# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001145549-23-006663
**Filing Date:** 2023-2
**Character Count:** 156806
**Document Hash:** 24f54ac0ee2d1d03c2edd568dc86861b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006663.hdr.sgml**: 20230216

**ACCESSION NUMBER**: 0001145549-23-006663

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230216

**DATE AS OF CHANGE**: 20230216

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OHIO NATIONAL FUND INC
- **CENTRAL INDEX KEY:** 0000315754
- **IRS NUMBER:** 310978635
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03015
- **FILM NUMBER:** 23637904

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242
- **BUSINESS PHONE:** 513-794-6230

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

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

## Series and Classes Contracts Data

### ON AB Small Cap Portfolio (Series ID: S000007874)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000021415 | ON AB Small Cap Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Ohio National Fund, Inc.

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

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

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

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

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

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45242

  - **Telephone number:** 513-794-6971

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

- **a. Name of Series:** ON AB Small Cap Portfolio

- **b. EDGAR series identifier (if any):** S000007874

- **c. LEI of Series:** 549300PDMU6JFS0JRQ02

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $113695996.32

**Total Liabilities:** $170203.06

**Net Assets:** $113525793.26

**Cash Not Reported:** $889393.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021415 | 9.24%                | 3.37%                | -6.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-729230.54              | $10755844.44                               |
| Month 2  | $-2860734.74             | $6774148.69                                |
| Month 3  | $-1378159.85             | $-6520499.18                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Natera Incorporation                            | NATERA INC COMMON STOCK USD.0001                            | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10928 | NS      | $438977.76    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                     | NATIONAL BANK HOLD CL A COMMON STOCK                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4450 | NS      | $187211.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                         | NATIONAL BEVERAGE CORP COMMON STOCK USD.01                  | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2645 | NS      | $123071.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                    | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     26754 | NS      | $1036985.04   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                                 | NEOGENOMICS INC COMMON STOCK USD.001                        | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |     10157 | NS      | $93850.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                           | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5976 | NS      | $194279.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                   | NEW YORK MORTGAGE TRUST INC REIT USD.02                     | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     38720 | NS      | $99123.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc                  | NEXPOINT RESIDENTIAL REIT USD.01                            | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1600 | NS      | $69632.00     | 0.06%             |  |  |  | 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        |      3242 | NS      | $122093.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc            | ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     11420 | NS      | $201448.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                        | NORTHWEST BANCSHARES INC COMMON STOCK USD.01                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9360 | NS      | $130852.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                     | NOVANTA INC COMMON STOCK                                    | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      7069 | NS      | $960465.03    | 0.85%             |  |  |  | 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        |      5070 | NS      | $134355.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.     | AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01            | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19150 | NS      | $149753.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                  | AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     10150 | NS      | $141694.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company | AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      4630 | NS      | $211220.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                        | NU SKIN ENTERPRISES INC   A COMMON STOCK USD.001            | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      3254 | NS      | $137188.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                   | NUVASIVE INC COMMON STOCK USD.001                           | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      3370 | NS      | $138978.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                       | AMERICAN STATES WATER CO COMMON STOCK                       | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3140 | NS      | $290607.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | AMERIS BANCORP COMMON STOCK USD1.0                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      5910 | NS      | $278597.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                   | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK USD.0001          | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3480 | NS      | $97509.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.     | APOLLO COMMERCIAL REAL ESTAT REIT USD.01                    | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     11680 | NS      | $125676.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical                                  | APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      2740 | NS      | $81076.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.            | APPLIED INDUSTRIAL TECH INC COMMON STOCK                    | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3340 | NS      | $420940.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                             | ARCBEST CORP COMMON STOCK USD.01                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2440 | NS      | $170897.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                    | ARCHROCK INC COMMON STOCK USD.01                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       200 | NS      | $1796.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                      | ARCOSA INC COMMON STOCK USD.01                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      4130 | NS      | $224424.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                   | ARCONIC CORP COMMON STOCK USD.01                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      8080 | NS      | $170972.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                   | O I GLASS INC COMMON STOCK                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14010 | NS      | $232145.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                 | OSI SYSTEMS INC COMMON STOCK                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        60 | NS      | $4771.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                | ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      6334 | NS      | $434449.06    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                   | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     12695 | NS      | $514909.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                  | OFFICE PROPERTIES INCOME TRU REIT USD.01                    | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |      6400 | NS      | $85440.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OMNIAB INC   12.5 EARNOUT COMMON STOCK                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       529 | NS      | $0.00         | 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        |       529 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation Incorporation                   | ONTO INNOVATION INC COMMON STOCK                            | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     12964 | NS      | $882718.76    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                   | ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1826 | NS      | $327310.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                             | ASCENDIS PHARMA A/S   ADR ADR DKK1.0                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      2463 | NS      | $300806.19    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries                                | ASTEC INDUSTRIES INC COMMON STOCK USD.2                     | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2850 | NS      | $115881.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.              | ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      2620 | NS      | $264096.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                              | OUTFRONT MEDIA INC REIT USD.01                              | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      9680 | NS      | $160494.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                               | OWENS + MINOR INC COMMON STOCK USD2.0                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      6400 | NS      | $124992.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atricure Inc                                    | ATRICURE INC COMMON STOCK USD.001                           | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17935 | NS      | $795955.30    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc.                            | AVID TECHNOLOGY INC COMMON STOCK USD.01                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      2377 | NS      | $63204.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                              | AVISTA CORP COMMON STOCK                                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      5790 | NS      | $256728.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                       | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      2350 | NS      | $186496.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                             | AXON ENTERPRISE INC COMMON STOCK USD.00001                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      3828 | NS      | $635180.04    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                              | AXOS FINANCIAL INC COMMON STOCK USD.01                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4330 | NS      | $165492.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                         | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2010 | NS      | $187291.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                              | PC CONNECTION INC COMMON STOCK USD.01                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2690 | NS      | $126161.00    | 0.11%             |  |  |  | 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        |      2670 | NS      | $91314.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                | BADGER METER INC COMMON STOCK USD1.0                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2470 | NS      | $269304.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                  | PRA GROUP INC COMMON STOCK USD.01                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      4720 | NS      | $159441.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc                                         | P10 INC A COMMON STOCK USD.001                              | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25258 | NS      | $269502.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                     | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      8070 | NS      | $254689.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                          | PACIRA BIOSCIENCES INC COMMON STOCK USD.001                 | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      3660 | NS      | $141312.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                    | BALCHEM CORP COMMON STOCK USD.0667                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      2790 | NS      | $340686.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                 | BANCFIRST CORP COMMON STOCK USD1.0                          | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1300 | NS      | $114634.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                            | PALOMAR HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1850 | NS      | $83546.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                              | PARK NATIONAL CORP COMMON STOCK                             | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      1420 | NS      | $199865.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                | PATRICK INDUSTRIES INC COMMON STOCK                         | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1980 | NS      | $119988.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                       | PATTERSON UTI ENERGY INC COMMON STOCK USD.01                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     15640 | NS      | $263377.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                 | BANKUNITED INC COMMON STOCK USD.01                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      8010 | NS      | $272099.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                     | BANNER CORPORATION COMMON STOCK USD.01                      | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3130 | NS      | $197816.00    | 0.17%             |  |  |  | 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        |     13287 | NS      | $72679.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                  | PERFICIENT INC COMMON STOCK USD.001                         | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      2710 | NS      | $189239.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                               | BARNES GROUP INC COMMON STOCK USD.01                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      3250 | NS      | $132762.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BED Bath & Beyond                               | BED BATH + BEYOND INC COMMON STOCK USD.01                   | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      8785 | NS      | $22050.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                   | BLACKLINE INC COMMON STOCK USD.01                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     10374 | NS      | $697858.98    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                              | BLOOMIN  BRANDS INC COMMON STOCK USD.01                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      6750 | NS      | $135810.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                         | PIPER SANDLER COS COMMON STOCK USD.01                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1530 | NS      | $199190.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                               | PITNEY BOWES INC COMMON STOCK USD1.0                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     23790 | NS      | $90402.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                 | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      7783 | NS      | $340973.23    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                | BOISE CASCADE CO COMMON STOCK USD.01                        | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3460 | NS      | $237598.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Incorporation                    | PLANET FITNESS INC   CL A COMMON STOCK USD.0001             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     11295 | NS      | $890046.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                     | PLEXUS CORP COMMON STOCK USD.01                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2500 | NS      | $257325.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                          | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2520 | NS      | $157550.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                      | BRADY CORPORATION   CL A COMMON STOCK USD.01                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      4230 | NS      | $199233.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                         | BRANDYWINE REALTY TRUST REIT USD.01                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     14450 | NS      | $88867.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                       | BRAZE INC A COMMON STOCK USD.0001                           | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |     16226 | NS      | $442645.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc               | BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      2827 | NS      | $58179.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                         | BROOKLINE BANCORP INC COMMON STOCK USD.01                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11040 | NS      | $156216.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                      | BUCKLE INC/THE COMMON STOCK USD.01                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       948 | NS      | $42991.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                  | CSG SYSTEMS INTL INC COMMON STOCK USD.01                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2350 | NS      | $134420.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial                                   | CVB FINANCIAL CORP COMMON STOCK                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10890 | NS      | $280417.50    | 0.25%             |  |  |  | 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        |      2520 | NS      | $137214.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                  | CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      4230 | NS      | $256507.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                        | CALLON PETROLEUM CO COMMON STOCK USD.01                     | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      4750 | NS      | $176177.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc (Delaware)           | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                     | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      4410 | NS      | $60064.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                              | CARETRUST REIT INC REIT USD.01                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      8080 | NS      | $150126.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                | CARPENTER TECHNOLOGY COMMON STOCK USD5.0                    | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      4690 | NS      | $173248.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                    | CARS.COM INC COMMON STOCK USD.01                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      5115 | NS      | $70433.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4080 | NS      | $255408.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                                  | PRICESMART INC COMMON STOCK USD.0001                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       280 | NS      | $17018.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                   | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      6422 | NS      | $119449.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries                                | CAVCO INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $135750.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                    | CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01             | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3610 | NS      | $129238.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                         | CENTURY COMMUNITIES INC COMMON STOCK USD.01                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      2540 | NS      | $127025.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                               | PROASSURANCE CORP COMMON STOCK USD.01                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      7110 | NS      | $124211.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                              | PROG HOLDINGS INC COMMON STOCK USD.5                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      4081 | NS      | $68928.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                           | CHAMPIONX CORP COMMON STOCK USD.01                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     37366 | NS      | $1083240.34   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                          | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      3690 | NS      | $117009.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                            | CHEFS  WAREHOUSE INC/THE COMMON STOCK USD.01                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     28725 | NS      | $955968.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867             | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1500 | NS      | $177270.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                          | CINEMARK HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      9019 | NS      | $78104.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                           | CIVITAS RESOURCES INC COMMON STOCK                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3439 | NS      | $199221.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.            | COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3530 | NS      | $201492.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                         | COHERUS BIOSCIENCES INC COMMON STOCK USD.0001               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     31669 | NS      | $250818.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                        | COHU INC COMMON STOCK USD1.0                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      4400 | NS      | $141020.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Incorporation           | COLUMBIA BANKING SYSTEM INC COMMON STOCK                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6120 | NS      | $184395.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                        | COMFORT SYSTEMS USA INC COMMON STOCK USD.01                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      7142 | NS      | $821901.36    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                       | COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      4580 | NS      | $288311.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                  | COMMUNITY HEALTHCARE TRUST I REIT USD.01                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |        10 | NS      | $358.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.             | COMPASS MINERALS INTERNATION COMMON STOCK USD.01            | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      2478 | NS      | $101598.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                              | CONMED CORP COMMON STOCK USD.01                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      2520 | NS      | $223372.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Consol Energy Inc New                           | CONSOL ENERGY INC COMMON STOCK USD.01                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2250 | NS      | $146250.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                       | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      9360 | NS      | $190101.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                              | CORSAIR GAMING INC COMMON STOCK                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      9060 | NS      | $122944.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvel Corp                                     | CORVEL CORP COMMON STOCK USD.0001                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $122077.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                            | CURTISS WRIGHT CORP COMMON STOCK USD1.0                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4365 | NS      | $728911.35    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                         | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2500 | NS      | $70850.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                | CYTOKINETICS INC COMMON STOCK USD.001                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      6940 | NS      | $317990.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                | DTE MIDSTREAM LLC W/I COMMON STOCK                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13271 | NS      | $733355.46    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc               | DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01            | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      3360 | NS      | $119078.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                              | DELUXE CORP COMMON STOCK USD1.0                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      5150 | NS      | $87447.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                             | DESIGNER BRANDS INC CLASS A COMMON STOCK                    | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     10040 | NS      | $98191.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                     | DIAMONDROCK HOSPITALITY CO REIT USD.01                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     18760 | NS      | $153644.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                           | DIGITAL TURBINE INC COMMON STOCK USD.0001                   | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      6023 | NS      | $91790.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                         | PROGRESS SOFTWARE CORP COMMON STOCK USD.01                  | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3160 | NS      | $159422.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.               | PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      7540 | NS      | $161054.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                       | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025           | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     14139 | NS      | $360120.33    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                  | DIME COMMUNITY BANCSHARES IN COMMON STOCK USD.01            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5370 | NS      | $170927.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                          | DINE BRANDS GLOBAL INC COMMON STOCK USD.01                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1840 | NS      | $118864.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                             | DIODES INC COMMON STOCK USD.667                             | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3700 | NS      | $281718.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc               | DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       310 | NS      | $11981.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                            | DORMAN PRODUCTS INC COMMON STOCK USD.01                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2510 | NS      | $202983.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                             | DOUGLAS ELLIMAN INC W/I COMMON STOCK                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      6810 | NS      | $27716.70     | 0.02%             |  |  |  | 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        |     28427 | NS      | $776341.37    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                      | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001              | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      7903 | NS      | $84087.92     | 0.07%             |  |  |  | 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        |      3300 | NS      | $182490.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                               | EAGLE BANCORP INC COMMON STOCK USD.01                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3330 | NS      | $146753.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc                       | EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001              | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      4065 | NS      | $118819.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc              | EASTERLY GOVERNMENT PROPERTI REIT USD.01                    | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      6200 | NS      | $88474.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                       | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      4650 | NS      | $179211.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                           | ELEMENT SOLUTIONS INC COMMON STOCK USD.01                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     29466 | NS      | $535986.54    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                   | EMBECTA CORP COMMON STOCK USD.01                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      4021 | NS      | $101691.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                       | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001              | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      3789 | NS      | $44748.09     | 0.04%             |  |  |  | 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        |      4390 | NS      | $189340.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Houghton                                 | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1100 | NS      | $183590.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                        | RLI CORP COMMON STOCK USD1.0                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       902 | NS      | $118405.54    | 0.10%             |  |  |  | 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        |      3210 | NS      | $153887.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                | ENCORE WIRE CORP COMMON STOCK USD.01                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $185706.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc                                    | ENFUSION INC   CLASS A COMMON STOCK USD.001                 | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10089 | NS      | $97560.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                     | ENHABIT INC COMMON STOCK USD.01                             | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3459 | NS      | $45520.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                         | RPC INC COMMON STOCK USD.1                                  | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     15490 | NS      | $137706.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnet Inc                                      | RADNET INC COMMON STOCK USD.0001                            | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      7950 | NS      | $149698.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                           | ENPRO INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1080 | NS      | $117385.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                                | ENSIGN GROUP INC/THE COMMON STOCK USD.001                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      4350 | NS      | $411553.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                     | RAMBUS INC COMMON STOCK USD.001                             | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      9360 | NS      | $335275.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                             | REDWOOD TRUST INC REIT USD.01                               | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     16000 | NS      | $108160.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                      | ERASCA INC COMMON STOCK USD.0001                            | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9107 | NS      | $39251.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                      | ESAB CORP COMMON STOCK USD.001                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     14101 | NS      | $661618.92    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                          | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2290 | NS      | $200466.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.          | ESSENTIAL PROPERTIES REALTY REIT USD.01                     | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $222965.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                         | EUROPEAN WAX CENTER INC A COMMON STOCK USD.00001            | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24437 | NS      | $304240.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                     | EVERTEC INC COMMON STOCK USD.01                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5340 | NS      | $172909.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                    | EXPONENT INC COMMON STOCK USD.001                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      3270 | NS      | $324024.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                           | EXTREME NETWORKS INC COMMON STOCK USD.001                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      8430 | NS      | $154353.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                             | FLYWIRE CORP VOTING COMMON STOCK USD.0001                   | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     28224 | NS      | $690641.28    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                            | FTI CONSULTING INC COMMON STOCK USD.01                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      4528 | NS      | $719046.40    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                          | FARO TECHNOLOGIES INC COMMON STOCK USD.001                  | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      2340 | NS      | $68819.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FED Signal Corp                                 | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      5150 | NS      | $239320.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                       | FIRST BANCORP PUERTO RICO COMMON STOCK USD.1                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     18380 | NS      | $233793.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                        | FIRST FINANCIAL BANCORP COMMON STOCK                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      7980 | NS      | $193355.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                  | FIRST FINL BANKSHARES INC COMMON STOCK USD.01               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     22478 | NS      | $773243.20    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                             | FIRST HAWAIIAN INC COMMON STOCK USD.01                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     11000 | NS      | $286440.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                  | FIVE BELOW COMMON STOCK USD.01                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      3535 | NS      | $625235.45    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                      | FIVE9 INC COMMON STOCK USD.001                              | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      9504 | NS      | $644941.44    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Incorporation           | FLOOR + DECOR HOLDINGS INC A COMMON STOCK USD.001           | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $25484.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor Inc                                  | FORMFACTOR INC COMMON STOCK USD.001                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      6810 | NS      | $151386.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                               | FORWARD AIR CORP COMMON STOCK USD.01                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2420 | NS      | $253833.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                | FOUR CORNERS PROPERTY TRUST REIT USD.0001                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      6770 | NS      | $175546.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation                 | FOX FACTORY HOLDING CORP COMMON STOCK USD.001               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      9345 | NS      | $852544.35    | 0.75%             |  |  |  | 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        |      3280 | NS      | $261580.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Incorporation                         | REGENXBIO INC COMMON STOCK USD.0001                         | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      5120 | NS      | $116121.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                          | RELAY THERAPEUTICS INC COMMON STOCK                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12697 | NS      | $189693.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                   | FRONTDOOR INC COMMON STOCK USD.01                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      5721 | NS      | $118996.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                            | FULGENT GENETICS INC COMMON STOCK USD.0001                  | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      2310 | NS      | $68791.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                              | H.B. FULLER CO. COMMON STOCK USD1.0                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      4520 | NS      | $323722.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                         | GMS INC COMMON STOCK USD.01                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      4070 | NS      | $202686.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                         | GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     48010 | NS      | $253972.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                    | GENTHERM INC COMMON STOCK                                   | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2750 | NS      | $179547.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                               | GETTY REALTY CORP REIT USD.01                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      5630 | NS      | $190575.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                             | GLAUKOS CORP COMMON STOCK USD.001                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      3959 | NS      | $172929.12    | 0.15%             |  |  |  | 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        |      9430 | NS      | $118535.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                        | GOGO INC COMMON STOCK USD.0001                              | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      4843 | NS      | $71482.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                            | RENASANT CORP COMMON STOCK USD5.0                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      4640 | NS      | $174417.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                            | REPLIGEN CORP COMMON STOCK USD.01                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4407 | NS      | $746149.17    | 0.66%             |  |  |  | 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        |      3212 | NS      | $77826.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                | GREEN PLAINS INC COMMON STOCK USD.001                       | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      3850 | NS      | $117425.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                    | GRIFFON CORP COMMON STOCK USD.25                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      3260 | NS      | $116675.40    | 0.10%             |  |  |  | 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        |     25108 | NS      | $732902.52    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                        | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     12440 | NS      | $204638.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp             | RETAIL OPPORTUNITY INVESTMEN REIT USD.0001                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $151803.00    | 0.13%             |  |  |  | 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        |      1410 | NS      | $254321.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                             | GUARDANT HEALTH INC COMMON STOCK USD.00001                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     11233 | NS      | $305537.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                     | ROGERS CORP COMMON STOCK USD1.0                             | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1630 | NS      | $194524.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Group Holdings Inc               | RYAN SPECIALTY GROUP HLDGS A COMMON STOCK USD.001           | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16433 | NS      | $682133.83    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                        | HNI CORP COMMON STOCK USD1.0                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      4200 | NS      | $119406.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc                    | HAIN CELESTIAL GROUP INC COMMON STOCK USD.01                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      5981 | NS      | $96772.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                       | SJW GROUP COMMON STOCK USD.001                              | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1720 | NS      | $139646.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                   | SM ENERGY CO COMMON STOCK USD.01                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      8360 | NS      | $291178.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK USD.00001         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1940 | NS      | $106894.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                           | HELMERICH + PAYNE COMMON STOCK USD.1                        | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     24151 | NS      | $1197165.07   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                               | HERC HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      7645 | NS      | $1005852.65   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                              | HEXCEL CORP COMMON STOCK USD.01                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     13588 | NS      | $799653.80    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                | SPS COMMERCE INC COMMON STOCK USD.001                       | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      8481 | NS      | $1089214.83   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                          | SPX TECHNOLOGIES INC COMMON STOCK USD.01                    | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3807 | NS      | $249929.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                               | HILLENBRAND INC COMMON STOCK                                | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      6520 | NS      | $278208.40    | 0.25%             |  |  |  | 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        |     24669 | NS      | $950743.26    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                               | SABRE CORP COMMON STOCK USD.01                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     21199 | NS      | $131009.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                    | SAFEHOLD INC REIT USD.01                                    | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      3330 | NS      | $95304.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation               | HORACE MANN EDUCATORS COMMON STOCK USD.001                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3110 | NS      | $116220.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                              | HOSTESS BRANDS INC COMMON STOCK USD.0001                    | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10075 | NS      | $226083.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                        | SAIA INC COMMON STOCK USD.001                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4519 | NS      | $947543.92    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co.                                     | ST JOE CO/THE COMMON STOCK                                  | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      3880 | NS      | $149962.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Incorporation                    | HOULIHAN LOKEY INC COMMON STOCK USD.001                     | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     10270 | NS      | $895133.20    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                                   | HUB GROUP INC CL A COMMON STOCK USD.01                      | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2970 | NS      | $236085.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                    | SANMINA CORP COMMON STOCK USD.01                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      3720 | NS      | $213118.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                              | SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      3890 | NS      | $81301.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| E.W. Scripps Company                            | EW SCRIPPS CO/THE A COMMON STOCK USD.01                     | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      8220 | NS      | $108421.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida         | SEACOAST BANKING CORP/FL COMMON STOCK USD.1                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      4890 | NS      | $152519.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Irhythm Technologies Inc                        | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      6062 | NS      | $567827.54    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                         | ITT INC COMMON STOCK USD1.0                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     10139 | NS      | $822272.90    | 0.72%             |  |  |  | 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        |      9420 | NS      | $233898.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                             | SEMTECH CORP COMMON STOCK USD.01                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4100 | NS      | $117629.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                               | INARI MEDICAL INC COMMON STOCK USD.001                      | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10897 | NS      | $692613.32    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                          | INDEPENDENT BANK CORP/MA COMMON STOCK USD.01                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      3783 | NS      | $319398.69    | 0.28%             |  |  |  | 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        |      3930 | NS      | $270816.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                 | SHAKE SHACK INC   CLASS A COMMON STOCK USD.01               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      3100 | NS      | $128743.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                      | INDEPENDENT BANK GROUP INC COMMON STOCK USD.01              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $183844.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                        | INSIGHT ENTERPRISES INC COMMON STOCK USD.01                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      3010 | NS      | $301812.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                      | INSMED INC COMMON STOCK USD.01                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     18577 | NS      | $371168.46    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                    | INNOSPEC INC COMMON STOCK USD.01                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2190 | NS      | $225263.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                             | SHIFT4 PAYMENTS INC CLASS A COMMON STOCK                    | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14145 | NS      | $791129.85    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                   | SHOALS TECHNOLOGIES GROUP  A COMMON STOCK USD.00001         | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26924 | NS      | $664215.08    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                   | INSPERITY INC COMMON STOCK USD.01                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      7661 | NS      | $870289.60    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc.                       | INSTRUCTURE HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19537 | NS      | $457947.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                 | INSTALLED BUILDING PRODUCTS COMMON STOCK USD.01             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1958 | NS      | $167604.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc             | INNOVATIVE INDUSTRIAL PROPER REIT USD.001                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      2040 | NS      | $206754.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                | SHUTTERSTOCK INC COMMON STOCK USD.01                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      2040 | NS      | $107548.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                      | SILICON LABORATORIES INC COMMON STOCK USD.0001              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      5592 | NS      | $758666.64    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                    | INTEGER HOLDINGS CORP COMMON STOCK USD.001                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      2840 | NS      | $194426.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                       | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      8481 | NS      | $295902.09    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaon Inc                                        | AAON INC COMMON STOCK USD.004                               | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3530 | NS      | $265879.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                       | AAR CORP COMMON STOCK USD1.0                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      4420 | NS      | $198458.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                           | SILK ROAD MEDICAL INC COMMON STOCK USD.001                  | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     13325 | NS      | $704226.25    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                     | SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01            | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      9350 | NS      | $201773.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                              | INTERDIGITAL INC COMMON STOCK USD.01                        | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      2560 | NS      | $126668.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                    | INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001          | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     10427 | NS      | $551796.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                       | SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001              | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7200 | NS      | $273816.00    | 0.24%             |  |  |  | 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        |      2050 | NS      | $74968.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                    | ABM INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5880 | NS      | $261189.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                | AMC NETWORKS INC A COMMON STOCK                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      3530 | NS      | $55315.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IRobot Corp                                     | IROBOT CORP COMMON STOCK USD.01                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      2450 | NS      | $117918.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                  | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     10510 | NS      | $130218.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Site Centers Corp                               | SITE CENTERS CORP REIT USD.1                                | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     14460 | NS      | $197523.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Siteone Landscape Supply Inc                    | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      5312 | NS      | $623203.84    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                     | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      2870 | NS      | $295093.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                | A10 NETWORKS INC COMMON STOCK USD.00001                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      4285 | NS      | $71259.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                   | ISHARES CORE S+P SMALL CAP ETF ISHARES CORE S+P SMALL CAP E | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      4497 | NS      | $425596.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                     | ITRON INC COMMON STOCK                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      3750 | NS      | $189937.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                         | AZZ INC COMMON STOCK USD1.0                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      3380 | NS      | $135876.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc                 | ACADEMY SPORTS + OUTDOORS IN COMMON STOCK USD.01            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6319 | NS      | $332000.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                   | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK                   | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      5473 | NS      | $127247.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                    | SKYLINE CHAMPION CORP COMMON STOCK USD.028                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10958 | NS      | $564446.58    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveric Bio Inc.                                 | IVERIC BIO INC COMMON STOCK USD.001                         | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     21625 | NS      | $462991.25    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                            | J + J SNACK FOODS CORP COMMON STOCK                         | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $194623.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                             | ADTRAN HOLDINGS INC COMMON STOCK                            | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      5190 | NS      | $97520.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                         | ADAPTHEALTH CORP COMMON STOCK                               | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6591 | NS      | $126679.02    | 0.11%             |  |  |  | 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        |      1400 | NS      | $95522.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                    | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2745 | NS      | $250700.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                        | SLEEP NUMBER CORP COMMON STOCK USD.01                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      2190 | NS      | $56896.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                  | SMARTSHEET INC CLASS A COMMON STOCK                         | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     15745 | NS      | $619723.20    | 0.55%             |  |  |  | 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        |      4134 | NS      | $146757.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                | AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      6090 | NS      | $340613.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc                       | KAR AUCTION SERVICES INC COMMON STOCK USD.01                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      9404 | NS      | $122722.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.              | KKR REAL ESTATE FINANCE TRUS REIT USD.01                    | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      8420 | NS      | $117543.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                | ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3220 | NS      | $276211.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                             | AEROVIRONMENT INC COMMON STOCK USD.0001                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1930 | NS      | $165323.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                       | SONOS INC COMMON STOCK USD.001                              | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      9149 | NS      | $154618.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                     | SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      8620 | NS      | $306268.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                         | KARUNA THERAPEUTICS INC COMMON STOCK USD.00001              | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3029 | NS      | $595198.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                             | KNOWLES CORP COMMON STOCK USD.01                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      8500 | NS      | $139570.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                               | AGREE REALTY CORP REIT USD.0001                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $375929.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                         | ALARM.COM HOLDINGS INC COMMON STOCK                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      3760 | NS      | $186044.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                              | KONTOOR BRANDS INC COMMON STOCK                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      3960 | NS      | $158360.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | KORN FERRY COMMON STOCK USD.01                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4710 | NS      | $238420.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                       | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      4430 | NS      | $159435.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                       | STEPAN CO COMMON STOCK USD1.0                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1770 | NS      | $188434.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                      | ALBANY INTL CORP CL A COMMON STOCK USD.001                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2590 | NS      | $255348.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                         | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     10700 | NS      | $319502.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.              | KULICKE + SOFFA INDUSTRIES COMMON STOCK                     | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      5310 | NS      | $235020.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                   | LGI HOMES INC COMMON STOCK USD.01                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1930 | NS      | $178718.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                  | LCI INDUSTRIES COMMON STOCK USD.01                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2180 | NS      | $201541.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                              | LTC PROPERTIES INC REIT USD.01                              | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |        60 | NS      | $2131.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                        | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1130 | NS      | $76828.70     | 0.07%             |  |  |  | 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        |     23623 | NS      | $709162.46    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                             | STEPSTONE GROUP INC CLASS A COMMON STOCK USD.001            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27356 | NS      | $688824.08    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation        | STEWART INFORMATION SERVICES COMMON STOCK USD1.0            | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3030 | NS      | $129471.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                    | LA Z BOY INC COMMON STOCK USD1.0                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      4820 | NS      | $109992.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                        | LAKELAND FINANCIAL CORP COMMON STOCK                        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $134264.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                           | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     15285 | NS      | $778923.60    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation               | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     11187 | NS      | $725812.56    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                    | STIFEL FINANCIAL CORP COMMON STOCK USD.15                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     12629 | NS      | $737154.73    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                | STONEX GROUP INC COMMON STOCK USD.01                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1380 | NS      | $131514.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corporation                      | LEGEND BIOTECH CORP ADR ADR                                 | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      6296 | NS      | $314296.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc.                                   | LESLIE S INC COMMON STOCK USD.001                           | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9849 | NS      | $120256.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                         | STRATEGIC EDUCATION INC COMMON STOCK USD.01                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2073 | NS      | $162357.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                      | STRIDE INC COMMON STOCK USD.0001                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2963 | NS      | $92682.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                            | LEXINGTON REALTY TRUST REIT USD.0001                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     23230 | NS      | $232764.60    | 0.21%             |  |  |  | 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        |     43195 | NS      | $516612.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | LIGAND PHARMACEUTICALS COMMON STOCK USD.001                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1396 | NS      | $93252.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                    | LINDSAY CORP COMMON STOCK USD1.0                            | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1070 | NS      | $174249.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                      | LITHIA MOTORS INC CL A COMMON STOCK                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2637 | NS      | $539899.38    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                 | LITTELFUSE INC COMMON STOCK USD.01                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3019 | NS      | $664783.80    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co                                | STURM RUGER + CO INC COMMON STOCK USD1.0                    | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      2740 | NS      | $138698.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.              | SUN COUNTRY AIRLINES HOLDING COMMON STOCK USD.001           | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2170 | NS      | $34416.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                   | SUNSTONE HOTEL INVESTORS INC REIT USD.01                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     15043 | NS      | $145315.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                   | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5118 | NS      | $182559.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveperson Inc                                  | LIVEPERSON INC COMMON STOCK USD.001                         | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      5529 | NS      | $56064.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                              | LIVENT CORP COMMON STOCK USD.001                            | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     12820 | NS      | $254733.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                           | LIVERAMP HOLDINGS INC COMMON STOCK USD.1                    | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |      4660 | NS      | $109230.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                             | LOVESAC CO/THE COMMON STOCK USD.00001                       | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11718 | NS      | $257913.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                   | SURMODICS INC COMMON STOCK USD.05                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      3320 | NS      | $113278.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                             | SYLVAMO CORP COMMON STOCK USD1.0                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2426 | NS      | $117879.34    | 0.10%             |  |  |  | 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        |      7833 | NS      | $145615.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                            | TTM TECHNOLOGIES COMMON STOCK USD.001                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     11850 | NS      | $178698.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                            | MDC HOLDINGS INC COMMON STOCK USD.01                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      4850 | NS      | $153260.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                            | MGP INGREDIENTS INC COMMON STOCK                            | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      1020 | NS      | $108507.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                | TALOS ENERGY INC COMMON STOCK                               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      7240 | NS      | $136691.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Incorporation     | TANGER FACTORY OUTLET CENTER REIT USD.01                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     10180 | NS      | $182629.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                     | MYR GROUP INC/DELAWARE COMMON STOCK USD.01                  | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1370 | NS      | $126135.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.        | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14886 | NS      | $937520.28    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                                  | TECHTARGET COMMON STOCK USD.001                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      2320 | NS      | $102219.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                 | TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11170 | NS      | $117173.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                           | MACK CALI REALTY CORP REIT USD.01                           | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10860 | NS      | $172999.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                              | STEVEN MADDEN LTD COMMON STOCK USD.0001                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      6550 | NS      | $209338.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                  | TETRA TECH INC COMMON STOCK USD.01                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      5132 | NS      | $745115.08    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                             | TEXAS ROADHOUSE INC COMMON STOCK USD.001                    | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     11648 | NS      | $1059385.60   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                  | MAGNOLIA OIL + GAS CORP   A COMMON STOCK USD.0001           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39572 | NS      | $927963.40    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                        | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      6584 | NS      | $799297.60    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                          | MARCUS + MILLICHAP INC COMMON STOCK USD.0001                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      2590 | NS      | $89225.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                       | MATADOR RESOURCES CO COMMON STOCK USD.01                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     16486 | NS      | $943658.64    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                      | MATSON INC COMMON STOCK                                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3810 | NS      | $238163.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                   | MAXLINEAR INC COMMON STOCK                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      5930 | NS      | $201323.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                             | ODP CORP/THE COMMON STOCK USD.01                            | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      4400 | NS      | $200376.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                          | 3D SYSTEMS CORP COMMON STOCK USD.001                        | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     10730 | NS      | $79402.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                    | MEDIFAST INC COMMON STOCK USD.001                           | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1020 | NS      | $117657.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                     | MEDNAX INC COMMON STOCK USD.01                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7430 | NS      | $110409.80    | 0.10%             |  |  |  | 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        |     28536 | NS      | $656042.64    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                           | TREEHOUSE FOODS INC COMMON STOCK USD.01                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      4709 | NS      | $232530.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                        | TRINITY INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      4950 | NS      | $146371.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                           | TRIUMPH BANCORP INC COMMON STOCK USD.01                     | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2360 | NS      | $115333.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                     | MERCURY GENERAL CORP COMMON STOCK                           | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       357 | NS      | $12209.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                      | MERIT MEDICAL SYSTEMS INC COMMON STOCK                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      4190 | NS      | $295897.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                   | TRUPANION INC COMMON STOCK USD.00001                        | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     10778 | NS      | $512278.34    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                  | TRUSTMARK CORP COMMON STOCK                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      4200 | NS      | $146622.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                             | MERITAGE HOMES CORP COMMON STOCK USD.01                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3170 | NS      | $292274.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                          | MESA LABORATORIES INC COMMON STOCK                          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       710 | NS      | $118009.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                              | TTEC HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      1750 | NS      | $77227.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                              | UFP INDUSTRIES INC COMMON STOCK                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      5290 | NS      | $419232.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                                  | MIDDLEBY CORP COMMON STOCK USD.01                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      5559 | NS      | $744350.10    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                | MILLERKNOLL INC COMMON STOCK USD.2                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      5062 | NS      | $106352.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                      | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      2160 | NS      | $131155.20    | 0.12%             |  |  |  | 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        |      5263 | NS      | $48577.49     | 0.04%             |  |  |  | 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        |      1970 | NS      | $104804.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                          | US SILICA HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      7450 | NS      | $93125.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                   | MODIVCARE INC COMMON STOCK USD.001                          | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1273 | NS      | $114226.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                     | MONARCH CASINO + RESORT INC COMMON STOCK USD.01             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1660 | NS      | $127637.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                        | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1621 | NS      | $53736.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceuticals Inc                  | ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      6005 | NS      | $278211.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                       | MOOG INC CLASS A COMMON STOCK USD1.0                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2460 | NS      | $215889.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                         | MUELLER INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4750 | NS      | $280250.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                             | MR COOPER GROUP INC COMMON STOCK USD.01                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      6180 | NS      | $248003.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                            | MYRIAD GENETICS INC COMMON STOCK USD.01                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      6470 | NS      | $93879.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                   | UNIFIRST CORP/MA COMMON STOCK USD.1                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1270 | NS      | $245097.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                    | UNISYS CORP COMMON STOCK USD.01                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      8300 | NS      | $42413.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                 | N B T BANCORP INC COMMON STOCK USD.01                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2870 | NS      | $124615.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                | NMI HOLDINGS INC CLASS A COMMON STOCK USD.01                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7570 | NS      | $158213.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc                      | UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      8232 | NS      | $278241.60    | 0.25%             |  |  |  | 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        |      4820 | NS      | $186582.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                 | NV5 GLOBAL INC COMMON STOCK USD.01                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       779 | NS      | $103077.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                 | UNITI GROUP INC REIT USD.0001                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     20270 | NS      | $112093.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                         | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01                  | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5405 | NS      | $583956.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                           | URBAN EDGE PROPERTIES REIT USD.01                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8010 | NS      | $112860.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                | VECTOR GROUP LTD COMMON STOCK USD.1                         | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     13620 | NS      | $161533.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                             | VERITIV CORP COMMON STOCK USD.01                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1060 | NS      | $129012.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                             | VERICEL CORP COMMON STOCK                                   | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      3990 | NS      | $105096.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                             | VIAVI SOLUTIONS INC COMMON STOCK USD.001                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     19550 | NS      | $205470.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                           | VIR BIOTECHNOLOGY INC COMMON STOCK                          | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16334 | NS      | $413413.54    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                       | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      8567 | NS      | $250242.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                  | VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       650 | NS      | $124436.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Ootdoor Inc                               | VISTA OUTDOOR INC COMMON STOCK USD.01                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      5450 | NS      | $132816.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                | VITAL FARMS INC COMMON STOCK USD.0001                       | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     21050 | NS      | $314066.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                       | WD 40 CO COMMON STOCK USD.001                               | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1140 | NS      | $183779.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS FINANCIAL CORP COMMON STOCK USD.01                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      5151 | NS      | $233546.34    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc.                            | WALKER + DUNLOP INC COMMON STOCK                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2560 | NS      | $200908.80    | 0.18%             |  |  |  | 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        |      3860 | NS      | $133710.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                | WASHINGTON REIT REIT USD.01                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      7650 | NS      | $136170.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                             | WESTAMERICA BANCORPORATION COMMON STOCK                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2230 | NS      | $131592.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                    | WINGSTOP INC COMMON STOCK USD.01                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4412 | NS      | $607179.44    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                       | WINNEBAGO INDUSTRIES COMMON STOCK USD.5                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2890 | NS      | $152303.00    | 0.13%             |  |  |  | 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        |      7240 | NS      | $79133.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                        | WORLD FUEL SERVICES CORP COMMON STOCK USD.01                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4930 | NS      | $134736.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                      | XENIA HOTELS + RESORTS INC REIT USD.01                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     10060 | NS      | $132590.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                      | XPERI INC COMMON STOCK                                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3460 | NS      | $29790.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                        | YELP INC COMMON STOCK USD.000001                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4550 | NS      | $124397.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                      | ZIMVIE INC COMMON STOCK USD.01                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      1510 | NS      | $14103.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                    | ZENTALIS PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11792 | NS      | $237490.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                           | ASSURED GUARANTY LTD COMMON STOCK USD.01                    | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      4380 | NS      | $272698.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                         | CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01                 | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10490 | NS      | $130705.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                        | FABRINET COMMON STOCK USD.01                                | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      3110 | NS      | $398764.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                    | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01             | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      6300 | NS      | $164997.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                 | JAMES RIVER GROUP HOLDINGS L COMMON STOCK USD.0002          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4800 | NS      | $100368.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                         | SIGNET JEWELERS LTD COMMON STOCK USD.18                     | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      4460 | NS      | $303280.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                  | TECHNIPFMC PLC COMMON STOCK USD1.0                          | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     64895 | NS      | $791070.05    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                             | ADC THERAPEUTICS SA COMMON STOCK CHF.064                    | CUSIP: H0036K147<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     14732 | NS      | $56570.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.Com Limited                              | MONDAY.COM LTD COMMON STOCK                                 | CUSIP: M7S64H106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4171 | NS      | $508862.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                      | ELASTIC NV COMMON STOCK EUR.01                              | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      6947 | NS      | $357770.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories                               | CORE LABORATORIES N.V. COMMON STOCK EUR.02                  | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |      7290 | NS      | $147768.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-16

**Name of Applicant:** Ohio National Fund, Inc.

**Signature:** R. Todd Brockman

**Name of Signer:** R. Todd Brockman

**Title:** Treasurer