.001                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2154 | NS      | $95379.12     | 0.01%             |  |  |  | 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        |      1995 | NS      | $122133.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                                   | D-WAVE QUANTUM INC COMMON STOCK USD.0001                  | CUSIP: 26740W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5337 | NS      | $139562.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United Community Banks Inc.                           | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0         | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1970 | NS      | $61503.40     | 0.01%             |  |  |  | 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        |       963 | NS      | $32424.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                             | ALBERTSONS COS INC / SAFEWAY I COMMON STOCK USD.01        | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8756 | NS      | $150340.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                     | ALCOA CORP COMMON STOCK USD.01                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      4066 | NS      | $216067.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corporation                    | UNITED STATES ANTIMONY CORP COMMON STOCK USD.01           | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2260 | NS      | $11345.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                     | ARRAY DIGITAL INFRASTRUCTURE I COMMON STOCK USD1.0        | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       871 | NS      | $46703.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA COMMON STOCK                    | CONTRA ALBIREO PHARMA COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       301 | NS      | $1851.15      | 0.00%             |  |  |  | No            |                  3 | 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        |      2073 | NS      | $118720.71    | 0.01%             |  |  |  | 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        |       463 | NS      | $55439.62     | 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        |      3503 | NS      | $263845.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                | FIRST INTERNET BANCORP COMMON STOCK                       | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $5300.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                      | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001     | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1598 | NS      | $55290.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                      | UNITI GROUP INC COMMON STOCK USD.0001                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      3843 | NS      | $26939.43     | 0.00%             |  |  |  | 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        |       710 | NS      | $345947.50    | 0.03%             |  |  |  | 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        |       860 | NS      | $8273.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | NUCOR CORP COMMON STOCK USD.4                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3609 | NS      | $588663.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14246 | NS      | $4702747.06   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                    | UNITIL CORP COMMON STOCK                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $12885.04     | 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        |       223 | NS      | $11533.56     | 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        |       351 | NS      | $13762.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                        | REGENXBIO INC COMMON STOCK USD.0001                       | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       857 | NS      | $12340.80     | 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        |       228 | NS      | $8835.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | REGIONS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13485 | NS      | $365443.50    | 0.03%             |  |  |  | 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        |      1027 | NS      | $208953.42    | 0.02%             |  |  |  | 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        |       477 | NS      | $16122.60     | 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        |       424 | NS      | $6440.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rekor Systems Inc.                                    | REKOR SYSTEMS INC COMMON STOCK USD.0001                   | CUSIP: 759419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2301 | NS      | $3175.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                               | RELAY THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2874 | NS      | $24314.04     | 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        |       877 | NS      | $191203.54    | 0.02%             |  |  |  | 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        |       868 | NS      | $22680.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                         | RELIANCE INC COMMON STOCK USD.001                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       826 | NS      | $238606.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc.                             | RELMADA THERAPEUTICS INC COMMON STOCK                     | CUSIP: 75955J402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $5969.88      | 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        |       648 | NS      | $21215.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc.                                       | VALUE LINE INC COMMON STOCK USD.1                         | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $5956.65      | 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        |      3262 | NS      | $45015.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                  | RENASANT CORP COMMON STOCK USD5.0                         | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1490 | NS      | $52477.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                        | VALVOLINE INC COMMON STOCK USD.01                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2016 | NS      | $58584.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | LINDE PLC COMMON STOCK                                    | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7371 | NS      | $3142920.69   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                  | REPLIGEN CORP COMMON STOCK USD.01                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       880 | NS      | $144196.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REGULUS THERAPE COMMON STOCK                   | CONTRA REGULUS THERAPE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1429 | NS      | $1657.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MicroCloud Hologram Inc.                              | MICROCLOUD HOLOGRAM INC COMMON STOCK USD.02               | CUSIP: G55032174<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $749.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                          | LIVANOVA PLC COMMON STOCK GBP1.0                          | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       860 | NS      | $52915.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc.                                    | UPBOUND GROUP INC COMMON STOCK USD.01                     | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $17665.36     | 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      | $24146.50     | 0.00%             |  |  |  | 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        |      1436 | NS      | $11416.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                   | LIBERTY GLOBAL LTD COMMON STOCK USD.01                    | CUSIP: G61188101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1628 | NS      | $18135.92     | 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        |      6770 | NS      | $261592.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                            | REPAY HOLDINGS CORP COMMON STOCK USD.0001                 | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1611 | NS      | $5880.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                   | LIBERTY GLOBAL LTD COMMON STOCK USD.01                    | CUSIP: G61188127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3762 | NS      | $41532.48     | 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        |       511 | NS      | $10122.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                | NABORS INDUSTRIES LTD COMMON STOCK USD.001                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       257 | NS      | $13955.10     | 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        |     14396 | NS      | $190027.20    | 0.02%             |  |  |  | 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        |      1286 | NS      | $12499.92     | 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        |      4918 | NS      | $1042271.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                                 | NOBLE CORP PLC COMMON STOCK USD.00001                     | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2481 | NS      | $70063.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                       | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01           | CUSIP: G65773106<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      3683 | NS      | $12669.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                     | SandP GLOBAL INC COMMON STOCK USD1.0                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4804 | NS      | $2510522.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA COMMUNICATIONS CORP REIT USD.01                       | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1682 | NS      | $325349.26    | 0.03%             |  |  |  | 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        |      7074 | NS      | $157891.68    | 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        |      2534 | NS      | $258391.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                               | SEI INVESTMENTS CO COMMON STOCK USD.01                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1915 | NS      | $157068.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                           | H2O AMERICA COMMON STOCK                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $29002.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Limited                            | PATRIA INVESTMENTS LTD COMMON STOCK USD.0001              | CUSIP: G69451105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1279 | NS      | $20323.31     | 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        |       745 | NS      | $66953.15     | 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        |      1203 | NS      | $128829.27    | 0.01%             |  |  |  | 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        |      3357 | NS      | $108464.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | INVESCO LTD COMMON STOCK USD.2                            | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      6967 | NS      | $183023.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company           | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001            | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       952 | NS      | $161840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Medical Technologies Ltd                       | KESTRA MEDICAL TECHNOLOGIES LT COMMON STOCK USD100.0      | CUSIP: G52441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $22329.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International Plc             | KINIKSA PHARMACEUTICALS INTERN COMMON STOCK USD.000273    | CUSIP: G52694109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $29122.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                | NABORS INDUSTRIES LTD WARRANTS CALL EXP 11JUN26           | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |        77 | NS      | $13.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIQ Global Intelligence plc                           | NIQ GLOBAL INTELLIGENCE PLC COMMON STOCK USD.01           | CUSIP: G63755105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4737 | NS      | $78113.13     | 0.01%             |  |  |  | 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        |      1612 | NS      | $25243.92     | 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        |      5368 | NS      | $830483.28    | 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        |      1789 | NS      | $8945.00      | 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        |      2930 | NS      | $44946.20     | 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        |      1432 | NS      | $68907.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                           | HANMI FINANCIAL CORP COMMON STOCK USD.001                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       547 | NS      | $14785.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newegg Commerce Inc.                                  | NEWEGG COMMERCE INC COMMON STOCK USD.437                  | CUSIP: G6483G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6108 | NS      | $310042.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Valaris Limited                                       | VALARIS LTD COMMON STOCK USD.01                           | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1093 | NS      | $55087.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.            | HA SUSTAINABLE INFRASTRUCTURE COMMON STOCK USD.01         | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1956 | NS      | $61477.08     | 0.01%             |  |  |  | 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        |       548 | NS      | $100157.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corporation                                    | WEBULL CORP COMMON STOCK USD.0001                         | CUSIP: G9572D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6337 | NS      | $49238.49     | 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        |        40 | NS      | $83121.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                                  | HARLEY-DAVIDSON INC COMMON STOCK USD.01                   | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1928 | NS      | $39504.72     | 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        |      2762 | NS      | $33972.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635       | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      1528 | NS      | $502100.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                          | HAWKINS INC COMMON STOCK USD.01                           | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       331 | NS      | $47021.86     | 0.00%             |  |  |  | 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        |      3448 | NS      | $53271.60     | 0.00%             |  |  |  | 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        |      1209 | NS      | $23116.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | HERSHEY CO/THE COMMON STOCK USD1.0                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2329 | NS      | $423831.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc.                            | HERTZ GLOBAL HLDGS INC COMMON STOCK USD.01                | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      4986 | NS      | $25628.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexcel Corporation                                    | HEXCEL CORP COMMON STOCK USD.01                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1238 | NS      | $91488.20     | 0.01%             |  |  |  | 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        |      2393 | NS      | $11342.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IES Holdings Inc.                                     | IES HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       314 | NS      | $122152.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                               | CRESCENT ENERGY CO COMMON STOCK USD.0001                  | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4087 | NS      | $34289.93     | 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        |       692 | NS      | $49547.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                             | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       507 | NS      | $89962.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | INCYTE CORP COMMON STOCK USD.001                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3064 | NS      | $302631.28    | 0.03%             |  |  |  | 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        |      3607 | NS      | $63050.36     | 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        |       762 | NS      | $55686.96     | 0.00%             |  |  |  | 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        |       460 | NS      | $14963.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc.                       | INFINITY NATURAL RESOURCES INC COMMON STOCK USD.01        | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $4256.97      | 0.00%             |  |  |  | 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        |       249 | NS      | $17068.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingram Micro Holding Corporation                      | INGRAM MICRO HOLDING CORP COMMON STOCK USD.01             | CUSIP: 457152106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3843 | NS      | $82009.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corteva Inc.                                          | CORTEVA INC COMMON STOCK USD.01                           | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10678 | NS      | $715746.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quince Therapeutics Inc.                              | QUINCE THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $3671.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                    | CORVEL CORP COMMON STOCK USD.0001                         | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $56098.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc.                           | CORVUS PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      1269 | NS      | $9771.30      | 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        |      8575 | NS      | $900460.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                       | EQT CORP COMMON STOCK                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      9810 | NS      | $525816.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                        | EPR PROPERTIES REIT USD.01                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1150 | NS      | $57385.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                    | RMR GROUP INC/THE COMMON STOCK                            | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       466 | NS      | $6943.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                    | RH COMMON STOCK USD.0001                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       293 | NS      | $52490.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                | RPM INTERNATIONAL INC COMMON STOCK USD.01                 | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      2020 | NS      | $210080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                              | RXO INC COMMON STOCK USD.01                               | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2624 | NS      | $33167.36     | 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        |      2133 | NS      | $76766.67     | 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        |      1212 | NS      | $86476.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                           | RAMBUS INC COMMON STOCK USD.001                           | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $155753.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                                  | RALLIANT CORP COMMON STOCK USD.01                         | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $91179.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | RALPH LAUREN CORP COMMON STOCK USD.01                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       604 | NS      | $213580.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                                 | RAMACO RESOURCES INC COMMON STOCK                         | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       939 | NS      | $16902.00     | 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        |      3741 | NS      | $131907.66    | 0.01%             |  |  |  | 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        |      1620 | NS      | $8764.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | TARGET CORP COMMON STOCK USD.0833                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7128 | NS      | $696762.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | TARGA RESOURCES CORP COMMON STOCK USD.001                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3379 | NS      | $623425.50    | 0.05%             |  |  |  | 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        |      1719 | NS      | $13769.19     | 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        |       670 | NS      | $54859.60     | 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        |       701 | NS      | $8264.79      | 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        |      1536 | NS      | $90424.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                             | TAYSHA GENE THERAPIES INC COMMON STOCK USD.00001          | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4361 | NS      | $23985.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc.                                       | TECHTARGET INC COMMON STOCK USD.001                       | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $4152.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc.                             | TECTONIC THERAPEUTIC INC COMMON STOCK USD.0001            | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       338 | NS      | $7050.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA TECTONIC THERAP COMMON STOCK                   | CONTRA TECTONIC THERAP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        32 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEGNA Inc.                                            | TEGNA INC COMMON STOCK USD1.0                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2513 | NS      | $48777.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                       | TEJON RANCH CO COMMON STOCK USD.5                         | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |       469 | NS      | $7396.13      | 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        |      2881 | NS      | $20167.00     | 0.00%             |  |  |  | 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        |       951 | NS      | $3737.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| One Stop Systems Inc.                                 | ONE STOP SYSTEMS INC COMMON STOCK USD.0001                | CUSIP: 68247W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $3575.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                 | SPX TECHNOLOGIES INC COMMON STOCK USD.01                  | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       739 | NS      | $147844.34    | 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        |      3716 | NS      | $70381.04     | 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        |       736 | NS      | $375897.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                         | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      3306 | NS      | $295159.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                     | SABRE CORP COMMON STOCK USD.01                            | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6776 | NS      | $9215.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp.                                  | SABLE OFFSHORE CORP COMMON STOCK USD.0001                 | CUSIP: 78574H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2342 | NS      | $21124.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                         | SAFEHOLD INC REIT USD.001                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      1364 | NS      | $18673.16     | 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        |       258 | NS      | $20100.78     | 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        |      1963 | NS      | $46189.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10x Genomics Inc.                                     | 10X GENOMICS INC COMMON STOCK USD.00001                   | CUSIP: 88025U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1823 | NS      | $29733.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagimet Biosciences Inc.                              | SAGIMET BIOSCIENCES INC COMMON STOCK USD.0001             | CUSIP: 786700104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $2350.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI COMMON STOCK                   | CONTRA SAGE THERAPEUTI COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1119 | NS      | $201.42       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corporation                          | TENET HEALTHCARE CORP COMMON STOCK USD.05                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1384 | NS      | $275028.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                                  | TERADATA CORP COMMON STOCK USD.01                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1515 | NS      | $46116.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                             | SAIA INC COMMON STOCK USD.001                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       418 | NS      | $136485.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                         | TERADYNE INC COMMON STOCK USD.125                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2501 | NS      | $484093.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                     | TEREX CORP COMMON STOCK USD.01                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1021 | NS      | $54500.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraWulf Inc.                                         | TERAWULF INC COMMON STOCK USD.001                         | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6441 | NS      | $74007.09     | 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        |       307 | NS      | $22263.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp.                   | TONIX PHARMACEUTICALS HOLDING COMMON STOCK USD.001        | CUSIP: 890260839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $2967.80      | 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        |       753 | NS      | $27582.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                        | TOPBUILD CORP COMMON STOCK                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       441 | NS      | $183980.79    | 0.02%             |  |  |  | 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        |       887 | NS      | $1179576.95   | 0.10%             |  |  |  | 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        |       254 | NS      | $55499.00     | 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        |      1173 | NS      | $200911.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                  | MACERICH CO/THE REIT USD.01                               | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4021 | NS      | $74227.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                | VERIS RESIDENTIAL INC REIT USD.01                         | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1753 | NS      | $26084.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                            | CROCS INC COMMON STOCK USD.001                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       859 | NS      | $73461.68     | 0.01%             |  |  |  | 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        |      1526 | NS      | $47946.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc.                           | SELECT WATER SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      1736 | NS      | $18262.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                         | ARTIVION INC COMMON STOCK USD.01                          | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $34891.65     | 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        |       880 | NS      | $8448.00      | 0.00%             |  |  |  | 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        |      1984 | NS      | $29462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                                    | SITIME CORP COMMON STOCK USD.0001                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $145514.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc.                                | CTO REALTY GROWTH INC REIT USD.01                         | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $11303.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                             | CUBESMART REIT USD.01                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3548 | NS      | $127905.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                               | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5286 | NS      | $105693.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation                   | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK USD.025         | CUSIP: 83001C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1646 | NS      | $25249.64     | 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        |       984 | NS      | $124603.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc.                            | CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $10660.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc.                                   | CHAMPION HOMES INC COMMON STOCK USD.028                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       894 | NS      | $75543.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                          | SKYWEST INC COMMON STOCK                                  | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $62957.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | CUMMINS INC COMMON STOCK USD2.5                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2168 | NS      | $1106655.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                | DXC TECHNOLOGY CO COMMON STOCK USD.01                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      2861 | NS      | $41913.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                               | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2326 | NS      | $147491.66    | 0.01%             |  |  |  | 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        |       790 | NS      | $14346.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc.                | SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01        | CUSIP: 830940102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $32505.96     | 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        |       425 | NS      | $3595.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corporation                             | DAILY JOURNAL CORP COMMON STOCK USD.01                    | CUSIP: 233912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $11208.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                       | DAKTRONICS INC COMMON STOCK                               | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $16191.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc.                         | SLIDE INSURANCE HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 831349105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2034 | NS      | $39622.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                          | SMITH and WESSON BRANDS INC COMMON STOCK USD.001          | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       812 | NS      | $8014.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                     | DANA INC COMMON STOCK USD.01                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1863 | NS      | $44264.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | DANAHER CORP COMMON STOCK USD.01                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     11259 | NS      | $2577410.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A O SMITH CORP COMMON STOCK USD1.0                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1764 | NS      | $117976.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                   | SMARTFINANCIAL INC COMMON STOCK USD1.0                    | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $15572.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                               | DARDEN RESTAURANTS INC COMMON STOCK                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1835 | NS      | $337676.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                              | DARLING INGREDIENTS INC COMMON STOCK USD.01               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2498 | NS      | $89928.00     | 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        |      1954 | NS      | $34312.24     | 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        |      4531 | NS      | $79926.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                          | DATADOG INC COMMON STOCK USD.00001                        | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5088 | NS      | $691917.12    | 0.06%             |  |  |  | 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        |       568 | NS      | $9207.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soundhound AI Inc.                                    | SOUNDHOUND AI INC COMMON STOCK USD.0001                   | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5916 | NS      | $58982.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc.                           | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0            | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $15442.40     | 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        |      3808 | NS      | $70181.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                             | EASTGROUP PROPERTIES INC REIT                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       830 | NS      | $147856.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                    | CALIFORNIA BANCORP COMMON STOCK USD.01                    | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       643 | NS      | $12004.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | SOUTHERN CO/THE COMMON STOCK USD5.0                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     17313 | NS      | $1509693.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | EASTMAN CHEMICAL CO COMMON STOCK USD.01                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1775 | NS      | $113298.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                                 | EASTMAN KODAK CO COMMON STOCK USD.01                      | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      1626 | NS      | $13755.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | EBAY INC COMMON STOCK USD.001                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7198 | NS      | $626945.80    | 0.05%             |  |  |  | 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        |      3016 | NS      | $89454.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                           | SOUTHERN COPPER CORP COMMON STOCK USD.01                  | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12894 | NS      | $1849902.18   | 0.16%             |  |  |  | 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        |       219 | NS      | $11282.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                              | ESSENTIAL UTILITIES INC COMMON STOCK USD.5                | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4498 | NS      | $172543.28    | 0.02%             |  |  |  | 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        |      1007 | NS      | $263511.76    | 0.02%             |  |  |  | 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        |       240 | NS      | $14188.80     | 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        |       641 | NS      | $19479.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank Corporation                           | SOUTHSTATE BANK CORP COMMON STOCK USD2.5                  | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1523 | NS      | $143329.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      8134 | NS      | $336178.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                           | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $92023.00     | 0.01%             |  |  |  | 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        |       394 | NS      | $23277.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SPECTRUM PHARMA COMMON STOCK                   | CONTRA SPECTRUM PHARMA COMMON STOCK                       | CUSIP: 847CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Spire Global Inc.                                     | SPIRE GLOBAL INC COMMON STOCK                             | CUSIP: 848560306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $4612.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors Inc.                            | ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $11351.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc.                             | ETON PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $8082.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                             | ETSY INC COMMON STOCK USD.001                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1562 | NS      | $86597.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                                | EURONET WORLDWIDE INC COMMON STOCK USD.02                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       667 | NS      | $50765.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                           | CRICUT INC COMMON STOCK USD.001                           | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1127 | NS      | $5578.65      | 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        |      1503 | NS      | $69964.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc.                                      | EVE HOLDING INC COMMON STOCK USD.0001                     | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5736 | NS      | $22886.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK USD5.0                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5855 | NS      | $394217.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                            | SPIRE INC COMMON STOCK USD1.0                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       927 | NS      | $76662.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                                    | SPOK HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       437 | NS      | $5764.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                        | EVERQUOTE INC COMMON STOCK USD.001                        | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $14661.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                        | EVERUS CONSTRUCTION GROUP INC COMMON STOCK                | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $69474.72     | 0.01%             |  |  |  | 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        |      1529 | NS      | $121815.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tron Inc.                                             | TRON INC COMMON STOCK                                     | CUSIP: 85237B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4215 | NS      | $5226.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolv Technologies Holdings Inc.                      | EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001      | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2808 | NS      | $20105.28     | 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        |      2005 | NS      | $8020.00      | 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        |      2932 | NS      | $107780.32    | 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        |      4427 | NS      | $21648.03     | 0.00%             |  |  |  | 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        |       921 | NS      | $17959.50     | 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        |      1250 | NS      | $31250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                           | EVOLUS INC COMMON STOCK USD.00001                         | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $7288.40      | 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        |      2257 | NS      | $6567.87      | 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        |       406 | NS      | $14961.10     | 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        |       194 | NS      | $42152.32     | 0.00%             |  |  |  | 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        |      2976 | NS      | $302242.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | LOEWS CORP COMMON STOCK USD.01                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3247 | NS      | $341941.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                      | OLIN CORP COMMON STOCK USD1.0                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1801 | NS      | $37514.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                       | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1707 | NS      | $143507.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc.                                     | STANDARDAERO INC COMMON STOCK USD.01                      | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5272 | NS      | $151200.96    | 0.01%             |  |  |  | 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        |      2430 | NS      | $180500.40    | 0.02%             |  |  |  | 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      | $88.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc.                                           | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $76.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                 | STARBUCKS CORP COMMON STOCK USD.001                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     17881 | NS      | $1505759.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | WESTERN DIGITAL CORP COMMON STOCK USD.01                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5459 | NS      | $940421.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                         | WESTERN MIDSTREAM PARTNERS LP MLP                         | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $1303.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                          | ONE GAS INC COMMON STOCK                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       949 | NS      | $73310.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Holdings Inc.                                   | ONDAS HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 68236H204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5823 | NS      | $56832.48     | 0.00%             |  |  |  | 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        |       635 | NS      | $8013.70      | 0.00%             |  |  |  | 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        |       719 | NS      | $18607.72     | 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        |      1403 | NS      | $289340.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                        | PAGERDUTY INC COMMON STOCK USD.000005                     | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1575 | NS      | $20648.25     | 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        |     35777 | NS      | $6359361.75   | 0.56%             |  |  |  | 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        |      5873 | NS      | $33006.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                            | PEABODY ENERGY CORP COMMON STOCK                          | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      1919 | NS      | $56994.30     | 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        |       362 | NS      | $10081.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                               | PEBBLEBROOK HOTEL TRUST REIT USD.01                       | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1844 | NS      | $20874.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                      | PEGASYSTEMS INC COMMON STOCK USD.01                       | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2688 | NS      | $160527.36    | 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        |      6246 | NS      | $38475.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc.                                | PENGUIN SOLUTIONS INC COMMON STOCK USD.01                 | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $16821.60     | 0.00%             |  |  |  | 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        |      2328 | NS      | $34338.00     | 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        |       581 | NS      | $16355.15     | 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        |      1425 | NS      | $17883.75     | 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        |       819 | NS      | $107976.96    | 0.01%             |  |  |  | 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        |      1059 | NS      | $167629.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                         | PENUMBRA INC COMMON STOCK USD.001                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       614 | NS      | $190898.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                  | PEOPLES BANCORP INC/OH COMMON STOCK                       | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $21741.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | CLOROX CO/THE COMMON STOCK USD1.0                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1908 | NS      | $192383.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp.                      | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0        | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $13054.28     | 0.00%             |  |  |  | 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        |      2038 | NS      | $72491.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | PHILLIPS 66 COMMON STOCK                                  | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6356 | NS      | $820178.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA Inc.                                           | PHINIA INC COMMON STOCK USD.01                            | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       620 | NS      | $38867.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc.                       | PHOENIX EDUCATION PARTNERS INC COMMON STOCK USD.01        | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       633 | NS      | $19179.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                       | PHOTRONICS INC COMMON STOCK USD.01                        | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       970 | NS      | $31040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                         | PHREESIA INC COMMON STOCK USD.01                          | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $17106.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc.                            | PIEDMONT REALTY TRUST INC REIT USD.01                     | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2274 | NS      | $18965.16     | 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        |      3759 | NS      | $146563.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                        | PREFERRED BANK/LOS ANGELES CA COMMON STOCK                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       205 | NS      | $19358.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG Inc.                                             | TWFG INC COMMON STOCK USD.01                              | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $8861.16      | 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        |       397 | NS      | $11513.00     | 0.00%             |  |  |  | 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        |      6780 | NS      | $15933.00     | 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        |      4924 | NS      | $970766.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                         | COASTAL FINANCIAL CORP/WA COMMON STOCK                    | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $27157.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc.                          | COASTALSOUTH BANCSHARES INC COMMON STOCK                  | CUSIP: 19058X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $6579.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | BALL CORP COMMON STOCK                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4285 | NS      | $226976.45    | 0.02%             |  |  |  | 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        |      1187 | NS      | $181967.10    | 0.02%             |  |  |  | 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        |     67732 | NS      | $4735144.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                                 | BANCFIRST CORP COMMON STOCK USD1.0                        | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       557 | NS      | $59053.14     | 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        |       719 | NS      | $48546.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                              | TALEN ENERGY CORP COMMON STOCK USD.001                    | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $269509.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc.                                        | TALKSPACE INC COMMON STOCK USD.0001                       | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2926 | NS      | $10621.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc.                                          | CODEXIS INC COMMON STOCK USD.0001                         | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2012 | NS      | $3279.56      | 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        |     10140 | NS      | $180796.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                        | BANDWIDTH INC COMMON STOCK USD.001                        | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $8265.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     21126 | NS      | $10618983.90  | 0.93%             |  |  |  | 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        |       809 | NS      | $17442.04     | 0.00%             |  |  |  | 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        |      2408 | NS      | $85532.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corporation                          | BEACON FINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1202 | NS      | $31696.74     | 0.00%             |  |  |  | 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        |      3317 | NS      | $222006.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                                  | COLONY BANKCORP INC COMMON STOCK USD1.0                   | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $12171.06     | 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        |      4582 | NS      | $128066.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc.                                     | BETA BIONICS INC COMMON STOCK USD.0001                    | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       704 | NS      | $21450.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Better Home and Finance Holding Company               | BETTER HOME and FINANCE HOLDING COMMON STOCK USD.0001     | CUSIP: 08774B508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $5506.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc.                                      | BEYOND MEAT INC COMMON STOCK USD.0001                     | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7492 | NS      | $6143.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc.                                        | BGC GROUP INC COMMON STOCK USD.01                         | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5734 | NS      | $51204.62     | 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        |        33 | NS      | $8238.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perspective Therapeutics Inc                          | PERSPECTIVE THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 46489V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1358 | NS      | $3734.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc.                              | BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 08975B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6914 | NS      | $37335.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce.com Inc.                                     | COMMERCE.COM INC COMMON STOCK USD.0001                    | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1670 | NS      | $6880.40      | 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        |       460 | NS      | $11587.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc.                               | ORUKA THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 687604108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $23975.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | BIOGEN INC COMMON STOCK USD.0005                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2294 | NS      | $403721.06    | 0.04%             |  |  |  | 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        |      2425 | NS      | $142614.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Streamex Corp.                                        | STREAMEX CORP COMMON STOCK USD.001                        | CUSIP: 09073N300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2393 | NS      | $7250.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                        | BIOVENTUS INC COMMON STOCK USD.001                        | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1285 | NS      | $9560.40      | 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        |       733 | NS      | $210114.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                      | ESAB CORP COMMON STOCK USD.001                            | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $108480.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America Companies Inc.                     | FINANCE OF AMERICA COS INC COMMON STOCK USD.0001          | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $4720.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                           | FIRST MERCHANTS CORP COMMON STOCK                         | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       962 | NS      | $36055.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                             | FIRST MID BANCSHARES INC COMMON STOCK USD4.0              | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       597 | NS      | $23283.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                      | FIRST SOLAR INC COMMON STOCK USD.001                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1687 | NS      | $440695.01    | 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        |       445 | NS      | $27808.05     | 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        |       999 | NS      | $15064.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                              | FIRSTSUN CAPITAL BANCORP COMMON STOCK                     | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $18855.14     | 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        |       710 | NS      | $113159.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                           | FISERV INC COMMON STOCK USD.01                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8561 | NS      | $575042.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FIRSTENERGY CORP COMMON STOCK USD.1                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      9023 | NS      | $403959.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                       | FIVE BELOW INC COMMON STOCK USD.01                        | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $163496.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                            | FIVE9 INC COMMON STOCK USD.001                            | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $24741.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                     | FIVE STAR BANCORP COMMON STOCK                            | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       471 | NS      | $16852.38     | 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        |      1688 | NS      | $102782.32    | 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        |       910 | NS      | $22413.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings Inc.                            | FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $10204.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                       | FORMFACTOR INC COMMON STOCK USD.001                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1236 | NS      | $68944.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Technology Solutions Inc.                      | FIGURE TECHNOLOGY SOLUTIONS IN COMMON STOCK USD.0001      | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2790 | NS      | $113943.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet Inc.                                         | FORTINET INC COMMON STOCK USD.001                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     12065 | NS      | $958081.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Biotech Inc.                                 | FORTRESS BIOTECH INC COMMON STOCK USD.001                 | CUSIP: 34960Q307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $2664.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Forte Biosciences Inc.                                | FORTE BIOSCIENCES INC COMMON STOCK USD.001                | CUSIP: 34962G208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $5863.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                       | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1877 | NS      | $93887.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                                 | FORTREA HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 34965K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $24960.75     | 0.00%             |  |  |  | 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        |       270 | NS      | $9976.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                               | FORWARD AIR CORP COMMON STOCK USD.01                      | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       512 | NS      | $12800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc.                                        | T1 ENERGY INC COMMON STOCK USD.0001                       | CUSIP: 35834F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3434 | NS      | $22939.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc.                                        | FRONTDOOR INC COMMON STOCK USD.01                         | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1152 | NS      | $66458.88     | 0.01%             |  |  |  | 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        |      3883 | NS      | $147825.81    | 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        |      3793 | NS      | $17865.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc.                                   | FRONTVIEW REIT INC REIT USD.01                            | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $6730.56      | 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        |      1299 | NS      | $127172.10    | 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        |      4082 | NS      | $5592.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                | TRANSMEDICS GROUP INC COMMON STOCK                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $65082.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TRANSUNION COMMON STOCK USD.01                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3065 | NS      | $262823.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc.                                  | FUELCELL ENERGY INC COMMON STOCK USD.0001                 | CUSIP: 35952H700<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |       563 | NS      | $4115.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc.                              | FTAI INFRASTRUCTURE INC COMMON STOCK USD.01               | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $9312.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                  | TRAVEL + LEISURE CO COMMON STOCK USD.01                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1014 | NS      | $71517.42     | 0.01%             |  |  |  | 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        |       776 | NS      | $45884.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuboTV Inc.                                           | FUBOTV INC COMMON STOCK                                   | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5558 | NS      | $14006.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                            | FUNKO INC COMMON STOCK USD.0001                           | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1123 | NS      | $3818.20      | 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        |      4127 | NS      | $859035.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                   | ALLY FINANCIAL INC COMMON STOCK USD.01                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      4786 | NS      | $216757.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                               | TRINITY INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1295 | NS      | $34239.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                | TRIUMPH FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       385 | NS      | $24112.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                      | GATX CORP COMMON STOCK USD.625                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       564 | NS      | $95654.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                    | GEO GROUP INC/THE COMMON STOCK USD.01                     | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $35883.12     | 0.00%             |  |  |  | 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        |      2062 | NS      | $819954.30    | 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        |       207 | NS      | $41375.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                      | TRIPADVISOR INC COMMON STOCK USD.001                      | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1834 | NS      | $26703.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc.                                      | GCI LIBERTY INC COMMON STOCK                              | CUSIP: 36164V602<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       322 | NS      | $11872.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc.                                      | GCI LIBERTY INC COMMON STOCK USD.01                       | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $13023.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC SR COMMON STOCK                   | ESC GCI LIBERTY INC SR COMMON STOCK                       | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |       707 | NS      | $20474.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications Inc.                           | OPTIMUM COMMUNICATIONS INC COMMON STOCK USD.01            | CUSIP: 02156K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5276 | NS      | $8705.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc.                                             | OKLO INC COMMON STOCK                                     | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $176457.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI Technology Inc.                                   | GSI TECHNOLOGY INC COMMON STOCK USD.001                   | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $4173.12      | 0.00%             |  |  |  | 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        |      1820 | NS      | $95804.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Neuroscience Inc.                                | ALTO NEUROSCIENCE INC COMMON STOCK USD.0001               | CUSIP: 02157Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $9220.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                     | ALTRIA GROUP INC COMMON STOCK USD.333                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     26427 | NS      | $1523780.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                       | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01        | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7174 | NS      | $588411.48    | 0.05%             |  |  |  | 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        |       733 | NS      | $2360.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                         | AMERESCO INC COMMON STOCK USD.0001                        | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $16812.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01           | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     10294 | NS      | $157807.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                 | AMENTUM HOLDINGS INC COMMON STOCK                         | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3841 | NS      | $111389.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambit Biosciences Corporation                         | AMBIT BIOSCIENCES CORP COMMON STOCK                       | CUSIP: 023CVR996<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $278.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Galectin Therapeutics Inc.                            | GALECTIN THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 363225202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1086 | NS      | $4517.76      | 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        |      4031 | NS      | $1043182.49   | 0.09%             |  |  |  | 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        |      5826 | NS      | $187014.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc.               | AMERICAN INTEGRITY INSURANCE G COMMON STOCK USD.001       | CUSIP: 026948109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $7977.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                    | GAMING AND LEISURE PROPERTIES REIT                        | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4426 | NS      | $197797.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                        | GAMESTOP CORP-CLASS A COMMON STOCK USD.001                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      7047 | NS      | $141503.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                        | GAMESTOP CORP-CLASS A WARRANTS CALL EXP 30OCT26           | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       711 | NS      | $2140.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co. Inc.                                    | USA TODAY CO INC COMMON STOCK USD.01                      | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      2450 | NS      | $12617.50     | 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        |       310 | NS      | $11718.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Resources Corporation                        | AMERICAN RESOURCES CORP COMMON STOCK USD.0001             | CUSIP: 02927U208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1751 | NS      | $4342.48      | 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        |      5821 | NS      | $149017.60    | 0.01%             |  |  |  | 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        |       687 | NS      | $55516.47     | 0.00%             |  |  |  | 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        |       878 | NS      | $63031.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                              | SEVEN HILLS REALTY TRUST REIT                             | CUSIP: 81784E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $7707.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc.                                           | OUSTER INC COMMON STOCK USD.0001                          | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $20146.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                                   | OUTFRONT MEDIA INC REIT USD.01                            | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2641 | NS      | $63648.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc.                                              | QXO INC COMMON STOCK                                      | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10610 | NS      | $204666.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc.                                   | OUTSET MEDICAL INC COMMON STOCK USD.001                   | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411 | NS      | $1524.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                              | BED BATH and BEYOND INC COMMON STOCK                      | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      1173 | NS      | $6404.58      | 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        |      1583 | NS      | $2580.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                          | OVINTIV INC COMMON STOCK                                  | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4004 | NS      | $156916.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL CORP COMMON STOCK USD.01                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     11625 | NS      | $407107.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                        | PRA GROUP INC COMMON STOCK USD.01                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       693 | NS      | $12259.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                             | PVH CORP COMMON STOCK USD1.0                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       750 | NS      | $50265.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                                 | PTC THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1251 | NS      | $95025.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC INC COMMON STOCK USD.01                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1887 | NS      | $328734.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR INC COMMON STOCK USD1.0                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      8273 | NS      | $905976.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                              | P10 INC COMMON STOCK USD.001                              | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $13420.08     | 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      | $6523.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACS Group Inc.                                       | PACS GROUP INC COMMON STOCK USD.001                       | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2483 | NS      | $95322.37     | 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        |       627 | NS      | $50893.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SharpLink Gaming Inc.                                 | SHARPLINK GAMING INC COMMON STOCK                         | CUSIP: 820014405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3102 | NS      | $27731.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharps Technology Inc.                                | SHARPS TECHNOLOGY INC COMMON STOCK USD.0001               | CUSIP: 82003F309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $1051.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shenandoah Telecommunications Company                 | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK                | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      1042 | NS      | $12045.52     | 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        |      3916 | NS      | $1268901.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                                  | SHIFT4 PAYMENTS INC COMMON STOCK                          | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $65929.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc.                                    | SHOE CARNIVAL INC COMMON STOCK USD.01                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $8355.60      | 0.00%             |  |  |  | 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        |      2701 | NS      | $22958.50     | 0.00%             |  |  |  | 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        |       848 | NS      | $14992.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoulder Innovations Inc.                             | SHOULDER INNOVATIONS INC COMMON STOCK USD.001             | CUSIP: 82537J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $5476.90      | 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        |       668 | NS      | $12758.80     | 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        |       734 | NS      | $14474.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                        | SIERRA BANCORP COMMON STOCK                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $13921.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc.                                | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001               | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $7551.96      | 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        |       523 | NS      | $68356.10     | 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        |      1708 | NS      | $68951.96     | 0.01%             |  |  |  | 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        |      2042 | NS      | $89950.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                      | GLADSTONE COMMERCIAL CORP REIT USD.001                    | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1021 | NS      | $10894.07     | 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        |       889 | NS      | $8134.35      | 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        |       905 | NS      | $102183.55    | 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        |      8698 | NS      | $66539.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Company                             | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                  | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $22440.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                       | GLOBALSTAR INC COMMON STOCK USD.0001                      | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2002 | NS      | $122202.08    | 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        |      3972 | NS      | $34159.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | GLOBAL PAYMENTS INC COMMON STOCK                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3796 | NS      | $293810.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                              | GLOBAL MEDICAL REIT INC REIT                              | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       245 | NS      | $8266.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                        | FERROGLOBE PLC COMMON STOCK USD7.5                        | CUSIP: 37954N206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3120 | NS      | $14476.80     | 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        |      2110 | NS      | $184224.10    | 0.02%             |  |  |  | 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        |      1270 | NS      | $177622.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Biopharma Inc.                               | CRESCENT BIOPHARMA INC COMMON STOCK USD.001               | CUSIP: 38000Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $3273.36      | 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        |      2167 | NS      | $268881.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                             | GOGO INC COMMON STOCK USD.0001                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2267 | NS      | $10564.22     | 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        |       478 | NS      | $12996.82     | 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        |      4756 | NS      | $4180524.00   | 0.37%             |  |  |  | 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        |      1927 | NS      | $5222.17      | 0.00%             |  |  |  | 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        |      4535 | NS      | $39726.60     | 0.00%             |  |  |  | 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        |       404 | NS      | $29754.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                            | GOPRO INC COMMON STOCK USD.0001                           | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      2548 | NS      | $3592.68      | 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        |       528 | NS      | $25212.00     | 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        |      3750 | NS      | $11625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                            | GRACO INC COMMON STOCK USD1.0                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2643 | NS      | $216646.71    | 0.02%             |  |  |  | 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        |       750 | NS      | $756787.50    | 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        |       442 | NS      | $73509.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARAGON 28 INC COMMON STOCK                    | CONTRA PARAGON 28 INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1430 | NS      | $128.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Monro Inc.                                            | MONRO INC COMMON STOCK USD.01                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $10360.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monopar Therapeutics Inc.                             | MONOPAR THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 61023L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $7248.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                          | MONSTER BEVERAGE CORP COMMON STOCK USD.005                | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15362 | NS      | $1177804.54   | 0.10%             |  |  |  | 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        |      1011 | NS      | $15852.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.                     | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004    | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $14550.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | MORGAN STANLEY COMMON STOCK USD.01                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     25114 | NS      | $4458488.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                      | MORNINGSTAR INC COMMON STOCK                              | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $143207.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                    | MOSAIC CO/THE COMMON STOCK USD.01                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5000 | NS      | $120450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                               | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2624 | NS      | $1005831.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc.                                     | MOVADO GROUP INC COMMON STOCK USD.01                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       345 | NS      | $7113.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                               | MUELLER INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1735 | NS      | $199178.00    | 0.02%             |  |  |  | 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        |      2486 | NS      | $59216.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claritev Corporation                                  | CLARITEV CORP COMMON STOCK                                | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $11713.50     | 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        |      2256 | NS      | $70500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                       | MURPHY USA INC COMMON STOCK USD.01                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       303 | NS      | $122266.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netskope Inc.                                         | NETSKOPE INC COMMON STOCK USD.0001                        | CUSIP: 64119N608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       929 | NS      | $16294.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp.                                       | NETSTREIT CORP REIT USD.01                                | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1393 | NS      | $24572.52     | 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        |      1553 | NS      | $220261.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc.                                        | NEUROPACE INC COMMON STOCK USD.001                        | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $9032.40      | 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        |      1350 | NS      | $1863.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc.                                        | NEUROGENE INC COMMON STOCK USD.000001                     | CUSIP: 64135M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       243 | NS      | $5005.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                           | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                   | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $19876.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                                     | VIPER ENERGY INC COMMON STOCK USD.000001                  | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2677 | NS      | $103412.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank N.A                                     | FLAGSTAR BANK NA COMMON STOCK USD.01                      | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6535 | NS      | $82275.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                     | ADAMAS TRUST INC REIT USD.02                              | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      1685 | NS      | $12300.50     | 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      | $834.03       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Northwest Bancshares Inc.                             | NORTHWEST BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2291 | NS      | $27492.00     | 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        |       730 | NS      | $34120.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                              | NWPX INFRASTRUCTURE INC COMMON STOCK USD.01               | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       180 | NS      | $11248.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                        | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01         | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $64733.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | GEN DIGITAL INC COMMON STOCK USD.01                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9715 | NS      | $264150.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | GEN DIGITAL INC RIGHT                                     | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       188 | NS      | $829.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Limited                            | GAMBLING.COM GROUP LTD COMMON STOCK                       | CUSIP: G3R239101<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       722 | NS      | $3942.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                         | HAMILTON INSURANCE GROUP LTD COMMON STOCK USD.01          | CUSIP: G42706104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1105 | NS      | $30829.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                                 | HELEN OF TROY LTD COMMON STOCK USD.1                      | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       416 | NS      | $8840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                        | HERBALIFE LTD COMMON STOCK USD.002                        | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1648 | NS      | $21242.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                          | IBEX HOLDINGS LTD COMMON STOCK USD.0001                   | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $9774.08      | 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        |       607 | NS      | $11187.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                          | INDIVIOR PLC COMMON STOCK USD.5                           | CUSIP: G4766E116<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1972 | NS      | $70755.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company      | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001        | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $87181.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001     | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3347 | NS      | $921730.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Limited                                      | SEADRILL LTD COMMON STOCK USD.01                          | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1035 | NS      | $35811.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                        | PENTAIR PLC COMMON STOCK USD.01                           | CUSIP: G7S00T104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2556 | NS      | $266181.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                      | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01        | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2303 | NS      | $76666.87     | 0.01%             |  |  |  | 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        |       648 | NS      | $53706.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                      | SIRIUSPOINT LTD COMMON STOCK USD.1                        | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1950 | NS      | $42685.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                  | SMURFIT WESTROCK PLC COMMON STOCK                         | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8157 | NS      | $315431.19    | 0.03%             |  |  |  | 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        |       179 | NS      | $4521.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc.                           | AMERICOLD REALTY TRUST INC REIT USD.01                    | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4532 | NS      | $58281.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                        | AMERISAFE INC COMMON STOCK USD.01                         | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $15364.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc.                                          | CENCORA INC COMMON STOCK USD.01                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3042 | NS      | $1027435.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                             | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1476 | NS      | $723741.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                        | AMERIS BANCORP COMMON STOCK USD1.0                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1047 | NS      | $77760.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                           | AMETEK INC COMMON STOCK USD.01                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3641 | NS      | $747533.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | AMGEN INC COMMON STOCK USD.0001                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8464 | NS      | $2770351.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | AMPHENOL CORP COMMON STOCK USD.001                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     19217 | NS      | $2596985.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                        | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       731 | NS      | $19576.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                  | AMPLIFY ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       877 | NS      | $4007.89      | 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        |      1828 | NS      | $21168.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc.                             | AMPRIUS TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2098 | NS      | $16553.22     | 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        |      1793 | NS      | $21659.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                   | ANALOG DEVICES INC COMMON STOCK USD.167                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7738 | NS      | $2098545.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                       | ANAPTYSBIO INC COMMON STOCK USD.001                       | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $21864.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                            | ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001            | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      1458 | NS      | $5190.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cross Country Healthcare Inc.                         | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001        | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $5200.20      | 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        |       574 | NS      | $5516.14      | 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        |       864 | NS      | $2695.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                             | CROWDSTRIKE HOLDINGS INC COMMON STOCK                     | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3948 | NS      | $1850664.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | CROWN CASTLE INC REIT USD.01                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      6855 | NS      | $609203.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                        | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      9978 | NS      | $223108.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc.                                          | ANNEXON INC COMMON STOCK                                  | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2399 | NS      | $12042.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                   | CROWN HOLDINGS INC COMMON STOCK USD5.0                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1818 | NS      | $187199.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE ENERGY CO COMMON STOCK                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3249 | NS      | $419056.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      7571 | NS      | $435256.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                         | ARCHROCK INC COMMON STOCK USD.01                          | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      2771 | NS      | $72101.42     | 0.01%             |  |  |  | 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        |       254 | NS      | $27886.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                     | DT MIDSTREAM INC COMMON STOCK USD.01                      | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1584 | NS      | $189573.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                           | ARCOSA INC COMMON STOCK USD.01                            | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $83992.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc.                                          | ARDELYX INC COMMON STOCK USD.000001                       | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      3835 | NS      | $22358.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                  | ECHOSTAR CORP COMMON STOCK USD.001                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2468 | NS      | $268271.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                           | ECOLAB INC COMMON STOCK USD1.0                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4464 | NS      | $1171889.28   | 0.10%             |  |  |  | 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        |      1965 | NS      | $46825.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                          | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $55001.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                          | ECOVYST INC COMMON STOCK                                  | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1931 | NS      | $18788.63     | 0.00%             |  |  |  | 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        |       786 | NS      | $13401.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.                   | ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001       | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       493 | NS      | $3022.09      | 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        |      1684 | NS      | $41788.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | EDISON INTERNATIONAL COMMON STOCK                         | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6053 | NS      | $363301.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Bio Inc.                                        | CLIMB BIO INC COMMON STOCK                                | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1153 | NS      | $4612.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                              | ELLINGTON FINANCIAL INC REIT                              | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      1598 | NS      | $21700.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Credit Company                              | ELLINGTON CREDIT CO ELLINGTON CREDIT CO                   | CUSIP: 288578107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $6213.33      | 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        |       998 | NS      | $11856.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lunai Bioworks Inc.                                   | LUNAI BIOWORKS INC COMMON STOCK                           | CUSIP: 29350E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $544.89       | 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        |      2056 | NS      | $65894.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                         | PRIMORIS SERVICES CORP COMMON STOCK USD.0001              | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       847 | NS      | $105146.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                        | PRIMERICA INC COMMON STOCK                                | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $132538.68    | 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        |       738 | NS      | $10265.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc.                                   | PRIME MEDICINE INC COMMON STOCK USD.00001                 | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2999 | NS      | $10406.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA PREVAIL THERAPE COMMON STOCK                   | CONTRA PREVAIL THERAPE COMMON STOCK                       | CUSIP: 741CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Principal Financial Group Inc.                        | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3489 | NS      | $307764.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M CO COMMON STOCK USD.01                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      8381 | NS      | $1341798.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                   | THRYV HOLDINGS INC COMMON STOCK                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $5402.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                        | TIDEWATER INC COMMON STOCK                                | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $39448.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilray Brands Inc.                                    | TILRAY BRANDS INC COMMON STOCK USD.0001                   | CUSIP: 88688T209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1749 | NS      | $15793.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                    | TIMKEN CO/THE COMMON STOCK                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1085 | NS      | $91281.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                         | METALLUS INC COMMON STOCK                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       758 | NS      | $13007.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                          | TIPTREE INC COMMON STOCK USD.001                          | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $12807.27     | 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        |      1198 | NS      | $9380.34      | 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        |      3618 | NS      | $51990.66     | 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        |      1001 | NS      | $125755.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                  | TITAN MACHINERY INC COMMON STOCK USD.00001                | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       449 | NS      | $6752.96      | 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        |      8017 | NS      | $284683.67    | 0.02%             |  |  |  | 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      | $0.00         | 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        |      1488 | NS      | $201207.36    | 0.02%             |  |  |  | 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        |      6169 | NS      | $538862.15    | 0.05%             |  |  |  | No            |                  1 | 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        |      4940 | NS      | $9237.80      | 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        |        84 | NS      | $17363.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prelude Therapeutics Incorporated                     | PRELUDE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1227 | NS      | $3558.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                          | STONECO LTD COMMON STOCK USD.000079365                    | CUSIP: G85158106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      4088 | NS      | $60461.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                   | TE CONNECTIVITY PLC COMMON STOCK USD.01                   | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4648 | NS      | $1057466.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                        | TECHNIPFMC PLC COMMON STOCK USD1.0                        | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      6460 | NS      | $287857.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                               | TEEKAY CORP LTD COMMON STOCK USD.001                      | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      1415 | NS      | $12777.45     | 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      | $46575.95     | 0.00%             |  |  |  | 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        |      3430 | NS      | $351163.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                   | TEEKAY TANKERS LTD COMMON STOCK USD.01                    | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |       483 | NS      | $25801.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc.                             | THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001           | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       923 | NS      | $17269.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                       | PRICESMART INC COMMON STOCK USD.0001                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       498 | NS      | $61089.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corporation                     | PRIMEENERGY RESOURCES CORP COMMON STOCK USD.1             | CUSIP: 74158E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $4617.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0                | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3497 | NS      | $1361032.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                            | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01             | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $4204.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                            | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01             | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2774 | NS      | $20694.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                   | TRONOX HOLDINGS PLC COMMON STOCK USD.01                   | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2738 | NS      | $11417.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                         | SYNOPSYS INC COMMON STOCK USD.01                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2913 | NS      | $1368294.36   | 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        |      2109 | NS      | $105555.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                   | VIKING HOLDINGS LTD COMMON STOCK USD.01                   | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4972 | NS      | $355050.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd.                                        | STRATASYS LTD COMMON STOCK ILS.01                         | CUSIP: M85548101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $12924.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                 | TD SYNNEX CORP COMMON STOCK USD.001                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1294 | NS      | $194397.62    | 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      |
| TTM Technologies Inc.                                 | TTM TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1631 | NS      | $112539.00    | 0.01%             |  |  |  | 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        |      2906 | NS      | $744023.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd.                                    | UROGEN PHARMA LTD COMMON STOCK USD.01                     | CUSIP: M96088105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $17424.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                          | ELASTIC NV COMMON STOCK EUR.01                            | CUSIP: N14506104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1678 | NS      | $126588.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                   | CNH INDUSTRIAL NV COMMON STOCK EUR.01                     | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     19738 | NS      | $181984.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                             | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01               | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1967 | NS      | $26259.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS N.V.                                              | JBS NV COMMON STOCK EUR.01                                | CUSIP: N4732M103<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     17547 | NS      | $253027.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      5046 | NS      | $218491.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                               | NXP SEMICONDUCTORS NV COMMON STOCK EUR.2                  | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3963 | NS      | $860208.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                          | ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001            | CUSIP: P73684113<br>LEI: N/A                  | Long             | EC               | CORP              | BS        |      1681 | NS      | $34863.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corporation                          | ARDMORE SHIPPING CORP COMMON STOCK USD.01                 | CUSIP: Y0207T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       698 | NS      | $7391.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | FLEX LTD COMMON STOCK                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      5897 | NS      | $356296.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping and Trading Limited                    | GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01          | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |       777 | NS      | $14320.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                            | INTERNATIONAL SEAWAYS INC COMMON STOCK                    | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |       789 | NS      | $38305.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                                  | SCORPIO TANKERS INC COMMON STOCK USD.01                   | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |       805 | NS      | $40918.15     | 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        |      2941 | NS      | $32409.82     | 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        |      1085 | NS      | $23848.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                            | TANGER INC REIT USD.01                                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1779 | NS      | $59365.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitmine Immersion Technologies Inc.                   | BITMINE IMMERSION TECHNOLOGIES COMMON STOCK USD.0001      | CUSIP: 09175A206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6047 | NS      | $164176.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                        | BLACKBAUD INC COMMON STOCK USD.001                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       797 | NS      | $50466.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                        | BLACKLINE INC COMMON STOCK USD.01                         | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       984 | NS      | $54405.36     | 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        |      2713 | NS      | $51899.69     | 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        |     16332 | NS      | $175079.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                         | AGILYSYS INC COMMON STOCK USD.3                           | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       448 | NS      | $53240.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                       | BLACKSTONE INC COMMON STOCK USD.00001                     | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11596 | NS      | $1787407.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                               | BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $11025.00     | 0.00%             |  |  |  | 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        |      1318 | NS      | $6300.04      | 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        |       880 | NS      | $9864.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strata Critical Medical Inc.                          | STRATA CRITICAL MEDICAL INC COMMON STOCK USD.0001         | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $7070.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                  | BLUE FOUNDRY BANCORP COMMON STOCK USD.01                  | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $8464.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                  | ARISTA NETWORKS INC COMMON STOCK USD.0001                 | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19789 | NS      | $2592952.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                            | ARKO CORP COMMON STOCK USD.0001                           | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2142 | NS      | $9724.68      | 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        |     10153 | NS      | $151685.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc.                            | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0             | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2135 | NS      | $9116.45      | 0.00%             |  |  |  | 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        |      1672 | NS      | $23391.28     | 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        |      1559 | NS      | $10320.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                          | ARMOUR RESIDENTIAL REIT INC REIT USD.0001                 | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      1753 | NS      | $31010.57     | 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        |       673 | NS      | $128610.30    | 0.01%             |  |  |  | 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        |      2462 | NS      | $22699.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc.                               | ARRIVENT BIOPHARMA INC COMMON STOCK USD.0001              | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $14888.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media and Technology Group Corp.                | TRUMP MEDIA and TECHNOLOGY GROUP COMMON STOCK USD.0001    | CUSIP: 25400Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4429 | NS      | $58639.96     | 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        |       184 | NS      | $111566.56    | 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        |      4288 | NS      | $1340343.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                          | CADENCE BANK COMMON STOCK USD2.5                          | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2757 | NS      | $118109.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                        | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01         | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $22717.95     | 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        |       263 | NS      | $8452.82      | 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        |       660 | NS      | $26954.40     | 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        |      3274 | NS      | $76578.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                  | CAL-MAINE FOODS INC COMMON STOCK USD.01                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       759 | NS      | $60393.63     | 0.01%             |  |  |  | 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        |       363 | NS      | $7895.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corporation Plc                      | CALEDONIA MINING CORP PLC COMMON STOCK                    | CUSIP: 12932K202<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       382 | NS      | $9996.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                            | CALIX INC COMMON STOCK                                    | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1042 | NS      | $55153.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                         | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      2971 | NS      | $34671.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                           | CAMDEN NATIONAL CORP COMMON STOCK                         | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       396 | NS      | $17178.48     | 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        |      3462 | NS      | $459649.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                      | DOLLAR TREE INC COMMON STOCK USD.01                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3208 | NS      | $394616.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | CAMDEN PROPERTY TRUST REIT USD.01                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1654 | NS      | $182072.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                                | CAMPBELL'S COMPANY/THE COMMON STOCK USD.0375              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      4649 | NS      | $129567.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                  | DOMINION ENERGY INC COMMON STOCK                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     13486 | NS      | $790144.74    | 0.07%             |  |  |  | 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        |       530 | NS      | $220914.60    | 0.02%             |  |  |  | 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        |      1098 | NS      | $10683.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc.                              | CANDEL THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $5407.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc.                                    | EAGLE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       530 | NS      | $11352.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                               | HP INC COMMON STOCK USD.01                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     14654 | NS      | $326491.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc.                                  | CANNAE HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $15273.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc.                                       | CANTALOUPE INC COMMON STOCK                               | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1256 | NS      | $13338.72     | 0.00%             |  |  |  | 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        |       598 | NS      | $11738.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                               | HAEMONETICS CORP COMMON STOCK USD.01                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       761 | NS      | $60994.15     | 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        |      1811 | NS      | $24339.84     | 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        |       723 | NS      | $13765.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc.                                         | IMMUNOME INC COMMON STOCK USD.0001                        | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1474 | NS      | $31661.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immix Biopharma Inc.                                  | IMMIX BIOPHARMA INC COMMON STOCK USD.0001                 | CUSIP: 45258H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $3289.67      | 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        |       438 | NS      | $18645.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                                  | CAPITAL BANCORP INC COMMON STOCK USD.01                   | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $12451.14     | 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        |      2789 | NS      | $70896.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CVR IMARA INC COMMON STOCK                     | CONTRA CVR IMARA INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       411 | NS      | $92.19        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Insteel Industries Inc.                               | INSTEEL INDUSTRIES INC COMMON STOCK                       | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $11812.91     | 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        |       618 | NS      | $23928.96     | 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        |     10051 | NS      | $2435960.36   | 0.21%             |  |  |  | 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        |       302 | NS      | $9848.22      | 0.00%             |  |  |  | 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        |       429 | NS      | $111278.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                         | INNOVIVA INC COMMON STOCK USD.01                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1177 | NS      | $23528.23     | 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        |      2540 | NS      | $17297.40     | 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        |       722 | NS      | $20836.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovative Industrial Properties Inc.                 | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001               | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $21169.92     | 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        |       742 | NS      | $1157.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapsoVision Inc.                                      | CAPSOVISION INC COMMON STOCK USD.001                      | CUSIP: 140935107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $8434.41      | 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        |      1238 | NS      | $3478.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Instil Bio Inc.                                       | INSTIL BIO INC COMMON STOCK USD.000001                    | CUSIP: 45783C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $1386.00      | 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      | $10307.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc.                                  | CARDINAL HEALTH INC COMMON STOCK                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3750 | NS      | $770625.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc.                                       | CARDLYTICS INC COMMON STOCK USD.0001                      | CUSIP: 14161W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1208 | NS      | $1389.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc.                                       | INNVENTURE INC COMMON STOCK USD.0001                      | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1095 | NS      | $4577.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Insulet Corporation                                   | INSULET CORP COMMON STOCK USD.001                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1107 | NS      | $314653.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA INHIBRX INC COMMON STOCK                       | CONTRA INHIBRX INC COMMON STOCK                           | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $463.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Invitation Homes Inc.                                 | INVITATION HOMES INC REIT USD.01                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9611 | NS      | $267089.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                            | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2514 | NS      | $198882.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                             | IONQ INC COMMON STOCK USD.0001                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5577 | NS      | $250239.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield and Son Limited          | BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0      | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       679 | NS      | $33827.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                         | BIOHAVEN LTD COMMON STOCK                                 | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1702 | NS      | $19215.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc.                          | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666    | CUSIP: 462260100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6345 | NS      | $17321.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| authID Inc.                                           | AUTHID INC COMMON STOCK USD.0001                          | CUSIP: 46264C305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1106 | NS      | $967.42       | 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        |      4043 | NS      | $86803.21     | 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        |      2734 | NS      | $127896.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corporation                                  | IRADIMED CORP COMMON STOCK USD.0001                       | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       233 | NS      | $22666.24     | 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        |      2664 | NS      | $600492.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                                  | GLOBALFOUNDRIES INC COMMON STOCK USD.02                   | CUSIP: G39387108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8742 | NS      | $305270.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                            | AMRIZE LTD COMMON STOCK                                   | CUSIP: H2927K103<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9128 | NS      | $493642.24    | 0.04%             |  |  |  | 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        |      1672 | NS      | $29059.36     | 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        |      4646 | NS      | $385385.70    | 0.03%             |  |  |  | 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        |      2679 | NS      | $9028.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                            | ITRON INC COMMON STOCK                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       718 | NS      | $66673.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                                 | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001           | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $38447.88     | 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        |      1038 | NS      | $17656.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ITEOS THERAPEUT COMMON STOCK                   | CONTRA ITEOS THERAPEUT COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       799 | NS      | $82.30        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J and J Snack Foods Corp.                             | J and J SNACK FOODS CORP COMMON STOCK                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $28285.81     | 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        |     43266 | NS      | $13941170.52  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                            | JABIL INC COMMON STOCK USD.001                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1685 | NS      | $384213.70    | 0.03%             |  |  |  | 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        |       336 | NS      | $6367.20      | 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        |      2227 | NS      | $12649.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                                   | KONTOOR BRANDS INC COMMON STOCK                           | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $53881.38     | 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        |       386 | NS      | $10452.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                         | ON HOLDING AG COMMON STOCK CHF.1                          | CUSIP: H5919C104<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4550 | NS      | $211484.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                       | TRANSOCEAN LTD COMMON STOCK CHF.1                         | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17300 | NS      | $71449.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecoagro S.A.                                        | ADECOAGRO SA COMMON STOCK USD1.5                          | CUSIP: L00849106<br>LEI: N/A                  | Long             | EC               | CORP              | AR        |      1819 | NS      | $14424.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alvotech                                              | ALVOTECH SA COMMON STOCK USD.0001                         | CUSIP: L01800108<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      4392 | NS      | $22530.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S.A.                           | ARDAGH METAL PACKAGING SA COMMON STOCK USD.01             | CUSIP: L02235106<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      9920 | NS      | $40672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion America Airports S.A.                     | CORP AMERICA AIRPORTS SA COMMON STOCK USD1.0              | CUSIP: L1995B107<br>LEI: N/A                  | Long             | EC               | CORP              | AR        |      2658 | NS      | $69108.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                            | KORN FERRY COMMON STOCK USD.01                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       824 | NS      | $54400.48     | 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        |      9007 | NS      | $8172.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                          | GLOBANT SA COMMON STOCK USD1.2                            | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |       691 | NS      | $45170.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular S.A.                  | MILLICOM INTERNATIONAL CELLULA COMMON STOCK USD1.5        | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      2670 | NS      | $148024.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                            | ORION SA COMMON STOCK                                     | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1049 | NS      | $5538.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                               | SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625             | CUSIP: L8681T102<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      3237 | NS      | $1879758.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding plc                               | BIRKENSTOCK HOLDING PLC COMMON STOCK                      | CUSIP: M2029K104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2905 | NS      | $118814.50    | 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        |     18496 | NS      | $448528.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                            | HARRIS CORP COMMON STOCK USD1.0                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2937 | NS      | $862215.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                 | LABCORP HOLDINGS INC COMMON STOCK USD.1                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $326144.00    | 0.03%             |  |  |  | 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        |       684 | NS      | $25492.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | ORACLE CORP COMMON STOCK USD.01                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     44200 | NS      | $8615022.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA OPIANT PHARMACE COMMON STOCK                   | CONTRA OPIANT PHARMACE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        87 | NS      | $56.55        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UFP Technologies Inc.                                 | UFP TECHNOLOGIES INC COMMON STOCK USD.01                  | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $26865.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corporation                                | OPTIMIZERX CORP COMMON STOCK USD.001                      | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       352 | NS      | $4315.52      | 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        |      2532 | NS      | $80669.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc.                            | ORANGE COUNTY BANCORP INC COMMON STOCK USD.25             | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $8850.50      | 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        |      3110 | NS      | $2212.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                       | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3357 | NS      | $125652.51    | 0.01%             |  |  |  | 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        |      1858 | NS      | $29319.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                      | TRICO BANCSHARES COMMON STOCK                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $31122.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                    | TRIMAS CORP COMMON STOCK USD.01                           | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       646 | NS      | $22900.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | TRIMBLE INC COMMON STOCK USD.001                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3753 | NS      | $294047.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                               | VELOCITY FINANCIAL INC COMMON STOCK                       | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $15445.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                           | VENTAS INC REIT USD.25                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      7155 | NS      | $553653.90    | 0.05%             |  |  |  | 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        |      1181 | NS      | $10664.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Inc.                                   | VENTURE GLOBAL INC COMMON STOCK USD.01                    | CUSIP: 92333F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7320 | NS      | $49922.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vera Bradley Inc.                                     | VERA BRADLEY INC COMMON STOCK                             | CUSIP: 92335C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $2480.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc.                                         | VERASTEM INC COMMON STOCK USD.0001                        | CUSIP: 92337C203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $9503.32      | 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        |      1243 | NS      | $52330.30     | 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        |       176 | NS      | $78048.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | FIFTH THIRD BANCORP COMMON STOCK                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     10178 | NS      | $476432.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma Inc.                                            | FIGMA INC COMMON STOCK USD.00001                          | CUSIP: 316841105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6559 | NS      | $245109.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | FORTIVE CORP W/I COMMON STOCK USD.01                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5309 | NS      | $293109.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                    | FTAI AVIATION LTD COMMON STOCK USD1.0                     | CUSIP: 34960P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1614 | NS      | $317715.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                            | MIRUM PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $62560.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU COMMON STOCK                   | CONTRA MIRATI THERAPEU COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       902 | NS      | $3188.93      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mission Produce Inc.                                  | MISSION PRODUCE INC COMMON STOCK USD.001                  | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1330 | NS      | $15428.00     | 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        |      5532 | NS      | $30757.92     | 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        |       905 | NS      | $9547.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                          | MODERNA INC COMMON STOCK USD.0001                         | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6129 | NS      | $180744.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                          | MODINE MANUFACTURING CO COMMON STOCK USD.625              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       824 | NS      | $110012.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                                    | MOELIS and CO COMMON STOCK USD.01                         | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1152 | NS      | $79188.48     | 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        |       971 | NS      | $106130.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                                | MOLINA HEALTHCARE INC COMMON STOCK USD.001                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       851 | NS      | $147682.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2887 | NS      | $134765.16    | 0.01%             |  |  |  | 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        |       302 | NS      | $28901.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                           | MONDELEZ INTERNATIONAL INC COMMON STOCK                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     20357 | NS      | $1095817.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                          | MONGODB INC COMMON STOCK USD.001                          | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $537203.20    | 0.05%             |  |  |  | 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        |       753 | NS      | $682489.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corporation                              | PRIMO BRANDS CORP COMMON STOCK USD.01                     | CUSIP: 741623102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2137 | NS      | $34939.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                         | JH COLLATERAL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   3366273 | NS      | $33676865.79  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | PUBLIC STORAGE REIT USD.1                                 | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2761 | NS      | $716479.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                         | PUBMATIC INC COMMON STOCK USD.0001                        | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $6767.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corporation                                   | PULMONX CORP COMMON STOCK USD.001                         | CUSIP: 745848101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $2004.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                      | CONSTELLATION ENERGY CORP COMMON STOCK                    | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4915 | NS      | $1736322.05   | 0.15%             |  |  |  | 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        |       749 | NS      | $81303.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Contineum Therapeutics Inc.                           | CONTINEUM THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 21217B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       433 | NS      | $4949.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                      | LENDINGTREE INC COMMON STOCK USD.01                       | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       221 | NS      | $11732.89     | 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        |      3324 | NS      | $341707.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | LENNAR CORP COMMON STOCK USD.1                            | CUSIP: 526057302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       644 | NS      | $61257.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                             | LENNOX INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       550 | NS      | $267069.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc.                                | LENZ THERAPEUTICS INC COMMON STOCK USD.00001              | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $8448.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc.                                     | LEONARDO DRS INC COMMON STOCK USD.01                      | CUSIP: 52661A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4224 | NS      | $143996.16    | 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        |      1707 | NS      | $35403.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexeo Therapeutics Inc.                               | LEXEO THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $12015.30     | 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        |      6264 | NS      | $7203.60      | 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        |      3075 | NS      | $360574.50    | 0.03%             |  |  |  | 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        |      1155 | NS      | $15858.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puma Biotechnology Inc.                               | PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001              | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $5378.80      | 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        |      2901 | NS      | $24919.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pure Storage Inc.                                     | PURE STORAGE INC COMMON STOCK USD.0001                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5161 | NS      | $345838.61    | 0.03%             |  |  |  | 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        |       263 | NS      | $21907.90     | 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        |       281 | NS      | $38584.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyxis Oncology Inc.                                   | PYXIS ONCOLOGY INC COMMON STOCK USD.001                   | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1174 | NS      | $1350.10      | 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        |      1455 | NS      | $122962.05    | 0.01%             |  |  |  | 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        |      2150 | NS      | $41473.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                      | Q2 HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       990 | NS      | $71438.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                                | QNITY ELECTRONICS INC COMMON STOCK USD.01                 | CUSIP: 74743L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3271 | NS      | $267077.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Incorporated                                 | QUALCOMM INC COMMON STOCK USD.0001                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     16845 | NS      | $2881337.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                           | QUALYS INC COMMON STOCK USD.001                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       574 | NS      | $76284.60     | 0.01%             |  |  |  | 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        |       787 | NS      | $12104.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                       | QUINSTREET INC COMMON STOCK USD.001                       | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       989 | NS      | $14211.93     | 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        |      6744 | NS      | $915295.68    | 0.08%             |  |  |  | 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        |    116455 | NS      | $6405025.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                                | BANK FIRST CORP COMMON STOCK USD1.0                       | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $21805.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quipt Home Medical Corp.                              | QUIPT HOME MEDICAL CORP COMMON STOCK                      | CUSIP: 74880P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $3695.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Group Inc.                                        | QVC GROUP INC PREFERRED STOCK 03/31 8                     | CUSIP: 74915M308<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       260 | NS      | $946.40       | 0.00%             |  |  |  | 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        |      1725 | NS      | $110796.75    | 0.01%             |  |  |  | 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      |
| Bank of Hawaii Corporation                            | BANK OF HAWAII CORP COMMON STOCK USD.01                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       575 | NS      | $39312.75     | 0.00%             |  |  |  | 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        |       454 | NS      | $11808.54     | 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        |     11070 | NS      | $1285116.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                              | BANK OZK COMMON STOCK                                     | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $77129.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                 | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1141 | NS      | $178167.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                             | ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001             | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3166 | NS      | $62528.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                             | BANKFINANCIAL CORP COMMON STOCK USD.01                    | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $6240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                       | BANKUNITED INC COMMON STOCK USD.01                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1117 | NS      | $49784.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                           | ALIGHT INC COMMON STOCK USD.0001                          | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9095 | NS      | $17735.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       411 | NS      | $80305.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                              | BED BATH and BEYOND INC WARRANTS CALL EXP 07OCT26         | CUSIP: 075896159<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |        99 | NS      | $65.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                         | BEL FUSE INC COMMON STOCK USD.1                           | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $32399.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                            | ESPERION THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      3865 | NS      | $14300.50     | 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        |       136 | NS      | $13881.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                           | BELDEN INC COMMON STOCK USD.01                            | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       623 | NS      | $72610.65     | 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        |      1982 | NS      | $52978.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corporation                                     | KOPIN CORP COMMON STOCK USD.01                            | CUSIP: 500600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3154 | NS      | $7380.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                      | MILLERKNOLL INC COMMON STOCK USD.2                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1189 | NS      | $21734.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                            | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1              | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       577 | NS      | $24672.52     | 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        |       416 | NS      | $5732.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                           | RBB BANCORP COMMON STOCK                                  | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $10505.76     | 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        |       193 | NS      | $4601.12      | 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        |      2190 | NS      | $269282.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                               | GENWORTH FINANCIAL INC COMMON STOCK USD.001               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      6327 | NS      | $57132.81     | 0.01%             |  |  |  | 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        |       255 | NS      | $9529.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                              | MILLROSE PROPERTIES INC REIT USD.01                       | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $72703.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc.                                        | RB GLOBAL INC COMMON STOCK                                | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      2925 | NS      | $300894.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                 | VERISK ANALYTICS INC COMMON STOCK USD.001                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2198 | NS      | $491670.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                 | GENTHERM INC COMMON STOCK                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       542 | NS      | $19712.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corporation                     | GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01            | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $4007.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc.                                     | MIMEDX GROUP INC COMMON STOCK USD.001                     | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2503 | NS      | $16945.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine (MindMed) Inc.                          | MIND MEDICINE MINDMED INC COMMON STOCK                    | CUSIP: 60255C885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $21504.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                          | GERMAN AMERICAN BANCORP INC COMMON STOCK                  | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |       749 | NS      | $29345.82     | 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        |     10432 | NS      | $13770.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                   | VERICEL CORP COMMON STOCK                                 | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       804 | NS      | $28952.04     | 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        |      1511 | NS      | $7026.15      | 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        |       531 | NS      | $32364.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc.                           | MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $45943.14     | 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        |      7751 | NS      | $10386.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                    | GETTY REALTY CORP REIT USD.01                             | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $26302.57     | 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        |      2529 | NS      | $56674.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verrica Pharmaceuticals Inc.                          | VERRICA PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 92511W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       198 | NS      | $1645.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                             | GEVO INC COMMON STOCK                                     | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      4015 | NS      | $8030.00      | 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        |       488 | NS      | $24126.72     | 0.00%             |  |  |  | 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        |      4274 | NS      | $1192104.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                        | COSTAMARE INC COMMON STOCK USD.0001                       | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      2033 | NS      | $32101.07     | 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        |      4030 | NS      | $1827040.80   | 0.16%             |  |  |  | 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        |      6006 | NS      | $973032.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc.                           | CONTRA GTX INC DEL COMMON STOCK                           | CUSIP: 400CVR015<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        |      1966 | NS      | $200807.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                           | VERTEX INC COMMON STOCK USD.001                           | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $25142.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc.              | PURSUIT ATTRACTIONS AND HOSPIT COMMON STOCK USD1.5        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       501 | NS      | $16873.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                                     | DHT HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |      2577 | NS      | $31465.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                       | DORIAN LPG LTD COMMON STOCK USD.01                        | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |       684 | NS      | $16648.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc.                       | GUARDIAN PHARMACY SERVICES INC COMMON STOCK USD.01        | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       598 | NS      | $17993.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | HALLIBURTON CO COMMON STOCK USD2.5                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13359 | NS      | $377525.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                           | VIASAT INC COMMON STOCK USD.0001                          | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      2124 | NS      | $73193.04     | 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        |      3580 | NS      | $63795.60     | 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        |       623 | NS      | $9818.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc.                                         | GOLD.COM INC COMMON STOCK USD.01                          | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $14335.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                              | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       335 | NS      | $26444.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                             | ANGI INC COMMON STOCK                                     | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       821 | NS      | $10615.53     | 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        |      1830 | NS      | $123159.00    | 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        |       454 | NS      | $21919.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | VIATRIS INC COMMON STOCK                                  | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18292 | NS      | $227735.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc.                               | VIA TRANSPORTATION INC COMMON STOCK USD.00001             | CUSIP: 92556W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $37335.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APi Group Corporation                                 | API GROUP CORP COMMON STOCK USD.0001                      | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6556 | NS      | $250832.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                     | ASGN INC COMMON STOCK USD.01                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       697 | NS      | $33574.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | LIBERTY BROADBAND CORP COMMON STOCK USD.01                | CUSIP: 530307305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1818 | NS      | $88354.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK               | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $45583.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                           | ATandT INC COMMON STOCK USD1.0                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    112422 | NS      | $2792562.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc.                                      | ATYR PHARMA INC COMMON STOCK                              | CUSIP: 002120202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2183 | NS      | $1709.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI Properties Inc.                                  | VICI PROPERTIES INC REIT USD.01                           | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16564 | NS      | $465779.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                     | VICOR CORP COMMON STOCK USD.01                            | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $58745.60     | 0.01%             |  |  |  | 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        |      3471 | NS      | $92259.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc.                                    | LIFEWAY FOODS INC COMMON STOCK                            | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       271 | NS      | $6566.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc.                                     | ASP ISOTOPES INC COMMON STOCK USD.01                      | CUSIP: 00218A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1794 | NS      | $9597.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                         | HARMONIC INC COMMON STOCK USD.001                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      1882 | NS      | $18612.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA VERVE THERAPEUT COMMON STOCK                   | CONTRA VERVE THERAPEUT COMMON STOCK                       | CUSIP: 925CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1589 | NS      | $1001.07      | 0.00%             |  |  |  | No            |                  3 | 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        |      1259 | NS      | $68200.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc.                                           | LIFEMD INC COMMON STOCK                                   | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $3082.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                          | LIFE360 INC COMMON STOCK USD.001                          | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $79148.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                     | A10 NETWORKS INC COMMON STOCK USD.00001                   | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1279 | NS      | $22625.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                                  | AST SPACEMOBILE INC COMMON STOCK USD.0001                 | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4375 | NS      | $317756.25    | 0.03%             |  |  |  | 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        |       910 | NS      | $34052.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc.                                           | HARROW INC COMMON STOCK USD.001                           | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $28763.00     | 0.00%             |  |  |  | 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        |      1064 | NS      | $67127.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                   | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       310 | NS      | $58611.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                         | NNN REIT INC REIT USD.01                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      2901 | NS      | $114966.63    | 0.01%             |  |  |  | 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        |      2373 | NS      | $22970.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc.                                   | ASTRANA HEALTH INC COMMON STOCK USD.001                   | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       834 | NS      | $20691.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                                    | ENVIRI CORP COMMON STOCK USD1.25                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1305 | NS      | $23385.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                     | HARTFORD INSURANCE GROUP INC/T COMMON STOCK USD.01        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4373 | NS      | $602599.40    | 0.05%             |  |  |  | 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        |      1166 | NS      | $32892.86     | 0.00%             |  |  |  | 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        |      1266 | NS      | $32688.12     | 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        |      9000 | NS      | $1302840.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc.                              | APOGEE THERAPEUTICS INC COMMON STOCK USD.00001            | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $65365.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest Natural Resources Inc.                        | HARVEST NATURAL RESOURCES INC COMMON STOCK                | CUSIP: 41754V202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hasbro Inc.                                           | HASBRO INC COMMON STOCK USD.5                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2202 | NS      | $180564.00    | 0.02%             |  |  |  | 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        |       406 | NS      | $10170.30     | 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        |       757 | NS      | $10257.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Therapeutics Inc.                             | APPLIED THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 03828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4092 | NS      | $409.20       | 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        |      4840 | NS      | $3261288.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Neumora Therapeutics Inc.                             | NEUMORA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2957 | NS      | $5293.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartStop Self Storage REIT Inc.                      | SMARTSTOP SELF STORAGE REIT IN REIT                       | CUSIP: 83192D402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $26886.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                       | APTARGROUP INC COMMON STOCK USD.01                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1041 | NS      | $126960.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc.                           | AQUESTIVE THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2011 | NS      | $12991.06     | 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        |       362 | NS      | $22393.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                               | SONOCO PRODUCTS CO COMMON STOCK                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1515 | NS      | $66114.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | CITIGROUP INC COMMON STOCK USD.01                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     28924 | NS      | $3375141.56   | 0.30%             |  |  |  | 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        |       163 | NS      | $6774.28      | 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        |      6529 | NS      | $381358.89    | 0.03%             |  |  |  | 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        |       222 | NS      | $26462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc.                                         | SPRINKLR INC COMMON STOCK USD.00003                       | CUSIP: 85208T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $20142.42     | 0.00%             |  |  |  | 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        |       929 | NS      | $10469.83     | 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        |      1507 | NS      | $52865.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                       | CLEARFIELD INC COMMON STOCK USD.01                        | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $7841.35      | 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        |       489 | NS      | $6689.52      | 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        |      4545 | NS      | $109625.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                            | BLOCK INC COMMON STOCK USD.0000001                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8644 | NS      | $562637.96    | 0.05%             |  |  |  | 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        |       818 | NS      | $18887.62     | 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        |       286 | NS      | $4976.40      | 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        |       642 | NS      | $20171.64     | 0.00%             |  |  |  | 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        |       678 | NS      | $61386.12     | 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        |     14305 | NS      | $2481774.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                  | CLEARWAY ENERGY INC COMMON STOCK                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1297 | NS      | $43138.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clene Inc.                                            | CLENE INC COMMON STOCK USD.0001                           | CUSIP: 185634201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $1367.71      | 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        |      8992 | NS      | $119413.76    | 0.01%             |  |  |  | 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        |      1939 | NS      | $44713.34     | 0.00%             |  |  |  | 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        |       898 | NS      | $47602.98     | 0.00%             |  |  |  | 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        |       999 | NS      | $7492.50      | 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        |      2958 | NS      | $216141.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                              | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4086 | NS      | $265303.98    | 0.02%             |  |  |  | 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        |       714 | NS      | $12216.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fractyl Health Inc.                                   | FRACTYL HEALTH INC COMMON STOCK USD.00001                 | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $5354.80      | 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        |      1560 | NS      | $15646.80     | 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        |       738 | NS      | $70501.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corporation               | FRANKLIN FINANCIAL SERVICES CO COMMON STOCK USD1.0        | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $4869.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                               | FRANKLIN RESOURCES INC COMMON STOCK USD.1                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8115 | NS      | $193867.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Holding Corp.                                 | FREEDOM HOLDING CORP/NV COMMON STOCK USD.001              | CUSIP: 356390104<br>LEI: N/A                  | Long             | EC               | CORP              | KZ        |       980 | NS      | $119246.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freeport-McMoRan Inc.                                 | FREEPORT-MCMORAN INC COMMON STOCK USD.1                   | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22581 | NS      | $1146888.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc.                            | FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |       173 | NS      | $9314.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc.                                         | FRESHPET INC COMMON STOCK USD.001                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       769 | NS      | $46855.17     | 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        |      3830 | NS      | $46917.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                          | GARTNER INC COMMON STOCK USD.0005                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1190 | NS      | $300213.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                       | GE VERNOVA INC COMMON STOCK USD.01                        | CUSIP: 36828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4283 | NS      | $2799240.31   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | GENERAL ELECTRIC CO COMMON STOCK USD.01                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     16684 | NS      | $5139172.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                    | GENERAL MILLS INC COMMON STOCK USD.1                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      8357 | NS      | $388600.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | GENERAL MOTORS CO COMMON STOCK USD.01                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     14974 | NS      | $1217685.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                          | GENESCO INC COMMON STOCK USD1.0                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       213 | NS      | $5276.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                    | GENTEX CORP COMMON STOCK USD.06                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3492 | NS      | $81258.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                           | IMPINJ INC COMMON STOCK USD.001                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       458 | NS      | $79696.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | NORDSON CORP COMMON STOCK                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       884 | NS      | $212540.12    | 0.02%             |  |  |  | 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        |      3527 | NS      | $1018315.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                        | NORTHEAST BANK COMMON STOCK USD1.0                        | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $13614.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc.                      | NORTHEAST COMMUNITY BANCORP IN COMMON STOCK               | CUSIP: 664121100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $7936.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Holdings Ltd.                                      | NU HOLDINGS LTD/CAYMAN ISLANDS COMMON STOCK USD.000006667 | CUSIP: 664397106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     59228 | NS      | $991476.72    | 0.09%             |  |  |  | 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        |      1522 | NS      | $32677.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | NORTHERN TRUST CORP COMMON STOCK USD1.666666              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2997 | NS      | $409360.23    | 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        |       995 | NS      | $11372.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc.                           | NORTHPOINTE BANCSHARES INC COMMON STOCK NPV               | CUSIP: 66661N886<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $11376.84     | 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        |       429 | NS      | $11415.69     | 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        |      2252 | NS      | $1284112.92   | 0.11%             |  |  |  | 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        |       764 | NS      | $46458.84     | 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        |      1469 | NS      | $93986.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                     | RLJ LODGING TRUST REIT                                    | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2276 | NS      | $16956.20     | 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        |      4080 | NS      | $22195.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AgEagle Aerial Systems Inc.                           | AGEAGLE AERIAL SYSTEMS INC COMMON STOCK USD.001           | CUSIP: 00848K309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $711.26       | 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        |      1690 | NS      | $121730.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYTHM Inc.                                            | RYTHM INC COMMON STOCK USD.001                            | CUSIP: 00853E404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $853.60       | 0.00%             |  |  |  | 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        |      7316 | NS      | $5038.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominari Holdings Inc.                                | DOMINARI HOLDINGS INC COMMON STOCK USD.005                | CUSIP: 008875304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $1524.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings Inc.                              | AIRSHIP AI HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 008940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       579 | NS      | $1673.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc.                          | AURINIA PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 05156V102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2108 | NS      | $33622.60     | 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        |     25366 | NS      | $97405.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                         | AUTODESK INC COMMON STOCK USD.01                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3355 | NS      | $993113.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                          | AUTOLIV INC COMMON STOCK USD1.0                           | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      1209 | NS      | $143508.30    | 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        |       493 | NS      | $39607.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                           | AXOGEN INC COMMON STOCK USD.01                            | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $24285.66     | 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        |      1235 | NS      | $701393.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                              | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       784 | NS      | $143189.76    | 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        |       870 | NS      | $74959.20     | 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        |      1558 | NS      | $6699.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc.                              | BICARA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $15214.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |      2062 | NS      | $185641.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                             | BOK FINANCIAL CORP COMMON STOCK USD.00006                 | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      1018 | NS      | $120592.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial Inc.                               | B RILEY FINANCIAL INC COMMON STOCK USD.0001               | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $2531.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BTCS Inc.                                             | BTCS INC COMMON STOCK USD.001                             | CUSIP: 05581M404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $2257.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                      | BALDWIN INSURANCE GROUP INC/ COMMON STOCK                 | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1153 | NS      | $27706.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corporation                                       | BKV CORP COMMON STOCK USD.01                              | CUSIP: 05603J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $40534.95     | 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        |      1434 | NS      | $247852.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | INTEL CORP COMMON STOCK USD.001                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     68867 | NS      | $2541192.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                          | INTEGER HOLDINGS CORP COMMON STOCK USD.001                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       559 | NS      | $43842.37     | 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        |       320 | NS      | $7222.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Katapult Holdings Inc.                                | KATAPULT HOLDINGS INC COMMON STOCK                        | CUSIP: 485859201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $956.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc.                                  | KARMAN HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $153217.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                               | KB HOME COMMON STOCK USD1.0                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1039 | NS      | $58609.99     | 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        |      1432 | NS      | $10611.12     | 0.00%             |  |  |  | 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        |       829 | NS      | $7295.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                    | KEMPER CORP COMMON STOCK USD.1                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       994 | NS      | $40296.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc.                               | ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 488445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $8924.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                       | KENNAMETAL INC COMMON STOCK USD1.25                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1231 | NS      | $34972.71     | 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        |      2501 | NS      | $24184.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                           | KENVUE INC COMMON STOCK USD.01                            | CUSIP: 49177J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30152 | NS      | $520122.00    | 0.05%             |  |  |  | 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        |       497 | NS      | $10118.92     | 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        |     21321 | NS      | $597201.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                    | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       593 | NS      | $15489.16     | 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        |       329 | NS      | $5573.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                        | MAXLINEAR INC COMMON STOCK                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1413 | NS      | $24628.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                          | MAXCYTE INC COMMON STOCK                                  | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2615 | NS      | $4053.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                          | MAXIMUS INC COMMON STOCK                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       886 | NS      | $76479.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc.                                | MAZE THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $32191.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                    | MCCORMICK and CO INC/MD COMMON STOCK USD.01               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3981 | NS      | $271145.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | MCKESSON CORP COMMON STOCK USD.01                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1955 | NS      | $1603666.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Soho House and Co Inc.                                | SOHO HOUSE and CO INC COMMON STOCK USD.01                 | CUSIP: 586001109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1016 | NS      | $9103.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                           | MERCANTILE BANK CORP COMMON STOCK                         | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       380 | NS      | $18278.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                          | METLIFE INC COMMON STOCK USD.01                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     10443 | NS      | $824370.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                             | METROCITY BANKSHARES INC COMMON STOCK                     | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $21577.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                       | METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01        | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $12599.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       322 | NS      | $448929.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | MICROSOFT CORP COMMON STOCK USD.00000625                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    116949 | NS      | $56558875.38  | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                      | MICROVISION INC COMMON STOCK USD.001                      | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5432 | NS      | $4498.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategy Inc                                          | STRATEGY INC COMMON STOCK USD.001                         | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      4163 | NS      | $632567.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8485 | NS      | $540664.20    | 0.05%             |  |  |  | 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        |      1280 | NS      | $2560.00      | 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        |     17607 | NS      | $5025213.87   | 0.44%             |  |  |  | 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        |      5239 | NS      | $14669.20     | 0.00%             |  |  |  | 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        |      1823 | NS      | $253232.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                                 | MID PENN BANCORP INC COMMON STOCK USD1.0                  | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $14331.24     | 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        |       503 | NS      | $10648.51     | 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        |       429 | NS      | $16516.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sui Group Holdings Limited                            | SUI GROUP HOLDINGS LTD COMMON STOCK USD.001               | CUSIP: 59982U200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1594 | NS      | $2661.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                            | ONEOK INC COMMON STOCK USD.01                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      9884 | NS      | $726474.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                                 | ONEMAIN HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      1835 | NS      | $123954.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onemednet Corporation                                 | ONEMEDNET CORP COMMON STOCK USD.0001                      | CUSIP: 68270C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1166 | NS      | $1282.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneStream Inc.                                        | ONESTREAM INC COMMON STOCK USD.0001                       | CUSIP: 68278B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1434 | NS      | $26356.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                          | ONESPAN INC COMMON STOCK USD.001                          | CUSIP: 68287N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       760 | NS      | $9758.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                  | ONTO INNOVATION INC COMMON STOCK                          | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $121078.62    | 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        |     11595 | NS      | $67598.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                            | OPENDOOR TECHNOLOGIES INC WARRANTS CALL EXP 20NOV26       | CUSIP: 683712129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $351.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                            | OPENDOOR TECHNOLOGIES INC WARRANTS CALL EXP 20NOV26       | CUSIP: 683712137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $202.92       | 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        |      8136 | NS      | $33276.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc.                             | RED RIVER BANCSHARES INC COMMON STOCK                     | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $11357.37     | 0.00%             |  |  |  | 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        |       949 | NS      | $58790.55     | 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        |       261 | NS      | $14863.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc.                                           | REDDIT INC COMMON STOCK USD.0001                          | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $498588.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corporation                                   | REDWIRE CORP COMMON STOCK USD.0001                        | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $20200.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REELEMENT TECHNOLOGIES COMMON STOCK                   | REELEMENT TECHNOLOGIES COMMON STOCK                       | CUSIP: 757920103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Redwood Trust Inc.                                    | REDWOOD TRUST INC REIT USD.01                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2570 | NS      | $14212.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                             | REGAL REXNORD CORP COMMON STOCK USD.01                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1047 | NS      | $146915.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | REGENCY CENTERS CORP REIT USD.01                          | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2816 | NS      | $194388.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                        | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1637 | NS      | $1263551.19   | 0.11%             |  |  |  | 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        |       297 | NS      | $5764.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                          | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001         | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3867 | NS      | $22273.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyngn Inc.                                            | CYNGN INC COMMON STOCK USD.00001                          | CUSIP: 23257B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $357.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | US BANCORP COMMON STOCK USD.01                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     24337 | NS      | $1298622.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                   | UMH PPTYS INC REIT USD.1                                  | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1611 | NS      | $25631.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                             | CYTOKINETICS INC COMMON STOCK USD.001                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1914 | NS      | $121615.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc.                              | CYTOMX THERAPEUTICS INC COMMON STOCK USD.00001            | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      2765 | NS      | $11778.90     | 0.00%             |  |  |  | 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        |       380 | NS      | $7459.40      | 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        |      4965 | NS      | $46224.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                  | WESTLAKE CORP COMMON STOCK USD.01                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      2035 | NS      | $150467.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                     | ESSENT GROUP LTD COMMON STOCK USD.015                     | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1540 | NS      | $100115.40    | 0.01%             |  |  |  | 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        |      2207 | NS      | $11145.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CYTEIR THERAPEUTIC COMMON STOCK                   | ESC CYTEIR THERAPEUTIC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       445 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| D.R. Horton Inc.                                      | DR HORTON INC COMMON STOCK USD.01                         | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4683 | NS      | $674492.49    | 0.06%             |  |  |  | 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        |      4585 | NS      | $69050.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                    | EVEREST GROUP LTD COMMON STOCK USD.01                     | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       648 | NS      | $219898.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | APTIV PLC COMMON STOCK USD.01                             | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3424 | NS      | $260532.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                       | GRAY MEDIA INC COMMON STOCK                               | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $7584.28      | 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        |      1238 | NS      | $16242.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                              | FABRINET COMMON STOCK USD.01                              | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |       562 | NS      | $255867.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Limited                    | FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01        | CUSIP: G3398L118<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1692 | NS      | $33112.44     | 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        |       276 | NS      | $16990.56     | 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        |       730 | NS      | $45741.80     | 0.00%             |  |  |  | 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        |       934 | NS      | $11964.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                            | GREIF INC COMMON STOCK                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       448 | NS      | $30329.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                          | FLEX LNG LTD COMMON STOCK USD.1                           | CUSIP: G35947202<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       865 | NS      | $21581.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment Public Limited Company          | FLUTTER ENTERTAINMENT PLC COMMON STOCK EUR.09             | CUSIP: G3643J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2767 | NS      | $595015.68    | 0.05%             |  |  |  | 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        |        90 | NS      | $8778.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc.                           | HOWARD HUGHES HOLDINGS INC COMMON STOCK                   | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $74983.80     | 0.01%             |  |  |  | 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        |       782 | NS      | $27862.66     | 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        |     22130 | NS      | $43596.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Plus Therapeutics Inc.                                | PLUS THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 72941H509<br>LEI: 549300XD2PHUC73HMY31 | Long             | EC               | CORP              | US        |      2438 | NS      | $1248.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc.                         | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                  | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       898 | NS      | $19648.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                          | POLARIS INC COMMON STOCK USD.01                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       891 | NS      | $56355.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc.                            | PONCE FINANCIAL GROUP INC COMMON STOCK USD.01             | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $9515.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | POOL CORP COMMON STOCK USD.001                            | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       589 | NS      | $134733.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                          | POPULAR INC COMMON STOCK USD.01                           | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1019 | NS      | $126885.88    | 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        |      1709 | NS      | $15603.17     | 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        |      1244 | NS      | $5647.76      | 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        |      1703 | NS      | $81726.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                    | POST HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       838 | NS      | $83003.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc.                              | POSTAL REALTY TRUST INC REIT USD.01                       | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $6407.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                            | POTLATCHDELTIC CORP REIT USD1.0                           | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1261 | NS      | $50162.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA POSEIDA THERAPE COMMON STOCK                   | CONTRA POSEIDA THERAPE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1586 | NS      | $793.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aspire Biopharma Holdings Inc.                        | ASPIRE BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 738920107<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2118 | NS      | $279.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                                | POWELL INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       191 | NS      | $60886.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upexi Inc.                                            | UPEXI INC COMMON STOCK USD.001                            | CUSIP: 39959A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $1631.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | TELEFLEX INC COMMON STOCK USD1.0                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       697 | NS      | $85061.88     | 0.01%             |  |  |  | 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        |       911 | NS      | $32376.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                       | POWERFLEET INC NJ COMMON STOCK USD.01                     | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2261 | NS      | $12028.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc.                    | POWER SOLUTIONS INTERNATIONAL COMMON STOCK USD.001        | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       369 | NS      | $21084.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc.                             | VOYAGER TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       858 | NS      | $22428.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor BioPharma Inc.                                    | VOR BIOPHARMA INC COMMON STOCK USD.0001                   | CUSIP: 929033207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       357 | NS      | $4669.56      | 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        |      3019 | NS      | $100472.32    | 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        |      1503 | NS      | $111958.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                             | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      1206 | NS      | $4739.58      | 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        |      2071 | NS      | $590690.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corporation                                     | VUZIX CORP COMMON STOCK                                   | CUSIP: 92921W300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $5292.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Company                                         | WD-40 CO COMMON STOCK USD.001                             | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       217 | NS      | $42727.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                            | WSFS FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       874 | NS      | $48279.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                       | WP CAREY INC REIT USD.001                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      3438 | NS      | $221269.68    | 0.02%             |  |  |  | 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        |      5054 | NS      | $532994.84    | 0.05%             |  |  |  | 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        |       760 | NS      | $6574.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2684 | NS      | $572899.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | WALMART INC COMMON STOCK USD.1                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    125502 | NS      | $13982177.82  | 1.23%             |  |  |  | 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        |       555 | NS      | $33383.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS COMMON STOCK                          | WALGREENS BOOTS COMMON STOCK                              | CUSIP: 931CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14372 | NS      | $7617.16      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Warby Parker Inc.                                     | WARBY PARKER INC COMMON STOCK USD.0001                    | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $36520.04     | 0.00%             |  |  |  | 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        |       332 | NS      | $7755.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                     | HEALTHSTREAM INC COMMON STOCK                             | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $13542.09     | 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        |      1698 | NS      | $4058.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                     | HEALTHEQUITY INC COMMON STOCK USD.0001                    | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1353 | NS      | $123948.33    | 0.01%             |  |  |  | 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        |      5558 | NS      | $94208.10     | 0.01%             |  |  |  | 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        |      1544 | NS      | $13942.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartbeam Inc.                                        | HEARTBEAM INC COMMON STOCK USD.0001                       | CUSIP: 42238H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $1612.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthpeak Properties Inc.                            | HEALTHPEAK PROPERTIES INC REIT USD1.0                     | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10899 | NS      | $175255.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                  | HECLA MINING CO COMMON STOCK USD.25                       | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     10571 | NS      | $202857.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                            | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       834 | NS      | $269874.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                            | CUSIP: 422806208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1374 | NS      | $346838.82    | 0.03%             |  |  |  | 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        |       553 | NS      | $29579.97     | 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        |      2619 | NS      | $16421.13     | 0.00%             |  |  |  | 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        |      1588 | NS      | $45543.84     | 0.00%             |  |  |  | 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        |      1135 | NS      | $207114.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                | HERITAGE COMMERCE CORP COMMON STOCK                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1138 | NS      | $13667.38     | 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        |       524 | NS      | $77751.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                        | HERITAGE FINANCIAL CORP/WA COMMON STOCK                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $17713.85     | 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        |       500 | NS      | $14630.00     | 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        |      3354 | NS      | $4360.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc.                                 | CITY OFFICE REIT INC REIT USD.01                          | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      1223 | NS      | $8548.77      | 0.00%             |  |  |  | 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        |       571 | NS      | $59081.37     | 0.01%             |  |  |  | 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        |       954 | NS      | $37492.20     | 0.00%             |  |  |  | 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        |       485 | NS      | $9792.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                 | AECOM COMMON STOCK USD.01                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2086 | NS      | $198858.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc.                               | SPYRE THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 00773J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1249 | NS      | $40917.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                         | ADVANSIX INC COMMON STOCK USD.01                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       509 | NS      | $8805.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc.                                           | AELUMA INC COMMON STOCK USD.0001                          | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $5339.87      | 0.00%             |  |  |  | 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        |     25529 | NS      | $5467290.64   | 0.48%             |  |  |  | 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        |      1223 | NS      | $177127.09    | 0.02%             |  |  |  | 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        |       597 | NS      | $124993.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                   | CONTRA ADURO BIOTECH I COMMON STOCK                       | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $437.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avidity Biosciences Inc.                              | AVIDITY BIOSCIENCES INC COMMON STOCK                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2372 | NS      | $171092.36    | 0.02%             |  |  |  | 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        |       554 | NS      | $71089.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                    | AVISTA CORP COMMON STOCK                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1304 | NS      | $50256.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc.                                             | DAVE INC COMMON STOCK USD.0001                            | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $42289.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DAVITA INC COMMON STOCK USD.001                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1111 | NS      | $126220.71    | 0.01%             |  |  |  | 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        |      1697 | NS      | $15816.04     | 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        |      2329 | NS      | $241447.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                     | DEERE and CO COMMON STOCK USD1.0                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4255 | NS      | $1981000.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc.                                  | DELCATH SYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |       613 | NS      | $6191.30      | 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        |       967 | NS      | $28681.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                | DELL TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      5341 | NS      | $672325.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                  | DELTA AIR LINES INC COMMON STOCK USD.0001                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     10254 | NS      | $711627.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                     | GRANITE CONSTRUCTION INC COMMON STOCK USD.01              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       674 | NS      | $77745.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc.                          | GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001         | CUSIP: 387432107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2821 | NS      | $13258.70     | 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        |       970 | NS      | $27722.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                              | V2X INC COMMON STOCK USD.01                               | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $28420.55     | 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        |      2066 | NS      | $95325.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                    | VEEVA SYSTEMS INC COMMON STOCK USD.00001                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2582 | NS      | $576379.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc.                                              | AXT INC COMMON STOCK USD.001                              | CUSIP: 00246W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $12720.30     | 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        |       472 | NS      | $50588.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc.                         | ABACUS GLOBAL MANAGEMENT INC COMMON STOCK USD.0001        | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $14124.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | ABBOTT LABORATORIES COMMON STOCK                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     27393 | NS      | $3432068.97   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | ABBVIE INC COMMON STOCK USD.01                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     27790 | NS      | $6349737.10   | 0.56%             |  |  |  | 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        |       748 | NS      | $94150.76     | 0.01%             |  |  |  | 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        |       945 | NS      | $4980.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aardvark Therapeutics Inc.                            | AARDVARK THERAPEUTICS INC COMMON STOCK USD.00001          | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $4974.38      | 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        |      2424 | NS      | $9065.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc.                                          | CONTRA ABIOMED INC COMMON STOCK                           | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       788 | NS      | $12229.76     | 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        |      1043 | NS      | $52108.28     | 0.00%             |  |  |  | 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        |      1464 | NS      | $20774.16     | 0.00%             |  |  |  | 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        |      2660 | NS      | $71048.60     | 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        |      2065 | NS      | $42415.10     | 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        |      1745 | NS      | $19910.45     | 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        |      1007 | NS      | $5004.79      | 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        |      1648 | NS      | $78790.88     | 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        |      2045 | NS      | $6155.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc.                                  | ADTRAN HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1439 | NS      | $12504.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc.                                          | INVIVYD INC COMMON STOCK                                  | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4475 | NS      | $11053.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                  | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001       | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $39511.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                     | ADAPTHEALTH CORP COMMON STOCK USD.0001                    | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2197 | NS      | $21882.12     | 0.00%             |  |  |  | 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        |       288 | NS      | $30928.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                            | ADEIA INC COMMON STOCK                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1892 | NS      | $32637.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc.                                       | ADICET BIO INC COMMON STOCK USD.0001                      | CUSIP: 007002207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $2264.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | ADOBE INC COMMON STOCK USD.0001                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6673 | NS      | $2335483.27   | 0.20%             |  |  |  | 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        |      2471 | NS      | $403563.72    | 0.04%             |  |  |  | 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        |      1812 | NS      | $42110.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc.                                    | CIPHER MINING INC COMMON STOCK USD1.0                     | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6232 | NS      | $91984.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group Inc.                            | CIRCLE INTERNET GROUP INC COMMON STOCK                    | CUSIP: 172573107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3407 | NS      | $270175.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                     | CIRRUS LOGIC INC COMMON STOCK USD.001                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       810 | NS      | $95985.00     | 0.01%             |  |  |  | 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        |      3500 | NS      | $63455.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc.                       | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0        | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       883 | NS      | $50719.52     | 0.00%             |  |  |  | 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        |      2372 | NS      | $7400.64      | 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        |       567 | NS      | $9310.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                             | COMMUNITY WEST BANCSHARES COMMON STOCK                    | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $11925.00     | 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        |       411 | NS      | $23221.50     | 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        |       702 | NS      | $88002.72     | 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        |       694 | NS      | $13630.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                          | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK                 | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $7521.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc.                             | COMPASS THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2958 | NS      | $15884.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc.                                      | COMPOSECURE INC COMMON STOCK USD.0001                     | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2040 | NS      | $39331.20     | 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        |      8316 | NS      | $87900.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                        | TRUBRIDGE INC COMMON STOCK USD.001                        | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       317 | NS      | $6996.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Inc.                                         | COMSTOCK INC COMMON STOCK USD.000666                      | CUSIP: 205750409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $3410.32      | 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        |      4644 | NS      | $107647.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                   | CONAGRA BRANDS INC COMMON STOCK USD5.0                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7348 | NS      | $127193.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CONCERT PHARMAC COMMON STOCK                   | CONTRA CONCERT PHARMAC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1064 | NS      | $393.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Confluent Inc.                                        | CONFLUENT INC COMMON STOCK USD.00001                      | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4604 | NS      | $139224.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                             | CURBLINE PROPERTIES CORP REIT                             | CUSIP: 23128Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1720 | NS      | $39921.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc.                                  | CURIOSITYSTREAM INC COMMON STOCK                          | CUSIP: 23130Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $4092.60      | 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        |       591 | NS      | $325800.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       520 | NS      | $38022.40     | 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        |      1095 | NS      | $10731.00     | 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        |       491 | NS      | $22949.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc.                            | GREENE COUNTY BANCORP INC COMMON STOCK USD.1              | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       368 | NS      | $8180.64      | 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        |       281 | NS      | $5903.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrowhead Pharmaceuticals Inc.                        | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2183 | NS      | $144929.37    | 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        |       756 | NS      | $11718.00     | 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        |      1127 | NS      | $45913.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc.                         | ACADIAN ASSET MANAGEMENT INC COMMON STOCK USD.001         | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $27495.00     | 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        |      2843 | NS      | $15920.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.                     | BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0      | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2841 | NS      | $106395.45    | 0.01%             |  |  |  | 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        |       698 | NS      | $100176.96    | 0.01%             |  |  |  | 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        |       655 | NS      | $76458.15     | 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        |     31989 | NS      | $1725486.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                    | BRISTOW GROUP INC COMMON STOCK USD.01                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       502 | NS      | $18383.24     | 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        |      4755 | NS      | $124676.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc.                                       | MEDIAALPHA INC COMMON STOCK USD.01                        | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       972 | NS      | $12587.40     | 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        |      9606 | NS      | $48030.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                          | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1401 | NS      | $29967.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                      | MEDTRONIC PLC COMMON STOCK USD.1                          | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     20177 | NS      | $1938202.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                 | MEDPACE HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       439 | NS      | $246564.35    | 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        |       968 | NS      | $106102.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                    | OLYMPIC STEEL INC COMMON STOCK                            | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       216 | NS      | $9241.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc.                                     | OMADA HEALTH INC COMMON STOCK USD.001                     | CUSIP: 68170A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $15432.84     | 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        |      2728 | NS      | $133508.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                         | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       724 | NS      | $53597.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc.                        | ALLIANCE LAUNDRY HOLDINGS INC COMMON STOCK                | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3203 | NS      | $65181.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astria Therapeutics Inc.                              | ASTRIA THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       964 | NS      | $12618.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                 | ASTRONICS CORP COMMON STOCK USD.01                        | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       495 | NS      | $26848.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ategrity Specialty Holdings LLC                       | ATEGRITY SPECIALTY HOLDINGS LL COMMON STOCK               | CUSIP: 04681Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       879 | NS      | $18467.79     | 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        |      2137 | NS      | $7629.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                       | ATLANTICUS HOLDINGS CORP COMMON STOCK                     | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $17273.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                 | ATLASSIAN CORP COMMON STOCK USD.00001                     | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2619 | NS      | $424644.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | ATMOS ENERGY CORP COMMON STOCK                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2511 | NS      | $420918.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                   | BALCHEM CORP COMMON STOCK USD.0667                        | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       523 | NS      | $80207.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                  | GILEAD SCIENCES INC COMMON STOCK USD.001                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     19508 | NS      | $2394411.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                                | GILDAN ACTIVEWEAR INC COMMON STOCK                        | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        24 | NS      | $1499.04      | 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        |        37 | NS      | $12299.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                                 | BIGLARI HOLDINGS INC COMMON STOCK                         | CUSIP: 08986R408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $6960.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc.                         | GINKGO BIOWORKS HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $6431.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc.                                           | GITLAB INC COMMON STOCK USD.0000025                       | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2339 | NS      | $87782.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc.                                    | BILL HOLDINGS INC COMMON STOCK USD.00001                  | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $87318.54     | 0.01%             |  |  |  | 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        |       348 | NS      | $105440.52    | 0.01%             |  |  |  | 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        |       276 | NS      | $57405.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyre Therapeutics Inc.                                | GYRE THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |      1460 | NS      | $10307.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Sinclair Corporation                               | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $135152.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                                    | HBT FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $19620.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                         | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01          | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      3317 | NS      | $25872.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                          | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2984 | NS      | $177339.12    | 0.02%             |  |  |  | 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        |      3678 | NS      | $1717111.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc.                              | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001             | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3316 | NS      | $11705.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions Inc.                                | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001                | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $19102.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                           | COPART INC COMMON STOCK                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     15213 | NS      | $595588.95    | 0.05%             |  |  |  | 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        |       416 | NS      | $3731.52      | 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        |      6238 | NS      | $494174.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corbus Pharmaceuticals Holdings Inc.                  | CORBUS PHARMACEUTICALS HOLDING COMMON STOCK USD.0001      | CUSIP: 21833P301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $2849.00      | 0.00%             |  |  |  | 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        |      1668 | NS      | $58046.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                  | INGEVITY CORP COMMON STOCK USD.01                         | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       591 | NS      | $34975.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyverna Therapeutics Inc.                             | KYVERNA THERAPEUTICS INC COMMON STOCK USD.00001           | CUSIP: 501976104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $7397.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc.                                | CORE LABORATORIES INC COMMON STOCK USD.01                 | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $13817.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc.                                        | CORECIVIC INC COMMON STOCK USD.01                         | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $32315.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                           | LPL FINANCIAL HOLDINGS INC COMMON STOCK                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1256 | NS      | $448605.52    | 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        |      1342 | NS      | $11407.00     | 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        |       605 | NS      | $11083.60     | 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        |       746 | NS      | $25647.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc.                             | LARIMAR THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 517125100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1528 | NS      | $5821.68      | 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        |     10803 | NS      | $703167.27    | 0.06%             |  |  |  | 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        |      2010 | NS      | $12763.50     | 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        |      2153 | NS      | $158417.74    | 0.01%             |  |  |  | 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        |      3688 | NS      | $386207.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                               | LAUREATE EDUCATION INC COMMON STOCK USD.001               | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      2364 | NS      | $79595.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                                 | MYERS INDUSTRIES INC COMMON STOCK                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       675 | NS      | $12636.00     | 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        |      1557 | NS      | $9575.55      | 0.00%             |  |  |  | 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        |       883 | NS      | $36662.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                           | N-ABLE INC/US COMMON STOCK USD.001                        | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $25656.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nauticus Robotics Inc                                 | NAUTICUS ROBOTICS INC COMMON STOCK USD.0001               | CUSIP: 63911H306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $395.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc.                                            | NAVAN INC COMMON STOCK USD.0000063                        | CUSIP: 639193101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $63913.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                   | NAVIENT CORP COMMON STOCK USD.01                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1709 | NS      | $22217.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corporation                     | NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001          | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3661 | NS      | $26139.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc.                                       | NB BANCORP INC COMMON STOCK USD.01                        | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $16589.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncino Inc.                                            | NCINO INC COMMON STOCK USD.0005                           | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $47382.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                   | NEKTAR THERAPEUTICS COMMON STOCK USD.0001                 | CUSIP: 640268306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $13022.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                           | NELNET INC COMMON STOCK USD.01                            | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       416 | NS      | $55311.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                    | NEOGEN CORP COMMON STOCK USD.16                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3535 | NS      | $24709.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                      | NEOGENOMICS INC COMMON STOCK USD.001                      | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2093 | NS      | $24613.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Insurance Holdings Inc.                       | NEPTUNE INSURANCE HOLDINGS INC COMMON STOCK USD.00001     | CUSIP: 64073B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1592 | NS      | $46422.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Power Inc.                                        | NET POWER INC COMMON STOCK USD.0001                       | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1611 | NS      | $3673.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                           | NETAPP INC COMMON STOCK USD.001                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3120 | NS      | $334120.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                          | NETFLIX INC COMMON STOCK USD.001                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     66844 | NS      | $6267293.44   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                           | NET LEASE OFFICE PROPERTIES REIT                          | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $7814.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc.                                | BENITEC BIOPHARMA INC COMMON STOCK                        | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $8620.80      | 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        |      4636 | NS      | $176932.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                             | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8453 | NS      | $255027.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc.                                        | COREWEAVE INC COMMON STOCK USD.0001                       | CUSIP: 21873S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6081 | NS      | $435460.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | W R BERKLEY CORP COMMON STOCK USD.2                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      5948 | NS      | $417073.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | BERKSHIRE HATHAWAY INC COMMON STOCK USD5.0                | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         9 | NS      | $6793200.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc.                                  | CORE SCIENTIFIC INC COMMON STOCK USD.00001                | CUSIP: 21874A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4836 | NS      | $70412.16     | 0.01%             |  |  |  | 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        |      2978 | NS      | $154766.66    | 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        |      1448 | NS      | $13075.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.                         | AMERICAN HEALTHCARE REIT INC REIT USD.01                  | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2928 | NS      | $137791.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                           | CORE NATURAL RESOURCES INC COMMON STOCK USD.01            | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       810 | NS      | $71693.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc.                                         | CORMEDIX INC COMMON STOCK USD.001                         | CUSIP: 21900C308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $13781.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Peakstone Realty Trust                                | PEAKSTONE REALTY TRUST REIT                               | CUSIP: 39818P799<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $8523.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                   | GRIFFON CORP COMMON STOCK USD.25                          | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       727 | NS      | $53543.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | CORNING INC COMMON STOCK USD.5                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     13483 | NS      | $1180571.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                               | QUIDELORTHO CORP COMMON STOCK USD.001                     | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1088 | NS      | $31073.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc.                                           | GRINDR INC COMMON STOCK USD.0001                          | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2963 | NS      | $40119.02     | 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        |      1579 | NS      | $15947.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc.                                           | CORPAY INC COMMON STOCK USD.001                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1106 | NS      | $332828.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                               | COPT DEFENSE PROPERTIES REIT USD.01                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      1793 | NS      | $49845.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                   | CORSAIR GAMING INC COMMON STOCK                           | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1889 | NS      | $11220.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | COSTCO WHOLESALE CORP COMMON STOCK USD.005                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6975 | NS      | $6014821.50   | 0.53%             |  |  |  | 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        |       201 | NS      | $79053.30     | 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        |       662 | NS      | $11657.82     | 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        |      6668 | NS      | $448356.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                                 | JBT MAREL CORP COMMON STOCK USD.01                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       822 | NS      | $123850.74    | 0.01%             |  |  |  | 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      | $3964.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                            | HAMILTON LANE INC COMMON STOCK USD.001                    | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $92539.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                   | JOHNSON and JOHNSON COMMON STOCK USD1.0                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     37890 | NS      | $7841335.50   | 0.69%             |  |  |  | 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        |     10289 | NS      | $1232107.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                           | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1222 | NS      | $77816.96     | 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        |     13293 | NS      | $1212454.53   | 0.11%             |  |  |  | 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        |       740 | NS      | $248987.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                       | ZIFF DAVIS INC COMMON STOCK USD.01                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       678 | NS      | $23831.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                           | PFD OFG BANCORP COMMON STOCK USD1.0                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       693 | NS      | $28399.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                      | OSI SYSTEMS INC COMMON STOCK                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       265 | NS      | $67590.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonk Inc.                                             | BONK INC COMMON STOCK USD.001                             | CUSIP: 48208F303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $402.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                         | OPENLANE INC COMMON STOCK USD.01                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1715 | NS      | $51072.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                              | CHORD ENERGY CORP COMMON STOCK                            | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       884 | NS      | $81946.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     15429 | NS      | $634440.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc.                                        | ALTIMMUNE INC COMMON STOCK USD.0001                       | CUSIP: 02155H200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1758 | NS      | $6346.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                        | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25         | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1625 | NS      | $39048.75     | 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        |       956 | NS      | $17160.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Corporation                                   | QUANTUM CORP COMMON STOCK USD.01                          | CUSIP: 747906600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       235 | NS      | $1515.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | QUEST DIAGNOSTICS INC COMMON STOCK USD.01                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1745 | NS      | $302809.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc.                                      | ONITY GROUP INC COMMON STOCK USD.01                       | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       176 | NS      | $8059.04      | 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        |      3403 | NS      | $41312.42     | 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        |      5289 | NS      | $7140.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Odyssey Marine Exploration Inc.                       | ODYSSEY MARINE EXPLORATION INC COMMON STOCK               | CUSIP: 676118201<br>LEI: 549300KNVIY6EZIJ2221 | Long             | EC               | CORP              | US        |      1026 | NS      | $2010.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions Inc.                               | OFFERPAD SOLUTIONS INC COMMON STOCK USD.0001              | CUSIP: 67623L307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       818 | NS      | $989.78       | 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        |       205 | NS      | $10032.70     | 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        |      1259 | NS      | $8523.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                             | OKTA INC COMMON STOCK                                     | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2650 | NS      | $229145.50    | 0.02%             |  |  |  | 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        |     10797 | NS      | $14467.98     | 0.00%             |  |  |  | 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        |      3302 | NS      | $517753.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                  | OLD NATIONAL BANCORP/IN COMMON STOCK                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      5904 | NS      | $131718.24    | 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        |      3891 | NS      | $177585.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | OMNICOM GROUP INC COMMON STOCK USD.15                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5006 | NS      | $404234.50    | 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        |      4628 | NS      | $205205.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                         | OMNICELL INC COMMON STOCK USD.001                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       739 | NS      | $33476.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corporation                                    | OMEROS CORP COMMON STOCK USD.01                           | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      1140 | NS      | $19579.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ON Semiconductor Corporation                          | ON SEMICONDUCTOR CORP COMMON STOCK USD.01                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6422 | NS      | $347751.30    | 0.03%             |  |  |  | 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        |      1655 | NS      | $5891.80      | 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        |       365 | NS      | $7405.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                    | ROBLOX CORP COMMON STOCK USD.0001                         | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10157 | NS      | $823021.71    | 0.07%             |  |  |  | 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        |     15116 | NS      | $292645.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corporation                                | ROCKET LAB CORP COMMON STOCK                              | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7592 | NS      | $529617.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                           | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01            | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      2060 | NS      | $7230.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sailpoint Inc.                                        | SAILPOINT INC COMMON STOCK USD.0001                       | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8825 | NS      | $178529.75    | 0.02%             |  |  |  | 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        |       946 | NS      | $56164.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                       | SALESFORCE INC COMMON STOCK USD.001                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     14979 | NS      | $3968086.89   | 0.35%             |  |  |  | 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        |      1587 | NS      | $22630.62     | 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        |      5497 | NS      | $194868.65    | 0.02%             |  |  |  | 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        |      4285 | NS      | $17439.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc.                                       | SHARKNINJA INC COMMON STOCK USD.2                         | CUSIP: 79970Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2222 | NS      | $248641.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                                   | SANDISK CORP/DE COMMON STOCK USD.01                       | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2295 | NS      | $544787.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                                 | SANDRIDGE ENERGY INC COMMON STOCK USD.001                 | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       732 | NS      | $10562.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                   | SANMINA CORP COMMON STOCK USD.01                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       846 | NS      | $126959.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc.                                  | SANUWAVE HEALTH INC COMMON STOCK USD.001                  | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $4655.04      | 0.00%             |  |  |  | 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        |      1543 | NS      | $33205.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                     | SAUL CENTERS INC REIT USD.01                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $12328.23     | 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        |      2934 | NS      | $17692.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc.                             | SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001          | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2578 | NS      | $24078.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                       | SCANSOURCE INC COMMON STOCK                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       357 | NS      | $13944.42     | 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        |      1894 | NS      | $143148.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                               | SLB LTD COMMON STOCK USD.01                               | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23528 | NS      | $903004.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                               | SCHNEIDER NATIONAL INC COMMON STOCK                       | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1539 | NS      | $40829.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                | SCHOLASTIC CORP COMMON STOCK USD.01                       | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $13363.13     | 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        |      1523 | NS      | $67088.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | DEVON ENERGY CORP COMMON STOCK USD.1                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      9880 | NS      | $361904.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc.                                           | DEXCOM INC COMMON STOCK USD.001                           | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6169 | NS      | $409436.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc.                           | DIAMEDICA THERAPEUTICS INC COMMON STOCK                   | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $7418.72      | 0.00%             |  |  |  | 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        |        67 | NS      | $11356.50     | 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        |      3339 | NS      | $29917.44     | 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        |      4552 | NS      | $684302.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc.                            | DIANTHUS THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 252828108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $28352.48     | 0.00%             |  |  |  | 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        |      1040 | NS      | $205888.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                          | DIEBOLD NIXDORF INC COMMON STOCK                          | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       593 | NS      | $40258.77     | 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        |       626 | NS      | $27099.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi Power X Inc.                                     | DIGI POWER X INC COMMON STOCK                             | CUSIP: 25380B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $3139.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                    | ENOVIX CORP COMMON STOCK USD.0001                         | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3482 | NS      | $25453.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                         | ENTEGRIS INC COMMON STOCK USD.01                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2373 | NS      | $199925.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | ENTERGY CORP COMMON STOCK USD.01                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7000 | NS      | $647010.00    | 0.06%             |  |  |  | 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        |       616 | NS      | $33264.00     | 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        |       735 | NS      | $7555.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                     | EPAM SYSTEMS INC COMMON STOCK USD.001                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       877 | NS      | $179679.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                            | EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001          | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4431 | NS      | $50779.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                          | ENVISTA HOLDINGS CORP COMMON STOCK USD.01                 | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $56880.20     | 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        |       429 | NS      | $37623.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                                    | VESTIS CORP COMMON STOCK USD.01                           | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $14780.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | EQUIFAX INC COMMON STOCK USD1.25                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1946 | NS      | $422243.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                          | EQUINIX INC REIT USD.001                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1539 | NS      | $1179120.24   | 0.10%             |  |  |  | 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        |      4688 | NS      | $223383.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                                | EQUITY BANCSHARES INC COMMON STOCK USD.01                 | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       375 | NS      | $16743.75     | 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        |      3028 | NS      | $183527.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | EQUITY RESIDENTIAL REIT USD.01                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      5999 | NS      | $378176.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                           | ERASCA INC COMMON STOCK USD.0001                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4833 | NS      | $17978.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc.                                           | EXAGEN INC COMMON STOCK USD.001                           | CUSIP: 30068X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $2754.24      | 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        |       536 | NS      | $15034.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | EXELON CORP COMMON STOCK                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     15900 | NS      | $693081.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                           | WARNER BROS DISCOVERY INC COMMON STOCK                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     39001 | NS      | $1124008.82   | 0.10%             |  |  |  | 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        |      2342 | NS      | $71829.14     | 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        |       837 | NS      | $73798.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | WATERS CORP COMMON STOCK USD.01                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       931 | NS      | $353621.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                           | WATSCO INC COMMON STOCK USD.5                             | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       549 | NS      | $184985.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc.                                          | WAYFAIR INC COMMON STOCK USD.001                          | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1653 | NS      | $165977.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc.                           | CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $8428.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                     | ZILLOW GROUP INC COMMON STOCK USD.0001                    | CUSIP: 98954M200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2801 | NS      | $191084.22    | 0.02%             |  |  |  | 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        |      3369 | NS      | $68559.15     | 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        |      4224 | NS      | $185137.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                         | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001         | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2447 | NS      | $75489.95     | 0.01%             |  |  |  | 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        |      3108 | NS      | $279471.36    | 0.02%             |  |  |  | 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        |      2207 | NS      | $129197.78    | 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        |      2528 | NS      | $107288.32    | 0.01%             |  |  |  | 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        |      3338 | NS      | $434674.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                 | EXTREME NETWORKS INC COMMON STOCK USD.001                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2159 | NS      | $35947.35     | 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        |     14891 | NS      | $16003059.88  | 1.40%             |  |  |  | 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        |       189 | NS      | $14713.65     | 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        |       547 | NS      | $13210.05     | 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        |       870 | NS      | $208486.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | LINCOLN NATIONAL CORP COMMON STOCK                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2974 | NS      | $132432.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc.                    | LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001       | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |       966 | NS      | $13929.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                   | LINDSAY CORP COMMON STOCK USD1.0                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       175 | NS      | $20627.25     | 0.00%             |  |  |  | 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        |      4135 | NS      | $6905.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc.                                          | LINEAGE INC REIT                                          | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3643 | NS      | $127505.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                               | LIONSGATE STUDIOS CORP COMMON STOCK                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4741 | NS      | $43285.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                        | MAPLEBEAR INC COMMON STOCK USD.0001                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4147 | NS      | $186532.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc.                            | MAPLIGHT THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $12225.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mara Holdings Inc.                                    | MARA HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5829 | NS      | $52344.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | MARATHON PETROLEUM CORP COMMON STOCK USD.01               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4777 | NS      | $776883.51    | 0.07%             |  |  |  | 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        |      2609 | NS      | $8479.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accendra Health Inc                                   | ACCENDRA HEALTH INC COMMON STOCK USD2.0                   | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1415 | NS      | $3962.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | OWENS CORNING COMMON STOCK USD.001                        | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1305 | NS      | $146042.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc.                                            | OWLET INC COMMON STOCK                                    | CUSIP: 69120X206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $8807.36      | 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      | $277.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PGandE Corporation                                    | PGandE CORP COMMON STOCK                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     34497 | NS      | $554366.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                     | PJT PARTNERS INC COMMON STOCK USD.01                      | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       376 | NS      | $62867.20     | 0.01%             |  |  |  | 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        |      6154 | NS      | $1284524.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                      | TXNM ENERGY INC COMMON STOCK                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1632 | NS      | $96092.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                   | PPG INDUSTRIES INC COMMON STOCK USD1.66666                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3537 | NS      | $362401.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc.                                           | PEPGEN INC COMMON STOCK USD.0001                          | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1163 | NS      | $7571.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc.                                          | PEPSICO INC COMMON STOCK USD.017                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     21534 | NS      | $3090559.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                        | PERDOCEO EDUCATION CORP COMMON STOCK USD.01               | CUSIP: 71363P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1037 | NS      | $30415.21     | 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        |      1061 | NS      | $18355.30     | 0.00%             |  |  |  | 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        |      2447 | NS      | $220034.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC COMMON STOCK                  | PERIMETER SOLUTIONS INC COMMON STOCK                      | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2357 | NS      | $64888.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                          | REVVITY INC COMMON STOCK USD1.0                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1807 | NS      | $174827.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                         | PERMIAN RESOURCES CORP COMMON STOCK USD.0001              | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11632 | NS      | $163196.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp.                              | PERPETUA RESOURCES CORP COMMON STOCK                      | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $41399.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                       | PERSONALIS INC COMMON STOCK                               | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1454 | NS      | $11573.84     | 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        |      4020 | NS      | $11296.20     | 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        |       593 | NS      | $1897.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | PFIZER INC COMMON STOCK USD.05                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     89262 | NS      | $2222623.80   | 0.19%             |  |  |  | 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        |      1413 | NS      | $3461.85      | 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        |       827 | NS      | $19508.93     | 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        |      1705 | NS      | $59811.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc.                               | TREVI THERAPEUTICS INC COMMON STOCK                       | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2067 | NS      | $25878.84     | 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        |      4885 | NS      | $795229.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                               | VALLEY NATIONAL BANCORP COMMON STOCK                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8428 | NS      | $98439.04     | 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        |       308 | NS      | $123914.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADVERUM BIOTECH COMMON STOCK NPV               | CONTRA ADVERUM BIOTECH COMMON STOCK NPV                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       487 | NS      | $389.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc.                                 | JADE BIOSCIENCES INC COMMON STOCK USD.0001                | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $12097.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                                    | AEROVIRONMENT INC COMMON STOCK USD.0001                   | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $190125.54    | 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        |       904 | NS      | $6427.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                | INGREDION INC COMMON STOCK USD.01                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       983 | NS      | $108385.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc.                              | INHIBRX BIOSCIENCES INC COMMON STOCK                      | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $18802.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc.                                         | INNODATA INC COMMON STOCK USD.01                          | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |       502 | NS      | $25576.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                            | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1212 | NS      | $26506.44     | 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        |       493 | NS      | $40164.71     | 0.00%             |  |  |  | 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        |       467 | NS      | $43071.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc.                           | INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 45773H409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1257 | NS      | $2187.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye Inc.                                             | AEYE INC COMMON STOCK USD.0001                            | CUSIP: 008183204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $1600.80      | 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        |       439 | NS      | $126554.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc.                              | CARIS LIFE SCIENCES INC COMMON STOCK USD.001              | CUSIP: 142152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4478 | NS      | $120816.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlisle Companies Incorporated                       | CARLISLE COS INC COMMON STOCK USD1.0                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       669 | NS      | $213986.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsmed Inc.                                         | CARLSMED INC COMMON STOCK                                 | CUSIP: 14280C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $6483.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                           | CARMAX INC COMMON STOCK USD.5                             | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2364 | NS      | $91344.96     | 0.01%             |  |  |  | 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        |      5698 | NS      | $336808.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | CARNIVAL CORP COMMON STOCK USD.01                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     18337 | NS      | $560011.98    | 0.05%             |  |  |  | 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        |       290 | NS      | $12267.00     | 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        |       783 | NS      | $246519.72    | 0.02%             |  |  |  | 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        |     13386 | NS      | $707316.24    | 0.06%             |  |  |  | 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        |      1025 | NS      | $12505.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                                | CARTER BANKSHARES INC COMMON STOCK USD1.0                 | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $12405.46     | 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        |       587 | NS      | $19036.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc.                                | SILA REALTY TRUST INC REIT USD.01                         | CUSIP: 146280508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $21305.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                           | CARVANA CO COMMON STOCK USD.001                           | CUSIP: 146869102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $916627.44    | 0.08%             |  |  |  | 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        |       992 | NS      | $97156.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                           | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       585 | NS      | $323335.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                         | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5           | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       293 | NS      | $12165.36     | 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        |       816 | NS      | $1615.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                               | CASTLE BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $18205.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc.                                         | CERIBELL INC COMMON STOCK USD.001                         | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $14057.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc.                                          | CERTARA INC COMMON STOCK USD.01                           | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2639 | NS      | $23249.59     | 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        |      3327 | NS      | $579031.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CG Oncology Inc.                                      | CG ONCOLOGY INC COMMON STOCK                              | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $50695.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                     | CERUS CORP COMMON STOCK USD.001                           | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3891 | NS      | $8015.46      | 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        |       411 | NS      | $31457.94     | 0.00%             |  |  |  | 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        |       347 | NS      | $6572.18      | 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        |       430 | NS      | $9253.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corporation                               | LIGHTBRIDGE CORP COMMON STOCK USD.001                     | CUSIP: 53224K302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $6598.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LightPath Technologies Inc.                           | LIGHTPATH TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       808 | NS      | $8726.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc.                                  | LIGHTWAVE LOGIC INC COMMON STOCK USD.001                  | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $7186.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LifeStance Health Group Inc.                          | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01           | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6314 | NS      | $44450.56     | 0.00%             |  |  |  | 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      | $5563.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | RESMED INC COMMON STOCK USD.004                           | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2301 | NS      | $554241.87    | 0.05%             |  |  |  | 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        |      2360 | NS      | $82883.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inno Holdings Inc.                                    | INNO HOLDINGS INC COMMON STOCK                            | CUSIP: 4576JP307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $96.90        | 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        |     14391 | NS      | $18132.66     | 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        |      1061 | NS      | $8031.77      | 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        |      1770 | NS      | $688653.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                    | ROGERS CORP COMMON STOCK USD1.0                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       295 | NS      | $27013.15     | 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        |      2054 | NS      | $222838.46    | 0.02%             |  |  |  | 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        |       842 | NS      | $4454.18      | 0.00%             |  |  |  | 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        |       199 | NS      | $14385.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                          | ROLLINS INC COMMON STOCK USD1.0                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      7670 | NS      | $460353.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caret Holdings Inc.                                   | ROOT INC/OH COMMON STOCK USD.0001                         | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $15457.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc.                                            | OPPFI INC COMMON STOCK                                    | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $4801.14      | 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        |      4136 | NS      | $29655.12     | 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        |       721 | NS      | $7166.74      | 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        |       962 | NS      | $106272.14    | 0.01%             |  |  |  | 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        |      1693 | NS      | $753605.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                      | ROSS STORES INC COMMON STOCK USD.01                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5138 | NS      | $925559.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                       | ROYAL GOLD INC COMMON STOCK USD.01                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1326 | NS      | $294756.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc.                                           | RUBRIK INC COMMON STOCK USD.000025                        | CUSIP: 781154109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2241 | NS      | $171391.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.                      | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK               | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $11369.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc.                                           | RUMBLE INC COMMON STOCK USD.0001                          | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3512 | NS      | $22195.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc.                                 | RUSH ENTERPRISES INC COMMON STOCK USD.01                  | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1187 | NS      | $64026.78     | 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        |      1514 | NS      | $29417.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                          | RXSIGHT INC COMMON STOCK USD.001                          | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $7398.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                          | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2007 | NS      | $103621.41    | 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        |       632 | NS      | $120958.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                           | RYERSON HOLDING CORP COMMON STOCK USD.01                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       579 | NS      | $14567.64     | 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        |       965 | NS      | $91308.30     | 0.01%             |  |  |  | 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        |       656 | NS      | $25813.60     | 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        |      5218 | NS      | $9392.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                           | SEZZLE INC COMMON STOCK                                   | CUSIP: 78435P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $34086.08     | 0.00%             |  |  |  | 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        |      1131 | NS      | $51878.97     | 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        |      3256 | NS      | $88107.36     | 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        |      1774 | NS      | $33173.80     | 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        |       610 | NS      | $54369.30     | 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        |      3841 | NS      | $335780.22    | 0.03%             |  |  |  | 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        |      1120 | NS      | $9878.40      | 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        |       758 | NS      | $8830.70      | 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        |      1821 | NS      | $59728.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                             | WAFD INC COMMON STOCK USD1.0                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $40742.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                      | ELME COMMUNITIES REIT USD.01                              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      1384 | NS      | $24081.60     | 0.00%             |  |  |  | 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        |       417 | NS      | $12322.35     | 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        |      6340 | NS      | $1392961.40   | 0.12%             |  |  |  | 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        |      1512 | NS      | $21379.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                           | XENCOR INC COMMON STOCK USD.01                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1187 | NS      | $18172.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corporation                              | XOMA ROYALTY CORP COMMON STOCK USD.0005                   | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |       268 | NS      | $7126.12      | 0.00%             |  |  |  | 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        |       250 | NS      | $7960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                      | YUM! BRANDS INC COMMON STOCK                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4364 | NS      | $660185.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       797 | NS      | $193527.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zedge Inc.                                            | ZEDGE INC COMMON STOCK                                    | CUSIP: 98923T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $1649.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc.                                  | ZENAS BIOPHARMA INC COMMON STOCK USD.0001                 | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $31299.22     | 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        |       937 | NS      | $63931.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | ZOETIS INC COMMON STOCK USD.01                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6957 | NS      | $875329.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0326                               | SandP500 EMINI FUT 0326                                   | CUSIP: ADI2TSML6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        87 | NC      | $-218193.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0326                                 | E-MINI RUSS 2000 0326                                     | CUSIP: ADI30KJ10<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-106971.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0326                              | SandP MID 400 EMINI 0326                                  | CUSIP: ADI30KP62<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         4 | NC      | $-33953.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                         | ADIENT PLC COMMON STOCK USD.001                           | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      1343 | NS      | $25745.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                       | ALKERMES PLC COMMON STOCK USD.01                          | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |      2591 | NS      | $72496.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                          | ALLEGION PLC COMMON STOCK USD.01                          | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1335 | NS      | $212558.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                             | AMCOR PLC COMMON STOCK USD.01                             | CUSIP: G0250X107<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     36054 | NS      | $300690.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK GBP.0001                          | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $141053.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc.                                      | AMER SPORTS INC COMMON STOCK                              | CUSIP: G0260P102<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      8724 | NS      | $325841.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                        | AMBARELLA INC COMMON STOCK USD.00045                      | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $47746.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Public Limited Company                            | AON PLC COMMON STOCK                                      | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3386 | NS      | $1194851.68   | 0.10%             |  |  |  | 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        |      5838 | NS      | $559980.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Limited                      | ASPEN INSURANCE HOLDINGS LTD COMMON STOCK                 | CUSIP: G05384501<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |      1487 | NS      | $55167.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                              | DOLE PLC COMMON STOCK USD.01                              | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1608 | NS      | $24103.92     | 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              | IE        |      6127 | NS      | $1951510.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsium Enterprise Limited                             | EPSIUM ENTERPRISE LTD COMMON STOCK USD.00002              | CUSIP: G3090S106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       240 | NS      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                       | PAYSAFE LTD COMMON STOCK USD.0001                         | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1115 | NS      | $9020.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company           | PROTHENA CORP PLC COMMON STOCK USD.01                     | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       926 | NS      | $8843.30      | 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        |       732 | NS      | $205809.12    | 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        |      2223 | NS      | $17361.63     | 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        |       499 | NS      | $1726.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                          | ANTERO RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      4838 | NS      | $166717.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                  | ELEVANCE HEALTH INC COMMON STOCK USD.01                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3540 | NS      | $1240947.00   | 0.11%             |  |  |  | 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        |      1297 | NS      | $16108.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                            | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1733 | NS      | $15579.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                           | INTAPP INC COMMON STOCK USD.001                           | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1309 | NS      | $59978.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                     | INTERPARFUMS INC COMMON STOCK USD.001                     | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $44281.26     | 0.00%             |  |  |  | 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        |      6988 | NS      | $449398.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                        | INTERFACE INC COMMON STOCK USD.1                          | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       971 | NS      | $27110.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                        | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      8997 | NS      | $1457154.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                     | INTERDIGITAL INC COMMON STOCK USD.01                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $129899.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                  | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1000 | NS      | $66440.00     | 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        |     14659 | NS      | $4342142.39   | 0.38%             |  |  |  | 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        |      4031 | NS      | $271649.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                                | BRIGHTSTAR LOTTERY PLC COMMON STOCK USD.1                 | CUSIP: 459902102<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      3048 | NS      | $47183.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                      | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       595 | NS      | $9139.20      | 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        |      8303 | NS      | $327055.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | INTUIT INC COMMON STOCK USD.01                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4388 | NS      | $2906698.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                               | INTUITIVE SURGICAL INC COMMON STOCK USD.001               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5641 | NS      | $3194836.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                  | INTREPID POTASH INC COMMON STOCK USD.001                  | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       272 | NS      | $7542.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                           | INVENTRUST PROPERTIES CORP REIT USD.001                   | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $36983.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc.                               | INTUITIVE MACHINES INC COMMON STOCK USD.0001              | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1876 | NS      | $30447.48     | 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        |      1131 | NS      | $9511.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                           | JAMES HARDIE INDUSTRIES PLC COMMON STOCK EUR.59           | CUSIP: 47030M106<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9173 | NS      | $190339.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                                    | JAMF HOLDING CORP COMMON STOCK                            | CUSIP: 47074L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $28882.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALT5 Sigma Corporation                                | ALT5 SIGMA CORP COMMON STOCK                              | CUSIP: 47089W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2083 | NS      | $2291.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DeFi Development Corp.                                | DEFI DEVELOPMENT CORP WARRANTS CALL EXP 21JAN28           | CUSIP: 47100L111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $53.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DeFi Development Corp.                                | DEFI DEVELOPMENT CORP COMMON STOCK USD.00001              | CUSIP: 47100L301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $2701.75      | 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        |       986 | NS      | $13606.80     | 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        |      2352 | NS      | $15382.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jasper Therapeutics Inc.                              | JASPER THERAPEUTICS INC COMMON STOCK                      | CUSIP: 471871202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $1429.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                                   | UNITY SOFTWARE INC COMMON STOCK USD.000005                | CUSIP: 91332U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6654 | NS      | $293907.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                 | UNIVERSAL CORP/VA COMMON STOCK                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       399 | NS      | $21047.25     | 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        |       751 | NS      | $87701.78     | 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        |      4482 | NS      | $333595.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                                | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001               | CUSIP: 00835Q202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $12948.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                             | COOPER COS INC/THE COMMON STOCK USD.1                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3125 | NS      | $256125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                         | COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |       295 | NS      | $9684.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Minds Biosciences Inc.                         | BRIGHT MINDS BIOSCIENCES INC COMMON STOCK                 | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $9286.76      | 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        |       905 | NS      | $58634.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                             | ENPRO INC COMMON STOCK USD.01                             | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $71947.68     | 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        |       390 | NS      | $61308.00     | 0.01%             |  |  |  | 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        |       899 | NS      | $156605.80    | 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        |      1857 | NS      | $526106.67    | 0.05%             |  |  |  | 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        |      2635 | NS      | $23846.75     | 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        |      2154 | NS      | $320967.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                         | EXPONENT INC COMMON STOCK USD.001                         | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $56401.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                       | TENNANT CO COMMON STOCK USD.375                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       311 | NS      | $22920.70     | 0.00%             |  |  |  | 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        |      1385 | NS      | $55954.00     | 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        |      1635 | NS      | $95990.85     | 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        |     52322 | NS      | $23530249.84  | 2.06%             |  |  |  | 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        |      2187 | NS      | $20492.19     | 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        |      4158 | NS      | $139459.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                        | TRUPANION INC COMMON STOCK USD.00001                      | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       694 | NS      | $25934.78     | 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        |     20137 | NS      | $990941.77    | 0.09%             |  |  |  | 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        |       401 | NS      | $16573.33     | 0.00%             |  |  |  | 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        |     11654 | NS      | $1155960.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                   | UNITED RENTALS INC COMMON STOCK USD.01                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1010 | NS      | $817413.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                             | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4442 | NS      | $604422.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRO Group Holdings Inc.                              | AIRO GROUP HOLDINGS INC COMMON STOCK USD.000001           | CUSIP: 009422106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $4343.58      | 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        |      1213 | NS      | $2401.74      | 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        |      2252 | NS      | $196487.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc.                              | AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      4428 | NS      | $7129.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKOUOS INC + COMMON STOCK                      | CONTRA AKOUOS INC + COMMON STOCK                          | CUSIP: 009CVR036<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $408.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Caleres Inc.                                          | CALERES INC COMMON STOCK USD.01                           | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       573 | NS      | $6973.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT COMMON STOCK                   | CONTRA AKERO THERAPEUT COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1286 | NS      | $835.90       | 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        |       192 | NS      | $32231.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Plc                                         | CLARIVATE PLC COMMON STOCK USD.01                         | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10830 | NS      | $36172.20     | 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        |      1542 | NS      | $68942.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                               | ALARM.COM HOLDINGS INC COMMON STOCK                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       825 | NS      | $42091.50     | 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        |      1812 | NS      | $91143.60     | 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        |      1044 | NS      | $45236.52     | 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        |       853 | NS      | $16070.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                            | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       495 | NS      | $25096.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                           | EZCORP INC COMMON STOCK USD.01                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       899 | NS      | $17458.58     | 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        |      3496 | NS      | $126415.36    | 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        |      1352 | NS      | $51849.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                               | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     67083 | NS      | $8072768.22   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc.                                         | EYEPOINT INC COMMON STOCK USD.01                          | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1348 | NS      | $24627.96     | 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        |      1999 | NS      | $3178.41      | 0.00%             |  |  |  | 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        |      1910 | NS      | $44579.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                       | FMC CORP COMMON STOCK USD.1                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2048 | NS      | $28405.76     | 0.00%             |  |  |  | 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        |       319 | NS      | $7270.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                       | CAVA GROUP INC COMMON STOCK USD.0001                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1814 | NS      | $106463.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc.                     | CHOICEONE FINANCIAL SERVICES I COMMON STOCK               | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $8147.52      | 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        |       509 | NS      | $86952.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                   | META PLATFORMS INC COMMON STOCK USD.000006                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     34123 | NS      | $22524251.07  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc.                                | NIAGEN BIOSCIENCE INC COMMON STOCK USD.001                | CUSIP: 171077407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1309 | NS      | $8325.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | CHUBB LTD COMMON STOCK                                    | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6264 | NS      | $1955119.68   | 0.17%             |  |  |  | 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        |       592 | NS      | $171792.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                | FAIR ISAAC CORP COMMON STOCK USD.01                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       378 | NS      | $639054.36    | 0.06%             |  |  |  | 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        |      3825 | NS      | $320726.25    | 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        |      1099 | NS      | $125044.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc.              | FARADAY FUTURE INTELLIGENT ELE COMMON STOCK USD.0001      | CUSIP: 307359885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2827 | NS      | $2883.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers and Merchants Bancorp Inc.                    | FARMERS and MERCHANTS BANCORP IN COMMON STOCK             | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $5660.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidara Therapeutics Inc.                              | CIDARA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |       496 | NS      | $109561.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                     | CIENA CORP COMMON STOCK USD.01                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2221 | NS      | $519425.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                           | FARMERS NATIONAL BANC CORP COMMON STOCK                   | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1115 | NS      | $14851.80     | 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        |       841 | NS      | $8149.29      | 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        |      2404 | NS      | $24472.72     | 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        |      2366 | NS      | $2324.83      | 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        |     18073 | NS      | $725269.49    | 0.06%             |  |  |  | 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        |       149 | NS      | $26159.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                       | FEDERAL REALTY INVESTMENT TRUS REIT USD.01                | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $132955.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                            | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       957 | NS      | $103920.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                 | FEDERATED HERMES INC COMMON STOCK                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1196 | NS      | $62275.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc.                                       | FB BANCORP INC COMMON STOCK USD.01                        | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $5075.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FEDEX CORP COMMON STOCK USD.1                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3720 | NS      | $1074559.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc.                             | FERGUSON ENTERPRISES INC COMMON STOCK USD.0001            | CUSIP: 31488V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $690153.00    | 0.06%             |  |  |  | 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        |      1604 | NS      | $98549.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                        | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1              | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |      2523 | NS      | $52301.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                         | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $35045.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                            | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01                | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $6534.62      | 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        |      1459 | NS      | $34709.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.                | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01        | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $10154.10     | 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        |       185 | NS      | $397043.30    | 0.03%             |  |  |  | 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        |      1630 | NS      | $27481.80     | 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        |       519 | NS      | $17505.87     | 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        |      1607 | NS      | $40207.14     | 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        |      2383 | NS      | $71180.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                           | FIRST FINANCIAL CORP COMMON STOCK                         | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $15709.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc.                                 | FIRST FOUNDATION INC COMMON STOCK USD.001                 | CUSIP: 32026V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1592 | NS      | $9806.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                             | FIRST HORIZON CORP COMMON STOCK USD.625                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      7718 | NS      | $184460.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                   | FIRST HAWAIIAN INC COMMON STOCK USD.01                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      1898 | NS      | $48019.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA FLEXION THERAPE COMMON STOCK                   | CONTRA FLEXION THERAPE COMMON STOCK                       | CUSIP: 339CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $390.15       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Flowco Holdings Inc.                                  | FLOWCO HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $10325.74     | 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        |      2581 | NS      | $17344.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Novanta Inc.                                          | NOVANTA INC COMMON STOCK                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $67705.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                             | DNOW INC COMMON STOCK USD.01                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2977 | NS      | $39445.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novusterra Inc.                                       | NOVUSTERRA INC COMMON STOCK                               | CUSIP: 67012E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KBR Inc.                                              | KBR INC COMMON STOCK USD.001                              | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2010 | NS      | $80802.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA CORP COMMON STOCK USD.001                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2075 | NS      | $2521291.00   | 0.22%             |  |  |  | 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        |      1308 | NS      | $10751.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                      | KKR and CO INC COMMON STOCK USD.01                        | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14028 | NS      | $1788289.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                           | KADANT INC COMMON STOCK USD.01                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       185 | NS      | $52728.70     | 0.00%             |  |  |  | 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        |       266 | NS      | $30552.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KALA BIO Inc.                                         | KALA BIO INC COMMON STOCK USD.001                         | CUSIP: 483119202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       743 | NS      | $413.03       | 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        |       834 | NS      | $13469.10     | 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        |       803 | NS      | $21913.87     | 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        |       476 | NS      | $7382.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc.                                        | MARINEMAX INC COMMON STOCK USD.001                        | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $10103.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc.                                     | MARKEL GROUP INC COMMON STOCK                             | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       199 | NS      | $427780.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       587 | NS      | $106393.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc.                                          | MARQETA INC COMMON STOCK USD.0001                         | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6780 | NS      | $32205.00     | 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        |       549 | NS      | $31671.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | MCDONALD'S CORP COMMON STOCK USD.01                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11228 | NS      | $3431613.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| McEwen Inc.                                           | MCEWEN INC COMMON STOCK                                   | CUSIP: 58039P305<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       909 | NS      | $16825.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                      | MCGRATH RENTCORP COMMON STOCK                             | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $43545.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc.                                      | MCGRAW HILL INC COMMON STOCK USD.01                       | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3069 | NS      | $50638.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                     | MERCHANTS BANCORP COMMON STOCK                            | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $26362.44     | 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        |     39284 | NS      | $4135033.84   | 0.36%             |  |  |  | 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        |       951 | NS      | $69432.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                           | MERCURY GENERAL CORP COMMON STOCK                         | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       877 | NS      | $82490.62     | 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        |      3596 | NS      | $84218.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc.                                   | TRADE DESK INC/THE COMMON STOCK USD.000001                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      7011 | NS      | $266137.56    | 0.02%             |  |  |  | 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        |      5937 | NS      | $3440194.65   | 0.30%             |  |  |  | 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        |       575 | NS      | $21367.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                           | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0            | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $10072.65     | 0.00%             |  |  |  | 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        |       841 | NS      | $86345.47     | 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        |      2366 | NS      | $4187.82      | 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        |      1689 | NS      | $10792.71     | 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        |      7227 | NS      | $118450.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc.                                     | UL SOLUTIONS INC COMMON STOCK USD.001                     | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $79490.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                     | UNDER ARMOUR INC COMMON STOCK USD.000333                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4949 | NS      | $23755.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicycive Therapeutics Inc.                           | UNICYCIVE THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 90466Y202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $2746.52      | 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        |       244 | NS      | $47067.60     | 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        |      9325 | NS      | $2157059.00   | 0.19%             |  |  |  | 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        |      2117 | NS      | $81292.80     | 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        |       761 | NS      | $186171.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                              | WEST BANCORP INC COMMON STOCK                             | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |       283 | NS      | $6279.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Bridge Hydrocarbons Inc.                         | NEXT BRIDGE HYDROCARBONS INC NEXT BRIDGE HYDROCARBONS INC | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2456 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| West Pharmaceutical Services Inc.                     | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1131 | NS      | $311183.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                            | WESTAMERICA BANCORP COMMON STOCK                          | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $20088.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Company                               | WESTROCK COFFEE CO COMMON STOCK                           | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1497 | NS      | $6092.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwater Resources Inc.                              | WESTWATER RESOURCES INC COMMON STOCK USD.001              | CUSIP: 961684206<br>LEI: 5493006CMF043V56K243 | Long             | EC               | CORP              | US        |      2415 | NS      | $1811.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                              | WEX INC COMMON STOCK USD.01                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       532 | NS      | $79257.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | WEYERHAEUSER CO REIT USD1.25                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     11416 | NS      | $270445.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc.                             | WHEELS UP EXPERIENCE INC COMMON STOCK USD.0001            | CUSIP: 96328L205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11752 | NS      | $7712.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Whirlpool Corporation                                 | WHIRLPOOL CORP COMMON STOCK USD1.0                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       886 | NS      | $63916.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                                       | WHITESTONE REIT REIT USD.001                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $15445.68     | 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        |       727 | NS      | $22268.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer